How to optimize SL and TP analyzing your orders history

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Hi!


i'm building my automatic trading system.... i would like to know if there is a proven/solid method to analyze your past orders performance and find the optimal SL and TP levels in order to improve the strategy results. Of course without falling in the over fitting problem...

Any suggestion, or link to some readings, is appreciated ;)


Thanks!

 
ghizzo:

Hi!


i'm building my automatic trading system.... i would like to know if there is a proven/solid method to analyze your past orders performance and find the optimal SL and TP levels in order to improve the strategy results. Of course without falling in the over fitting problem...

Any suggestion, or link to some readings, is appreciated ;)


Thanks!

I use the MT5 optimizer to determine best values.

https://www.metatrader5.com/en/automated-trading/strategy-tester

MetaTrader 5 Built-in Trading Strategy Tester
MetaTrader 5 Built-in Trading Strategy Tester
  • www.metatrader5.com
The built-in MetaTrader 5 Strategy Tester facilitates the testing of automated robot performance in trading. This powerful tool not only allows testing the efficiency of an Expert Advisor, but also allows detecting the best input parameters before you run the EA on your real account. The entire operation of the Strategy Tester is based on...
 
Anthony Garot:

I use the MT5 optimizer to determine best values.

https://www.metatrader5.com/en/automated-trading/strategy-tester

Hi!


I'm implementing the self optimization inside my EA, so i need to analyze myself the results and find the optimal values. Already done, and i've all the possible informations including MAE MFE etc... now i need the correct way to handle these informations and find the good value for SL and TP.


 Thanks ;)

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