TradeStaion Genetic Optimizer: Trading Strategy Result
The results of strategy testing
Below there are given the result of strategy testing on hourly and daily FOREX EURJPY bars. Maximal
number of generations was set 1111, so the same number of parameters combinations has been tested.
The total number of possible combinations that will have to test in standard TradeStation optimizer
is 6.25 * 1017. Genetic Optimizer spent for it about a minute.
Picture 1. The result of strategy testing on daily EURJPY bars in TS GO Viewer.
Here are shown some best Trading System copies from the last population. The best one from Picture
1 have the following parameters:
Len1 = 39
Len2 = 40
Len3 = 31
Len4 = 9
SL = 407
DT = 810
FA = 997
PC = 6
Below signals of the Trading System are shown.
Picture 2. The results on EURJPY (Daily).
It is tested on 1000 days.
Results are in pips.
Spread is 10 pips.
TradeStation Strategy Performance Report
Picture 2. The results on EURJPY (60 min.).
It is tested on 50 days.
Results are in pips.
Spread is 10 pips.
TradeStation Strategy Performance Report
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