Create and Test Forex Strategies
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eas-guide:acceptance-criteria [2018/01/10 09:52] – yavor | eas-guide:acceptance-criteria [2018/02/01 14:33] – yavor | ||
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- | ab o====== Acceptance Criteria ====== | + | ====== Acceptance Criteria ====== |
===== Introduction ===== | ===== Introduction ===== | ||
- | The **acceptance criteria** are widely used in EA Studio (in the [[eas-guide: | + | The **acceptance criteria** are widely used in EA Studio (in the [[eas-guide: |
- | The acceptance criteria | + | EA Studio applies the acceptance criteria to the backtest result stats. There are three zones of the backtest the acceptance criteria applies to (see the picture below) |
* Complete backtest | * Complete backtest | ||
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{{: | {{: | ||
- | If we have Out of Sample | + | If we have OOS enabled all three zones will be used. |
- | If Out of Sample | + | If OOS is disabled only the first (Complete backtest) part will be used. |
{{: | {{: | ||
- | Acceptance | + | The acceptance |
<WRAP center round tip 60%> | <WRAP center round tip 60%> | ||
- | If you find a strategy with the Generator that you like you can set the acceptance criteria so the generator will find similar strategies. Just go to the **Strategy > OOS Monitor** tab and see the results of the backtest. Then enter them in the acceptance criteria settings. For example if you liked a strategy that has a drawdawn of 8% in the acceptance criteria settings enter a number that is a little | + | If you find a strategy with the Generator that you like you can set the acceptance criteria so the generator will find similar strategies. Just go to the **Strategy > OOS Monitor** tab and see the results of the backtest. Then enter them in the acceptance criteria settings. For example if you liked a strategy that has a drawdawn of 8% in the acceptance criteria settings enter a number that is a little |
</ | </ | ||
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==== Maximum count of trades ==== | ==== Maximum count of trades ==== | ||
- | Set the maximal number of trades to make sure the strategy is not over-optimized. Also trade less often to avoid losing money on the spread. | + | Set the maximal number of trades to make sure the strategy is not over-optimized |
==== Maximum equity drawdawn % ==== | ==== Maximum equity drawdawn % ==== | ||
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==== Minimum count of trades ==== | ==== Minimum count of trades ==== | ||
- | Defaults to 100. At least that much trades | + | Defaults to 100. This means the strategy should make at least 100 much trades in the backtest. This is important for the Generator and Optimizer in order for their backtest |
==== Minimum net profit ==== | ==== Minimum net profit ==== | ||
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==== Minimum profit per day ==== | ==== Minimum profit per day ==== | ||
- | The strategy should make at least this amount per day in your account' | + | The strategy should make at least this amount per day in your account' |
==== Minimum profit / drawdawn ==== | ==== Minimum profit / drawdawn ==== | ||
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Shows how stable the profits are over time. Imagine we have a strategy with **minimum months of profit** equal to 60%. This means that if the strategy backtest was for 10 months of trading we can see that the strategy was profitable for 6 months and in the other 4 months it didn't make any profits. | Shows how stable the profits are over time. Imagine we have a strategy with **minimum months of profit** equal to 60%. This means that if the strategy backtest was for 10 months of trading we can see that the strategy was profitable for 6 months and in the other 4 months it didn't make any profits. | ||
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+ | ~~DISQUS~~ |