Six best Step Two robots are selected for closer inspection

Source: www.forexautomaton.com

Having identified the range of parameters where a Step Two trading system has the greatest advantage over Step One (in the course of a Step One vs Step Two performance comparison), I proceed by narrowing down the range of adjustable system parameters even further. I select six "best" algorithmic traders for a more thorough examination, by forming a set of tighter system parameter selections, complemented with cuts on the figures of merit such as skewness of return distribution, the annualized return and the fraction of months with a negative return.


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