HOW DO YOU CURVE-FIT AN EXPERT ADVISOR?
View a price chart for the time period that you are interested in – for example, the last 6 months.

Start adding indicators to the chart. You’ll eventually notice some kind of pattern with some of the indicators.  

Perhaps each time two moving averages cross each other, the price spikes.  But only when the sampling periods of the moving averages are exactly 5 and 11, and one must be an exponential moving average and the other is a weighted moving average.  

Also you noticed there were only 3 trades opened on Tuesdays and they were all losers, so you add a rule that prohibits trades on Tuesday.  

When you run a back-test using the moving average crossover and the Tuesday no-trade rule, the results are great.  Now run the test over and over to optimize the stoploss and takeprofit.  Give the Expert Advisor a fancy name and you are ready to go. Sound familiar?

You may be thinking, maybe this is a good system? I can tell you from experience that it most likely is not.  But, there is a sure-fire test that can be run to find out if an EA is curve-fit.  It’s called the Robust Test.  A description of the Robust Test is shown below.