Whilst i am not a huge fan of over optimisation and uber curve fitting if you do go down this road its worth observing what market conditions have changed to make current parameters fail . If there is a pattern correlated to market conditions you actually may be on the path to having a set of algos you can switch up with a set of filters as volatility , momentum , trend , (whatever condition you think appropriate changes ) . Just putting it out there but i believe the best algos are an amalgam of several algos bolted together with a set of filters to switch em on and of as different conditions prevail . A high volatility , a fearful volatility , a low volatility grindy up trend , etc etc styles combined … Just a thought , it works for me although im not one to over optomise . I may use optomisation to fine tune parameters but it has to work from the get go with logical thoughts backing it up . An outright strat made from purely optomised generics is almost a guarenteed fail imo
