How to Create Strategy: Multiple Datasets of One Market Type

Multiple Datasets of One Market Type

In the preparation phase, we did prepare datasets of the same market type (and the same asset, time frame, volatility and volume, as we mentioned earlier). 

After developing the strategy on one dataset, it is advised that traders should test on multiple of these datasets to verify whether their strategy is not over optimized.

Up to this point, this is a relatively trivial optimization problem because we select specific and similar datasets and write an algorithm that matches these datasets.