Create and Test Forex Strategies
The Reactor provides a way to automate the process of generating, optimizing and validation strategies. Ir is also known as an Automated Workflow for creating trading systems.
The Reactor comprises a Generator and additional tools for optimization and validation of the generated strategies. For example, you can enable the Monte Carlo tool in the Reactor and each generated strategy will be validated by number of Monte Carlo tests. It will be added to the Collection only if passes the Monte Carlo tests and all other enabled validation tools.
You can enable or disable each option. When you do it, the Reactor shows the corresponding option stats on the right side of the screen. This tool is extremely powerful and there are many ways to use it.
The Reactor can generates a strategies (with the corresponding goal, criteria and OOS). Optionally it can optimize the strategies or you can use separate settings for that. The strategies may be additionally validated against the Monte Carlo and the Multi Market tools and finally, if the strategy passes all validations successfully the reactor will ascend it to the Collection.
Our goal for build such a tool is to provide strategies that pass all robustness tests. So we can start EA Studio for a night and we will have ready for trading strategies set at the morning.
You can apply a optimization process after the strategy was produced by the Generator. Use individual settings for this optimization tool different than the main Generator settings.
After the optimization is ready, the app validates the best found strategy against the Acceptance Criteria. If the strategy fulfills the criteria, the app continues to the next enabled workflow tool. If no more tools are enabled, the app pushes the strategy to the Collection and runs the Generator again to find a new strategy. You may find it useful to increase the Generator's working minutes in order to let it run longer.
The Monte Carlo validation tool performs random test of the strategy and validates the output.
You set the percent rate of the tests on profit. All simulations must finish on profit in order to pass the strategy to the next tool in the shown example.
The Multi Market tool tests the strategy against different markets. Your validation criteria is the minimum count of tests that are on profit.
We have 6 markets on the example above and the validation threshold is 3. That means that if 3 or more tests finish on profit, the strategy will ascend to the Collection.