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Forex Software → Technical Matters → "Minimum count of trades" is being ignored for "In Sample (training)"

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Posts: 8

1 Topic by geektrader (edited by geektrader 2022-03-31 06:36:10)

  • From: Germany
  • Registered: 2010-04-05
  • Posts: 840

Topic: "Minimum count of trades" is being ignored for "In Sample (training)"

Hi Mr. Popov,

Here is a strange bug I´ve experienced today:

In the "Common Acceptance Criteria", set "Minimum count of trades" to 100 (or whatever you like) for the "In Sample (training) part" and leave everything else blank. Then go to the Generator and enable the "Use the common Acceptance Criteria" as well as setting "Out of Sample" to "In sample".

By doing this, the "Minimum count of trades" is ignored by the generator and it generates strategies with much fewer trades.

Hope you can fix this.

P.S.: It´s working fine if using it in the "Complete Backtest" section, just not the "In Sample (training)" if "Out of Sample" is set to "In sample" in the Generator (otherwise it works too, if a % OOS part is being used).

Thank you.

geektrader's Website

  • From: Germany
  • Registered: 2010-04-05
  • Posts: 840

Re: "Minimum count of trades" is being ignored for "In Sample (training)"

Any fix possible Mr. Popov?

geektrader's Website

  • From: Germany
  • Registered: 2010-04-05
  • Posts: 840

Re: "Minimum count of trades" is being ignored for "In Sample (training)"

Just wanted to mention that this bug still exists as of v2022.12.05. It also applies to any acceptance criteria if set up in the way mentioned above.

geektrader's Website

  • Registered: 2022-12-21
  • Posts: 14

Re: "Minimum count of trades" is being ignored for "In Sample (training)"

geektrader wrote:

Just wanted to mention that this bug still exists as of v2022.12.05. It also applies to any acceptance criteria if set up in the way mentioned above.

hi geektrader, do you have any media like telegram or something ? to talk about the acceptance criteria and the win rate in real acc of the generated strategies if you like.

  • From: Spain
  • Registered: 2022-11-28
  • Posts: 11

Re: "Minimum count of trades" is being ignored for "In Sample (training)"

I have also noticed it. I think that the generator selects the best ea with a number of operations close to the one you have put in the minimum of trades, although I have not tried increasing the number of trades because they usually give the same results as one with less and you pay more commissions, or I'm wrong?

  • From: Germany
  • Registered: 2010-04-05
  • Posts: 840

Re: "Minimum count of trades" is being ignored for "In Sample (training)"

It's simply a bug that happens in the form described in my initial post and applies to any IS metric you specify there. Popov will fix it hopefully, although it was ignored for 8 months so far unfortunately.

geektrader's Website

  • Popov
  • Popov
  • Lead Developer
  • Offline
  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 8,013

Re: "Minimum count of trades" is being ignored for "In Sample (training)"

>  Then go to the Generator and enable the "Use the common Acceptance Criteria" as well as setting "Out of Sample" to "In sample".

Your observations are correct. This is intended behaviour.

EA Studio calculates and validates the "In sample" settings only when the OOS option is used.

If I calculate and validate the In Sample stats, it will make the Generator slower.

Popov's Website

  • From: Germany
  • Registered: 2010-04-05
  • Posts: 840

Re: "Minimum count of trades" is being ignored for "In Sample (training)"

I thought that this might be intentional, but I still think it isn´t very clear logic-wise. If I specify "In Sample" acceptance criteria, I´d expect that these are consistently obeyed, even if I just "In Sample" data in the Generator/Reactor. It´s a bit confusing this way if they are ignored if no OOS data is used and only the "Complete Backtest" criteria are used. New users might not understand this logic.

geektrader's Website

Posts: 8

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