How often to reoptimise an EA and what does it depend on?

[Simon Huber]

Hello everyone,

I'm seeking some insights on the topic of reoptimizing Expert Advisors (EAs). As we all know, optimizing an EA is crucial for maintaining its performance in varying market conditions, but there seems to be a lot of debate on how often this should be done.

Questions:

1. How frequently should an EA be reoptimized?

   • Some traders suggest doing it every few months, while others recommend only when there's a noticeable drop in performance. What has been your experience or approach?

2. What factors should determine the reoptimization schedule?

   • Is it primarily driven by changes in market volatility, the type of strategy used (e.g., trend following vs. mean reversion), or other factors such as trading timeframe or market conditions?

3. How do you assess when an EA needs reoptimization?

   • Do you rely on specific performance metrics, backtesting results, or live trading outcomes to decide when it's time to revisit the optimization?

I would appreciate hearing your thoughts, strategies, and any experiences you've had with reoptimizing your EAs. Understanding the community's approach could help us all make more informed decisions.

Looking forward to your responses!

[Stanislav Korotky]

You can use cluster Walk-Forward Optimization (in fact meta-optimization) to detect best frequency and depth of history for EA optimization. Unfortunately, MT5 does not provide WFO off the shelf, so you need to implement it yourself or find and choose one of existing solutions.