Hi, the filters setting are different. The process is to find the filter settings tht have edge on different pairs. So I am trying to expand an approach that already works on live trading but has few signals. Yes I haven't considered that. Most of my data includes those anomalous events. I think the data is fine; 99% model quality. The frustration was just that something that I already know to work was proving difficult to expand to find more signals. But it's fine now, the 6th version of the model which is actually much simpler than the previous ones is now giving the results that I was looking for, so I can leave the bunker and get some sunlight. lol.
Yes you will have fewer trades this is what happens with excessive filtering and therefore a trader will be forced to increase his trade size which increases his risk. IMO a signal should be specific to the strategy one is using.