forex software

Create and Test Forex Strategies

forex software

Skip to forum content

Forex Forum

Forex Software, Forex Strategies, Expert Advisors Generator

You are not logged in. Please login or register.


Forex Forum → Expert Advisor Studio → Acceptance Criteria Help

Pages 1

You must login or register to post a reply

RSS topic feed

Posts: 6

Topic: Acceptance Criteria Help

I need some help wih acceptance criteria.

What is prefered in Settings-Acceptance Criteria

Complete Backtest means complete Backtest when i didnt use OOS data?

When i didnt use OOS data then what is In Sample(training) part? Isnt it the same as Complete Backtest?

Then when i like to search strategies with minimum count of trades 500 and use OOS data.. Than i have to put in Out of sample (trading) part minimum count of trades? Or is here the meaning of only the 10%  OOS data how much trades it should have search?

Question from OOS data. Is it right that it means that i use e.g history from 2017-2018 and than 50% oos data. Ea studio now put at the end data not from my history? Or why is the chart green?

2 (edited by geektrader 2019-01-23 00:23:45)

Re: Acceptance Criteria Help

>I need some help wih acceptance criteria.
>What is prefered in Settings-Acceptance Criteria
>Complete Backtest means complete Backtest when i didnt use OOS data?

Complete Backtest = COMPLETE backtest, ALL the time, even if you use OOS data! The complete backtest must ALWAYS fulfill the acceptance criteria you´ve set there, regardless of how much OOS you´ve used.

>When i didnt use OOS data then what is In Sample(training) part? Isnt it the same as Complete Backtest?

Yes, if you use no OOS, IS is the exact same as complete backtest in this case.

>Then when i like to search strategies with minimum count of trades 500 and use OOS data.. Than i have to put in Out of >sample (trading) part minimum count of trades? Or is here the meaning of only the 10%  OOS data how much trades it >should have search?

If you want a strategy that has a minimum total amount of trades on the COMPLETE backtest of at least 500, you put that into the "Complete Backtest" section. This, however, does not guarantee that the 10% OOS part would have any trades at all. If you are unlucky, the strategy has the 500 trades in the 90% IS, then the "500 trades minimum on complete backtest" would also be fulfilled, you know?. So if you want to also have at least a specific amount of trades in the 10% OOS, you´d need to add a minimum amount of trades-criterion to the OOS section too.

>Question from OOS data. Is it right that it means that i use e.g history from 2017-2018 and than 50% oos data. Ea studio >now put at the end data not from my history? Or why is the chart green?

The X % OOS always in in relation to your history data. So if you have total data from 1. January 2017 to 31. December 2017 and select 50% OOS, IS = 1. January 2017 to 31. June 2017, OOS = 1. July 2017 to 31. December 2017.

3 (edited by GD 2019-01-23 03:03:42)

Re: Acceptance Criteria Help

It should include and Optimization criteria passed if they exist in all tests.
Somehow we have to see it.
I keep copies of OOS every time.

I think OOS as it is, just checks only common acceptance criteria.
By using out of sample 5%, 10% we can check ourselves "linearity".

4 (edited by geektrader 2019-01-23 03:08:30)

Re: Acceptance Criteria Help

Sorry, I don´t understand what you are trying to say.

5 (edited by GD 2019-01-23 05:13:58)

Re: Acceptance Criteria Help

In OOS we see results only if Acceptance Criteria passed.
What about the Optimization Criteria?
We should see their results to OOS also with some way.
Right?

Re: Acceptance Criteria Help

In OOS we see results only if Acceptance Criteria passed.

Yes, the OOS Monitor shows the results form the validation via the Common Acceptance Criteria.

We should see their results to OOS also with some way.

If the Optimizer produces a strategy using the Optimizer's criteria, it means they are fulfilled.

Posts: 6

Pages 1

You must login or register to post a reply

Forex Forum → Expert Advisor Studio → Acceptance Criteria Help

Similar topics in this forum