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
