EA development procedure ~ Build logic with the superiority of indicators ~ ④
Break of 2.5σ for 75 periods with about 1000 trades per year and PF not dropping below 0.8
with these parameters, let's run tests.
We will also do this in three total rounds.
This is the second time.
Finally, the third time.
Overall trend is downward-sloping and there isn't much edge detected.
Let's overlay the three graphs.
The parts circled in red are where profit/loss changes greatly with holding time, so improvement is not expected much there.
The blue circled areas also show negative or flat results, and the error appears to be within a range where the exit logic wouldn't yield much effect.
Numerically, it seemed like more trades would be expected to perform well, butfor this parameter, it's a "dead end".
That said, since even the previous 90-period 3σ break did not reach the positive range with the logic alone,
we will put it on hold for now andswitch to testing with a different logicI would like to proceed.