@dommech-Yeah, I leave the generator more wide open and once it’s done or as I filter is when I get really picky about the strategies, just so I don’t miss those nice and very low DD strategies.
For FX, I am going back 5 years. Now that we are in 2019, I changed my data horizon to start at 1/1/2014. I do this because it gives me enough bars as I am trading H1 and M15 charts. For the lower timeframes, 200k bars should be good enough to get some good strategies.