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	<title type="html"><![CDATA[Forex Software — Best Method for Improving Generated Strategies]]></title>
	<link rel="self" href="https://forexsb.com/forum/feed/atom/topic/6758/" />
	<updated>2017-08-13T22:57:52Z</updated>
	<generator>PunBB</generator>
	<id>https://forexsb.com/forum/topic/6758/best-method-for-improving-generated-strategies/</id>
		<entry>
			<title type="html"><![CDATA[Re: Best Method for Improving Generated Strategies]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/45512/#p45512" />
			<content type="html"><![CDATA[<p>Using the Validator on the OOS period is surprisingly easy. I just dropped multiple collections, changed a couple settings, and hit Start.</p><p>For my purposes, I had to make two runs. The first, I deleted Acceptance Criteria, Optimized, and ran MC validation. The second, I restored Acceptance Criteria and ran the optimized strategies to check vs. Acceptance Criteria. (I had to restart when I figured out that since I had 140 strategies, the bottom 40 would be pruned...I didn&#039;t want that to happen during my first run.)</p><p>Most of the OOS periods were being filtered by the Acceptance Criteria prior to optimization before doing this. Perhaps it&#039;s instead best to simply lower the Acceptance Criteria to a degree for the first run instead of deleting it. This would improve the quality of the remaining strategies and some balance could be found.</p>]]></content>
			<author>
				<name><![CDATA[qattack]]></name>
				<uri>https://forexsb.com/forum/user/9968/</uri>
			</author>
			<updated>2017-08-13T22:57:52Z</updated>
			<id>https://forexsb.com/forum/post/45512/#p45512</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: Best Method for Improving Generated Strategies]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/45511/#p45511" />
			<content type="html"><![CDATA[<p>Dave, how much data and what time frame are you generating over? And how do you define an &quot;acceptable&quot; strategy?</p><p>Are you using OOS to visually validate the results?</p><p>I&#039;m just starting to experiment with EA Studio. I am running eight instances on my rented server over a 14 year period on M30. 50% OOS. I am searching by SQN.</p><p>Acceptance Criteria:<br />Max Amb. Bars: 10<br />Min Net Profit: 10<br />Min trades: 600<br />Min SQN: 1.6<br />Min win/loss: 0.3<br />Max Balance Deviation: 15<br />Max Stagnation %: 15<br />Max Equity DD%: 12 (too high)</p><p>Some of these values will be radically adjusted when I better figure out what I&#039;m doing. I am particularly interested in toying around with &quot;Max Balance Deviation&quot;.</p><p>I include &quot;Optimization&quot; (defaults), &quot;All data validation&quot;, and &quot;Monte Carlo validation&quot; (100 count; 85% validated tests).</p><p>Every so often, I sort strategies by Max DD% and go each manually, give the equity graph a visual check, and remove any offensive-looking strategies. I pay particular attention to the OOS period, giving a bit more weight to the most recent period. If it has stagnated for a longer period at the end, I will remove it. And of course if the OOS is bad in general, I remove it.</p><p>Many beautiful-looking strategies (as well as some on the borderline) remain after only one day&#039;s execution.</p><p>I then need to run the OOS periods through the Validation tool. Then, I will run the strategies through the optimizer, but I don&#039;t know whether I want to optimize over the entire data sample, only the OOS period, or perhaps even only a portion of the most recent OOS.</p>]]></content>
			<author>
				<name><![CDATA[qattack]]></name>
				<uri>https://forexsb.com/forum/user/9968/</uri>
			</author>
			<updated>2017-08-13T21:09:05Z</updated>
			<id>https://forexsb.com/forum/post/45511/#p45511</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: Best Method for Improving Generated Strategies]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/45508/#p45508" />
			<content type="html"><![CDATA[<p>Dave,</p><p>You can try to optimize your collections with the new Validator tool.<br />It will collect only the strategies passing the Acceptance Criteria, which will give you only the best strategies on the newest data.</p><p>You can actually drag / drop all collections and to test them on newer data from different markets. You will receive updated collection for these markets very easy.</p>]]></content>
			<author>
				<name><![CDATA[Popov]]></name>
				<uri>https://forexsb.com/forum/user/2/</uri>
			</author>
			<updated>2017-08-13T18:39:39Z</updated>
			<id>https://forexsb.com/forum/post/45508/#p45508</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Best Method for Improving Generated Strategies]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/44685/#p44685" />
			<content type="html"><![CDATA[<p>Some collections will have only a couple acceptable strategies. I want to work with others to improve them.</p><p>I am not sure as to how to do that and at the same time retain the integrity of the collection.</p><p>I wonder oif people have ideas as to what is best practise for that.</p><p>Thanks for comments.</p>]]></content>
			<author>
				<name><![CDATA[Blaiserboy]]></name>
				<uri>https://forexsb.com/forum/user/2491/</uri>
			</author>
			<updated>2017-07-04T03:27:18Z</updated>
			<id>https://forexsb.com/forum/post/44685/#p44685</id>
		</entry>
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