Optimizing the forex trading system: AUD/USD revisited

Source: www.forexautomaton.com

The recent changes to the trading system optimization technique do show an effect on the AUD/USD optimization, shifting the preferred value of the forecasting quality parameter. This study covers an extended range of the trade-entry threshold parameter, the one that controls the "patience" of a trading system or the amount of "excitement" about a trade idea needed to enter the trade. The new optimum takes advantage of that as well.


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