Hi All,
I'm trying to improve my optimization method. So I
divided my trading system into parts: entry logic, trade management logic
(trailing, profit target, volatility exit, etc ), filters, etc.
I created a random entry system, that uses the
same trade management logic as my trading system.
With random entries I optimized the parameters of
the trade management logic. I also try to improve filters the same
way.
My questions:
Is there anyone who uses
similar technic for optimization?
Is there anyone how uses
similar approach to validate the trading system and its parameters?
Is it reasonable
optimization method?
Any opinion or experiance appreciated.
Regards,
Y
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