Topic: Strategy collection showing no strategies

Is this as it should be?

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Re: Strategy collection showing no strategies

It looks like none of the strategies fulfills the selected criteria:

Win/Loss >= 0.40 AND Profit Factor >= 1.40

You can check it easily if you remove the check marks or reduce the levels.

Re: Strategy collection showing no strategies

Ah ok the check marks are independent, then it makes sense.

4 (edited by nquental 2014-07-15 20:09:28)

Re: Strategy collection showing no strategies

One suggestion: I would like to oblige the generator to use a SL but only within certain limits. Right now it's not possible.

Re: Strategy collection showing no strategies

nquental wrote:

One suggestion: I would like to oblige the generator to use a SL but only within certain limits. Right now it's not possible.

This is a very good idea.

I'll see how to implement it.

Re: Strategy collection showing no strategies

More on 'Collection'

Please describe fully as to how to use this feature  ie  what criteria has to be met to be able to use it.

Where does it get its rules from.....

Thanks

daveM

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: Strategy collection showing no strategies

I have been using the 'Collection' feature for a few days and the results are most impressive. The filters do a great job and I am building a collection of excellent results.

This is far better than I expected to see when the project was first started.

Thanks Popov!!

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: Strategy collection showing no strategies

Don't forget to check out-of-sample smile)
Easy to become excited before checking real out-of-sample performance ehehe

Re: Strategy collection showing no strategies

I test pretty carefully..... mainly because I have been scorched more than a few times hahahahaha

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: Strategy collection showing no strategies

Can you describe your "generation algorithm"? For example, which parameters (DD, SQN, PF...), how long in-sample, how long out-of-sample?

Re: Strategy collection showing no strategies

My best plan is to set the parameters to nil, use 35% OOS, and let the thing work until I get the Equity line that I like.

Sometimes we get fooled as to the relevance of all the ratios when what we really want is to see equity steadily climbing without big drawdowns and stagnant periods.

The best numbers will not guarantee profits.

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: Strategy collection showing no strategies

But then you have to open each strategy individually in order to check the performance OOS no?
Which criteria do you optimize in generator?

Re: Strategy collection showing no strategies

FSB Pro is set up to seek the highest net income, my impression is that I can let it run until I get what I want in the way of drawdown and net profit and rather than restrict it in its process, I let the generator do whatever it wants until I see results that I feel I can use.

Then I check the journal and the charts to look for problems. If that is ok, I start to do some forward and backward testing by manipulating the dates. That is the moment of truth. I think we will soon have the facility for walk forward testing built into FSB Pro and that will be a huge time saver for me.

I have attempted in the past to preset the controls and found that I missed the best solutions; my best preset, or, should I say, my favorite preset, is the OOS.

Sometimes it is easy to get hung up on complexities and statistical dances and thereby defeat the power of the generator.

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: Strategy collection showing no strategies

I understand what you mean. I did some basic research to check whether there are certain parameters that would lead to a higher chance of success OOS but I guess it depends too much on the pair and on many other things.

Never forget to use validation OOS data (for the selection of a few strategies I guess), and a real test OOS data at the very end.

Re: Strategy collection showing no strategies

nquental wrote:

But then you have to open each strategy individually in order to check the performance OOS no?
Which criteria do you optimize in generator?

I do not use the optimizer.

I can tell OOS performance from the equity chart, I guess I am more adapted to eyeballing the chart than examining the numbers.

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: Strategy collection showing no strategies

I was not referring to the optimizer. I use it though, but only for in sample data

Re: Strategy collection showing no strategies

Blaiserboy wrote:
nquental wrote:

But then you have to open each strategy individually in order to check the performance OOS no?
Which criteria do you optimize in generator?

I do not use the optimizer.

I can tell OOS performance from the equity chart, I guess I am more adapted to eyeballing the chart than examining the numbers.

What about the SL and TP, do you use any? Or just leave generator's creativity?

Re: Strategy collection showing no strategies

Another question: how to visualize OOS performance without opening each strategy individually?

Re: Strategy collection showing no strategies

nquental wrote:

Another question: how to visualize OOS performance without opening each strategy individually?

I look in the repository at the pics.

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: Strategy collection showing no strategies

Blaiserboy wrote:
nquental wrote:

Another question: how to visualize OOS performance without opening each strategy individually?

I look in the repository at the pics.

The pics in my PC only show IS, not OOS. To see OOS I have to open each.

Re: Strategy collection showing no strategies

ok

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: Strategy collection showing no strategies

The pics in my PC only show IS, not OOS. To see OOS I have to open each.

If you select a strategy in a collection, FSB will load and recalculate it. You can see its performance for all data (IS + OOS) on the right side panel.