I did some manual "Walk-forward" tests.
I reduced the number of optimization parameters to two: TEMA Period, TEMA growth factor.
Model still is the same: H1, TEMA, trigger rejection TEMA by Pin Bar, fixed SL, TP and lots.
Results of individual "walks" 12 months for optimization, and 2 months for forward tests:
I assume that for subsequent "periods" both parameters of freedom will constantly change their optimal values.
and I wonder what the results say:
1. In general I understand that "walk-forward" is really looking for the optimal period in the past for which the prediction of a certain period in the future is best.
Hence, I conclude that apart from optimizing the parameters of freedom, I should "look" for the optimal period for optimization vs the period for prediction.
2. Another thing, from what I can see, TEMA period and Growth Factor are probably not significant features, because basically they are different in each period.
Does this mean I should look for other significant features? can such results already be somehow meaningful to interpret?
What do you think and how do you see it?
For comparison, I will do two tests:
1. The same two parameters of freedom, but I will change the model "learning" period to 6 months and the prediction period to 1 month
2. I will add additional SL and TP freedom parameters for optimization.
I did some manual "Walk-forward" tests.
I reduced the number of optimization parameters to two: TEMA Period, TEMA growth factor.
Model still is the same: H1, TEMA, trigger rejection TEMA by Pin Bar, fixed SL, TP and lots.
Results of individual "walks" 12 months for optimization, and 2 months for forward tests:
I assume that for subsequent "periods" both parameters of freedom will constantly change their optimal values.
and I wonder what the results say:
1. In general I understand that "walk-forward" is really looking for the optimal period in the past for which the prediction of a certain period in the future is best.
Hence, I conclude that apart from optimizing the parameters of freedom, I should "look" for the optimal period for optimization vs the period for prediction.
2. Another thing, from what I can see, TEMA period and Growth Factor are probably not significant features, because basically they are different in each period.
Does this mean I should look for other significant features? can such results already be somehow meaningful to interpret?
What do you think and how do you see it?
For comparison, I will do two tests:
1. The same two parameters of freedom, but I will change the model "learning" period to 6 months and the prediction period to 1 month
2. I will add additional SL and TP freedom parameters for optimization.
Robert Pardo says there are 2 important parameters more for a strategy: number of Walk Forward stages and the IS:OOS ratio. You have to find them with Walk Forward Matrix.
If you want to talk about it, I am here for it.
good luck..
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Everyone says, especially from manual trading, so as not to complicate trading (eat, sleep, trade) :) it is enough to apply simple rules: trend, eg EMA, price action, trigger, sl and tp.
Repeat this a great number of times and the profit will come. I try to check it somehow, and so far I have no confirmation for this approach, or I do not understand something.