Topic: EA Studio update - more powerful Walk Forward and Reactor / Validator

Hello Traders,

Happy Easter!

There a new version of EA Studio uploaded. It provides some updates and some new features.
Here are the most noticeable things:

* Improved Walk Forward
- Added a "Parameters" tab. It shows the numeric values of the indicators for each segment.

- Added a "Full backtest with last parameters" section under the "Parameters" section.
  When the Walk Forward is ready with all segments, it calculates a backtest against the full data series and the last parameters from the last segment. It shows the resulted Equity / Balance lines and the backtest stats.

- Added an info panel - "Full backtest validation" on the right side of the Walk Forward page. It shows the validation of the full backtest with the Common Acceptance Criteria. It also shows if the strategy is "better" according to the selected "Search best" goal.

- Added an "Edit" button. When you use it, you copy the current strategy from the Walk Forward module to the Editor. It is useful if you want to export an EA with the last optimized parameters.

- The "Edit" button becomes coloured in "green", when:
    - The full backtest fulfils the Common Acceptance Criteria.
    - The new strategy is "better" than the original according to the "Search best" option.
    - All segments are valid according to the Walk Forward's validation rules.

* Added Walk Forward optimization in the Reactor
- The new "Walk Forward optimization" part of the Reactor / Validator can change the generated strategy.

* Updated Optimizer - changed behaviour
- Added an "Edit" button to the Optimizer. Now the Optimizer doesn't push the optimized strategy directly to the Editor. It gives you a chance to see it first and to decide if you like it or not.

- The Edit button becomes green when the new strategy is better than the original and complies with the used Acceptance Criteria.

* The Backtester is 7% faster.

...

Please reload the app with Ctrl - F5 in order to be sure all components are updated.

Hint for Reactor / Validator:
- It is best to use only one of the following tools:
     - Full Data optimization
     - Walk Forward optimization
     - Walk Forward validation

Please test the new features carefully and share your opinion.

Re: EA Studio update - more powerful Walk Forward and Reactor / Validator

Thank you very much Popov, I will play around your up date.

Re: EA Studio update - more powerful Walk Forward and Reactor / Validator

Cheers!!!!

Thanks for your hardwork and keep improving and advancing the features.

Keep it up.

Re: EA Studio update - more powerful Walk Forward and Reactor / Validator

Thanks!
But Validator working quite slow now, local problem..?

Re: EA Studio update - more powerful Walk Forward and Reactor / Validator

Great news,

Thanks for the updates Popov.

Best Forex Software, Best Forex Robot, Best EA Builder, Best EA Generator, Forex Strategy Builder Pro, FSB Pro, EA Studio.
I hope they will be indexed by Google :)

Re: EA Studio update - more powerful Walk Forward and Reactor / Validator

Improved walk forward module, faster backtester, this information...
https://i.imgur.com/FYrkLKA.png
and more, thank you!

Vinicius Pereira, Support at Forex Software. Olá eu falo português! Se precisar de ajuda entre em contato segunda à sexta: 09:00 - 18:00 (-3 GMT); via direct MP, e-mail ou acesse (Pt) Grupo Telegram;

Re: EA Studio update - more powerful Walk Forward and Reactor / Validator

Hi Popov,

Thank you for these updates and for improving EA studio. What can you recommend is the best to use between Walk Forward Optimization and Walk Forward Validation? I saw in your post that we should only choose one when using the Reactor.

Thank you

Re: EA Studio update - more powerful Walk Forward and Reactor / Validator

It depends what you want.

Some traders consider that any kind of optimization introduces a greater curve-fitting. In that case, you can use Walk Forward validation, because it performs the validation, but  doesn't update the original strategy.

On the other hand, if you want to accept the modified strategy, you have to use the "Walk Forward optimization" method.

Please consider also using the Monte Carlo validation after the other tools, because it is the best known method for robustness testing on historical data.

Re: EA Studio update - more powerful Walk Forward and Reactor / Validator

Thank you so much Popov! This is the answer I was looking for. I will use the Walk Forward Validation because a robust strategy is the most important to me. You are the best! I am learning a lot.

Thanks Again.

Re: EA Studio update - more powerful Walk Forward and Reactor / Validator

timpa wrote:

Thanks!
But Validator working quite slow now, local problem..?

Yes, local problem..
Working fast now!

Re: EA Studio update - more powerful Walk Forward and Reactor / Validator

Hello Traders,

I added most of missing language phrases from the last updates. If you are fluent in some of the languages of EA Studio, please translate the new phrases. You can do it from EA Studio: Tools -> Translation Editor.

Trade Safe!

Re: EA Studio update - more powerful Walk Forward and Reactor / Validator

The change re Walk Forward being colored or white is really useful.

I am trying to modify some strategies from the generator and that coloring makes it simpler to get the better results!

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

Re: EA Studio update - more powerful Walk Forward and Reactor / Validator

Do you mean the changed parameters or something other?

Re: EA Studio update - more powerful Walk Forward and Reactor / Validator

Here is a demo with changed params coloured in green or red depending on the direction of change.

Variant 1: The current value is compared with the previous value.

https://image-holder.forexsb.com/store/ea-studi-walk-forward-color-parameter-change-comparing-with-previous-val.png


Variant 2: The current value is compared with the original value.

https://image-holder.forexsb.com/store/ea-studi-walk-forward-color-parameter-change-comparing-with-first-val.png

Which one you prefer?

15 (edited by ViniQ 2019-05-04 13:23:22)

Re: EA Studio update - more powerful Walk Forward and Reactor / Validator

Hello Popov, my vote is variant 1;

@Community and Popov
My two cents on what is wrong with current walk forward approach

The way it is now the user is selecting parameters that works only for the last segment (IN SAMPLE 5) not for the actual trading period ( last in-sample 5 + last oos5 ).

https://i.imgur.com/huh0h7n.png

If you select a walk forward with 5 segments, it should do a additional "pre-live" optimization using the ( last in-sample + last oos) to inform the user the parameters for live trading.

https://i.imgur.com/1cADU4I.png


Hope this make some sense, if you agree reply and help to make this walk forward module something priceless!

Keep the excellent work Popov, cheers

Vinicius Pereira, Support at Forex Software. Olá eu falo português! Se precisar de ajuda entre em contato segunda à sexta: 09:00 - 18:00 (-3 GMT); via direct MP, e-mail ou acesse (Pt) Grupo Telegram;

16 (edited by GD 2019-05-04 14:24:03)

Re: EA Studio update - more powerful Walk Forward and Reactor / Validator

It looks a good idea but I am not sure if it has a meaning.

Re: EA Studio update - more powerful Walk Forward and Reactor / Validator

Yes, it sounds reasonable at first look. However, the problem is that there is no OOS validation of the proposed optimisation.
You can make the same when you run the Optimizer without OOS. Even better, it will use all data instead of the last part.