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While im on this topic: Lets say you have sytsem “A” working in Dax 1h.
You put system A with the exact same variables in for example Nasdaq and it looks pretty good, but obviously its not “perfect” seeing that the variables have been optimized for dax, but overall it looks more than good enough to start working on it in nasdaq market as well.
Question then is: Do you optimize as if this was a new strategy in a market youve never seen? Or do you just re-optimize with variables very close to the original code?
Do you re-optimize on entire data set, knowing that the code is working fine in DAX?
Do you re-optimize on 50% of the data set, still tho knowing that it might be even better if oiptimized on 100% of the data, knowing that it runs fine in dax and looks already good in nasdaq?
Like how do you “use” a system in other markets? Re-optimizing? Just run it as is and only change stop loss/target?
Im really not sure