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.
Tool call template
Replace each placeholder with a value matching the input schema. Only required parameters are included; add optional parameters as needed.
{
"id": 1,
"jsonrpc": "2.0",
"method": "tools/call",
"params": {
"arguments": {
"strategies": "<strategies>"
},
"name": "audit_trading_strategy_overfitting"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| strategies | Yes | Array of strategy objects ({name, symbol, mql5Code, trades: [{date, pnl}]}). | |
| initialBalance | No | ||
| monteCarloRuns | No |