Have suggestion to make an option, for custom optimization criterion: "Max time of deal". it can may be like maximum: 12h, 24h, 36h, 48h, 60h, 72h, 84h, 96h.
If it possible of course. You choise what a max time deal can continue. If deal going longer - pass stops with negativ result. I think it needed for faster optimization and also excludes strong drawdowns.
So, if series was opened X hours ago, tester pass must be stopped with bad result.
Good idea!
Then will u implement the same feature for real trades also sir?
Close after X hrs.
Then will u implement the same feature for real trades also sir?
Close after X hrs.
No, it's not for limits on live trading. This will exclude in testing such passes like below, on screenshot.
that's an example
DD 37%
DD 43%
In the first case it lasted 410 hours, in the second it lasted 73 hours. That's the difference.
When optimizing, the resource of time is important. If you exclude further running of such passes, then you can optimize faster. If the drawdown is 15%, this is acceptable, but if it lasts a month, it is not. So why waste your hardware resource on an unnecessary pass?
So, if series was opened X hours ago, tester pass must be stopped with bad result.
Good idea!