Workflow for systematically building and validating H1 strategies on GBPUSD and EURUSD using genetic ranking, out-of-sample retesting, and Monte Carlo analysis. Generates complete strategies in hours. The included build config / custom project keeps the author's broker settings (symbol, engine, timeframe). After installing, set your own data in every task.
The goal of this workflow is simplicity and fast generating process with high probability strategies on futures dats period.
Workflow Tasks
Build process:
GBPUSD timeframe H1
Build ranking
Trades 200
PF> 1.3
RT/DD 4
Crosscheck EURUSD H1
Genetic ranking PF > 1
Retest on OOS data period
Retest on other Market EURUSD
Delete all strategies below Return DD 4
Monte carlo tests
Delete all strategies below 50 % of Return DD ratio
FInal retest
GBPUSD and EURUSD to see how the strategy works as portfolio.
With this workflow you should be able to build strategy in couple of hours depends on your PC.
Data and broker settings
The custom project was set up on the author's broker data:
• Engine: MetaTrader4
• Main symbol: GBPUSD_M1, H1, 2003.05.05 – 2018.08.30
• Other symbols used in tasks: EURUSD_M1
These settings are not converted to your data automatically. If a symbol is not in your Data Manager, StrategyQuant X may use a different symbol and a shorter date range. Before you run it:
1. Open every task (Build, Retest, Monte Carlo…) and choose your own symbol, timeframe and engine on the Data tab.
2. Set the in-sample and out-of-sample dates to match your data.
3. Check spread, commission and slippage for your broker.
4. Save the project or config under your own name.
