Free articles about trading system continues with a Metatrader genetic algorithm built with StrategyBuilder, based on 2011 data of the 15-minute Euro (on Tradestation data source).
The code is in a fork of “medium” performance strategies.
The reader can use it for educational purposes by verifying how it behaved from 2011 to today. I anticipate that it closes the four-year test with earnings but it’s about how it gets to this profit that needs some valuations …
4 pips of slippage at trade have already been counted. Up to 1100 trades 1000 are in sample and 100 out of sample.
I illustrated several times that genetic algorithms have advantages and disadvantages (which may be superior to the merits if underestimated) and some arrangements are needed to be able to exploit added value.
Download her the script, below we show the equity line.
Download here the Startegy backtesting report.
Go to the 2nd PART of the article HERE