• Registered: 2018-11-15
  • Posts: 167

Topic: OOS acceptance criteria in optimiser ignored

Hi Popov,

I have been doing some testing today with various strategies and have found that whatever I put as OOS acceptance criteria in the Optimiser is ignored, ie I had max stagnation % =15 and it kept pushing strategies through into the collection with higher stagnation %’s.

However when I have the same exact acceptance criteria for the generator it is ignores all strategies that do not meet the acceptance criteria as should.

  • Popov
  • Popov
  • Lead Developer
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  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 7,885

Re: OOS acceptance criteria in optimiser ignored

Please post which options are available in the Reactor's Optimisation panel.

You must have "Optimization", OOS and use the Optimizer's Acceptance Criteria.

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  • Registered: 2018-11-15
  • Posts: 167

Re: OOS acceptance criteria in optimiser ignored

Popov wrote:

Please post which options are available in the Reactor's Optimisation panel.

You must have "Optimization", OOS and use the Optimizer's Acceptance Criteria.


Yes of course I have these options selected. If running the strategy through the optimiser in the strategy’s tab (not reactor or generator) it makes no difference. I have 20% OOS selected. No matter what acceptance criteria (number of trades, stagnation, drawdown etc) I have for the OOS part the optimiser is continuing to push through strategies that do not meet the OOS acceptance criteria for the optimiser.

Also another issue I have found is when optimising with search best: Stagnation the optimiser continuously is coming up with a strategy that does not make a single trade. I believe this issue was reported by another user possibly geektrader a while back. I believe the issue is that if a strategy does not trade at all then it’s stagnation is essentially 0%.

  • Popov
  • Popov
  • Lead Developer
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  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 7,885

Re: OOS acceptance criteria in optimiser ignored

I have 20% OOS selected. No matter what acceptance criteria (number of trades, stagnation, drawdown etc) I have for the OOS part the optimiser is continuing to push through strategies that do not meet the OOS acceptance criteria for the optimiser.

I checked it and found it OK. Do you have "Use Acceptance Criteria from the  Optimizer" enabled in the Optimizer's Settings?

I believe the issue is that if a strategy does not trade at all then it’s stagnation is essentially 0%.

The Optimizer tries to do its best to fulfil your order. It looks like proper work and expected by design.

Of course, EA Studio provides an easy way to make what you expected - set a minimum count of trades condition.

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