Long Term vs Short Term Optimisation

 

Hello

i would like to ask in generally, what kind of optimisation of you preffer - Long term you optimize your EA  (only parameters not logic) with range from several years and hope that

in the next year or months it's doing good, or you optimize for the last year and optimise each month to adapt the strategy better to the current conditions.

I think both optimisation methods have theyer advanteges and disadvanteges.

If you have an EA wich is opmized to trade in the last 5 years good, statisticaly you should make  perhaps good results in the next year.

But the market and the market conditions are in each year very very different. All that its heapends in the market has its rythmus also depending of the current year,

so i mean only if I optimize a strategy to work good in this year and I walk with the market and optimize the EA

with the current market, perhaps I could make better result according to the current situation thean with the long term optimisationfrom the past 5 years.

But the short term optimisation will work only in this year and not in the past or not so good than this year.

Another point ov view - I want to make profits with the current market not with the past :)


A wonder EA theats working always good is only in the theory :) i think i should optimize my ea over and over again adapting to the market

and walking moth for month running tests in the last months according to the market conditions .

So what you think about it or what kind of optimisation you preffer ?

Why Is MQL5 Market the Best Place for Selling Trading Strategies and Technical Indicators
Why Is MQL5 Market the Best Place for Selling Trading Strategies and Technical Indicators
  • 2012.07.09
  • MetaQuotes Software Corp.
  • www.mql5.com
MQL5.community Market provides Expert Advisors developers with the already formed market consisting of thousands of potential customers. This is the best place for selling trading robots and technical indicators!
 

A wonder EA theats working always good is only in the theory :) i think i should optimize my ea over and over again adapting to the market 

and walking moth for month running tests in the last months according to the market conditions .

So what you think about it or what kind of optimisation you preffer ?

Hi,

Not sure if this is what you are looking for...  but it's worth a read anyway.

https://www.mql5.com/903

Regards Chris.

Dr. Tradelove or How I Stopped Worrying and Created a Self-Training Expert Advisor
Dr. Tradelove or How I Stopped Worrying and Created a Self-Training Expert Advisor
  • 2011.11.17
  • Roman Zamozhnyy
  • www.mql5.com
Just over a year ago joo, in his article "Genetic Algorithms - It's Easy!", gave us a tool for implementation of the genetic algorithm in MQL5. Now utilizing the tool we will create an Expert Advisor that will genetically optimize its own parameters upon certain boundary conditions...
 

Both has its own power to give good returns with your investment It will always depend on how you handle it, like from what I have read about investment oftentimes both long and short positions are used simultaneously by an investor to leverage or produce income on a security. 

The Difference between Short and Long Selling
The Difference between Short and Long Selling
  • fm-fx.org
Short selling is a trading strategy that seeks to capitalize on an anticipated decline in the price of a security. Essentially, a short seller is trying to sell high and buy low. In the perspective of stocks, short selling is the selling of a stock that the seller doesn’t own. When you sell a short stock, the broker lends it to you. The stock...
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