Optimizing the forex trading system parameters: USD/JPY

I continue with the series of forex trading system optimization reports for the individual currency pairs, traded on the day scale, which began with AUD/JPY. In the algorithm, the forecast signal whose nature will not be disclosed is fed into the money management framework driven by three adjustable parameters. In the current test setting, the parameters form a multi-dimensional space populated by figures of merit, as obtained by Monte Carlo simulation of independent trading histories. The set of parameter combinations constitutes the totality of possible trading strategies under study. The goal is to optimize the trading strategy by finding the best values of parameters on the basis of the simulated trading data.

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