<?xml version="1.0" encoding="utf-8"?>
<rss version="2.0" xmlns:atom="http://www.w3.org/2005/Atom">
	<channel>
		<title><![CDATA[Forex Software — Best Method for Improving Generated Strategies]]></title>
		<link>https://forexsb.com/forum/topic/6758/best-method-for-improving-generated-strategies/</link>
		<atom:link href="https://forexsb.com/forum/feed/rss/topic/6758/" rel="self" type="application/rss+xml" />
		<description><![CDATA[The most recent posts in Best Method for Improving Generated Strategies.]]></description>
		<lastBuildDate>Sun, 13 Aug 2017 22:57:52 +0000</lastBuildDate>
		<generator>PunBB</generator>
		<item>
			<title><![CDATA[Re: Best Method for Improving Generated Strategies]]></title>
			<link>https://forexsb.com/forum/post/45512/#p45512</link>
			<description><![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>]]></description>
			<author><![CDATA[null@example.com (qattack)]]></author>
			<pubDate>Sun, 13 Aug 2017 22:57:52 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/45512/#p45512</guid>
		</item>
		<item>
			<title><![CDATA[Re: Best Method for Improving Generated Strategies]]></title>
			<link>https://forexsb.com/forum/post/45511/#p45511</link>
			<description><![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>]]></description>
			<author><![CDATA[null@example.com (qattack)]]></author>
			<pubDate>Sun, 13 Aug 2017 21:09:05 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/45511/#p45511</guid>
		</item>
		<item>
			<title><![CDATA[Re: Best Method for Improving Generated Strategies]]></title>
			<link>https://forexsb.com/forum/post/45508/#p45508</link>
			<description><![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>]]></description>
			<author><![CDATA[null@example.com (Popov)]]></author>
			<pubDate>Sun, 13 Aug 2017 18:39:39 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/45508/#p45508</guid>
		</item>
		<item>
			<title><![CDATA[Best Method for Improving Generated Strategies]]></title>
			<link>https://forexsb.com/forum/post/44685/#p44685</link>
			<description><![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>]]></description>
			<author><![CDATA[null@example.com (Blaiserboy)]]></author>
			<pubDate>Tue, 04 Jul 2017 03:27:18 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/44685/#p44685</guid>
		</item>
	</channel>
</rss>
