audit_trading_strategy_overfitting
Audit trading strategies for overfitting across seven institutional gates: walk-forward efficiency, outlier reliance, Monte Carlo stress, and portfolio correlation.
Instructions
Audit MT5, MT4, TradingView & quant backtests across 7 institutional gates: Walk-Forward Efficiency, outlier reliance, 1,000-run Monte Carlo slippage/spread stress, Prop Firm pass probability, MQL5 safety lint, and portfolio correlation.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| strategies | Yes | Array of strategy objects ({name, symbol, mql5Code, trades: [{date, pnl}]}). | |
| initialBalance | No | ||
| monteCarloRuns | No |