Hello,
I’ve been using EA Studio since the beginning of the year, and I took most of the courses. The reactor here works most of the time daily and I have tested many combinations of acceptance criteria and timeframes and I played a lot with data horizons to simulate trading after the out of sample period.
I am not using normalization, it doesn’t seem to have much impact on the robustness of the strategies,
I am not using walk forward too, because 20% OOS with the minimum profit factor 1.2 or 1.1 seems to work better to generate robust strategies. Also this way I have the chance to delete strategies that have 1.1 OOS profit factor but are loosing recently or have huge stagnation.
I like to use minimum R Squared 70 and maximum consecutive losses 10, but what Andi said is really really important. There is a huge difference in miminum 300 trades or minimum 500 trades. The strategies with 300 to 500 trades are much less robust even if they passed Monte Carlo test.