1 (edited by araza 2017-12-16 05:04:58)

Topic: Collection

Please see the screenshot. 59 strategies were added to the collection even though 209 passed validation. Shouldn't there be a minimum of 100 BEST that should have been added to the collection?

Post's attachments

Screen Shot 2017-12-16 at 9.00.48 AM.png 35.87 kb, 1 downloads since 2017-12-16 

You don't have the permssions to download the attachments of this post.

2 (edited by Blaiserboy 2017-12-16 05:18:46)

Re: Collection

only 59 passed the criteria that you have specified under 'acceptance criteria'. (Look under tools to see)

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

3 (edited by araza 2017-12-16 05:36:50)

Re: Collection

Actually I checked again and if you look at the generator section is showing that 152,000 passed.I am assuming that takes into account the acceptance criteria as acceptance criteria is part of generator section.
So 152,000 passed all setting except for MC... only 209 passed MC out of 152,000 and the best 100 should have been added to the collection.

Re: Collection

The  Collection reject to accept equal strategies. This is the only possible reason.
Probably I have to add info for how many duplicated strategies were rejected. It must be before MC and Multi Market to save time because these validation tools do not change the strategy.

Re: Collection

There is one more case - when a new strategy is pushed to the Collection, it checks if there is already one with the same stats. It removes the one that has more indicators.
This filter is designed to reject strategies that has needless indicators. Such example is RSI with logical rule "RSI is higher than 0"

6 (edited by araza 2017-12-16 10:40:33)

Re: Collection

ok. as long as it makes sense and is based on some logic.

Re: Collection

Added records stats. I hope it will make it more clear what exactly happens.


8 (edited by araza 2017-12-18 15:06:46)

Re: Collection

looks good....Popov...can you check as I ran EA studio for 10 hours and not a single strategy was pushed to the collection.... for EURGBP.
Acceptance criteria was
Maximum ambiguous bars... 10
Minimum net profit...100
Minimum profit per day..1
Minimum profit factor..1.3

For MC it is
Randomize history data
Randomize spread
Randomize indicator parameters
Randomize backtest starting bar
20 tests with 90% validation

It is weird. I am running the same on another pair..so lets see the result...

Have you changed anything in the generator as I see very few strategies passing MC as compared to before

Re: Collection

araza wrote:

not a single strategy was pushed to the collection

Have you checked the lot size?  I've also run into a similar problem when I specify a minimum profit per day.  I would uncheck that criteria and try again.

If the lot size is 0.01 then you will rarely generate a strategy with a profit of 1.00 per day.

Re: Collection

Yup...for some pairs $1 is hard to get on a 0.01 lot