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 → What does the strategy ID say about the strategy?

Pages 1

You must login or register to post a reply

RSS topic feed

Posts: 4

1 (edited by William Tan 2021-10-12 05:34:45)

Topic: What does the strategy ID say about the strategy?

I have watched a video in Youtube where this was explained, but I can't find it again when I search for it.

I have a json of 10 EAs, and I was testing to uploaded them to Validator and perform the validation. And I realize the ID value changes a bit. So I kind of want to understand what does the ID mean?

Also, when I generate the EAs with Reactor, I have already enabled the specific validation processes as well, why does the Validator does not return 100% (there are still normalized strategies and one strategy that don't pass the Monte Carlo)

And if I download the validated EAs, re-upload them, and run Validator at them again, there are another 2 EAs that don't pass the Monte Carlo.

The repetitive Validator is done without any data or configurations changes.

Re: What does the strategy ID say about the strategy?

The strategy ID number serves to distinguish strategies in an EA Studio session. It is a temporary designation key for a strategy. It is persistent only in the current session of EA Studio. The ID can be reused in another session.

The ID key consists of two parts delimited by a dot: xxx.y,  where xxx is the strategy major ID number and y is the minor number.

The major ID number generally distinguish different strategies and the minor number distinguishes different versions of a single strategy.

The Major number changes when we change the indicators included or the indicators logic rules.
The Minor number changes when we change only the numerical values of a particular indicator.

In the common case, the Generator creates different strategies with different major ID numbers with minor numbers equal to 1. On the other hand, the Optimizer and Normalizer change only the numeric parameters, so they change the minor ID number.

EA Studio remembers 1000 ID numbers with unlimited minor variations for each of them. This works well because we have up to 300 strategies in the Collection and we are sure we have enough unique ID numbers for each strategy.
When the Generator finds more than 1000 strategies or we load collections, EA Studio reuses some of the free ID numbers from previous calculations.

Re: What does the strategy ID say about the strategy?

Understood, thanks Popov.

Re: What does the strategy ID say about the strategy?

Also, when I generate the EAs with Reactor, I have already enabled the specific validation processes as well, why does the Validator does not return 100%

The Monte Carlo algorithm tests a strategy against random conditions. It is completely possible a strategy to pass one Monte Carlo run and to fail to another. We try to reduce such cases by running several Monte Carl tests. Monte Carlo runs 20 tests by default, but you may adjust the value as per your needs and experience.

Posts: 4

Pages 1

You must login or register to post a reply

Forex Forum → Expert Advisor Studio → What does the strategy ID say about the strategy?

Similar topics in this forum