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For the past weeks I've been developing an EA based on SMC, multitimeframe liqquidity-sweep:
Stats are good IMO, DD < 10%, good sharpe ratio, etc...
But I question myself about this being more stable? Such as diversifying.
My main problem is choosing a variety of pairs, i.e:
But I'm not sure how can I choose a better or more "long-termed low-dd" combination of pairs without backtesting a lot (for the computational cost)
Any ideas about this?