Online trading academy seattle washington
Long time frames are often dominated by trend, short time frames by mean reversion. Heres a simple example that exploits the mean reversion tendency of short time frames (script for Zorro ). It measures the system performance as the number of winning trades divided by the number of losing trades.
Otherwise the optimizer would hunt for the most robust profit factor, which makes no sense for binary trading. We use 20 WFO cycles and let the optimizer use all CPU cores but one.