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eas-guide:acceptance-criteria

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eas-guide:acceptance-criteria [2018/01/10 12:00] – yavoreas-guide:acceptance-criteria [2018/02/01 14:33] – yavor
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 ===== Introduction ===== ===== Introduction =====
  
-The **acceptance criteria** are widely used in EA Studio (in the [[eas-guide:generator|Generator]], [[eas-guide:reactor|Reactor]], [[eas-guide:validator|Validator]], [[eas-guide:optimizer|Optimizer]]). The acceptance criteria serve as a filter when a new strategy is generated or enters EA Studio. If the strategy passes it will be pushed to the [[eas-guide:collection|collection]]. For example if acceptance criteria are enabled in the Optimizer it will not display strategies that do not pass the acceptance criteria.+The **acceptance criteria** are widely used in EA Studio (in the [[eas-guide:generator|Generator]], [[eas-guide:reactor|Reactor]], [[eas-guide:validator|Validator]], [[eas-guide:optimizer|Optimizer]]). The acceptance criteria serve as a filter when a new strategy is generated or enters EA Studio. If the strategy passes it will be pushed to the [[eas-guide:collection|Collection]]. For example if acceptance criteria are enabled in the Optimizer it will not display strategies that do not pass the acceptance criteria.
  
-The acceptance criteria are applied to the backtest result stats. There are three zones of the backtest the acceptance criteria applies to (see the picture below)+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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 {{:eas-guide:oos-zones.png?600|}} {{:eas-guide:oos-zones.png?600|}}
  
-If we have Out of Sample enabled all three zones will be used.+If we have OOS enabled all three zones will be used.
  
-If Out of Sample is disabled only the first (Complete backtest) part will be used.+If OOS is disabled only the first (Complete backtest) part will be used.
  
 {{:eas-guide:acceptance-criteria-page.png?nolink|Acceptance Criteria Page}} {{:eas-guide:acceptance-criteria-page.png?nolink|Acceptance Criteria Page}}
  
-Acceptance criteria work based on the strategy backtest. The strategy backtest results can be seen in the **Strategy > OOS Monitor** tab or in the **Strategy > Report** tab. The OOS Monitor is better since you can see the three distinct zones and their backtest stats.+The acceptance criteria work based on the strategy backtest. The strategy backtest results can be seen in the **Strategy > OOS Monitor** tab or in the **Strategy > Report** tab. We recommend using the OOS Monitor since there you can see the three distinct zones and their backtest stats.
  
 <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 biter looser - 10%  for Maximum drawdawn etc. From now on the generator will only give you strategies that fit these criteria.+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 bit looser - 10%  for Maximum drawdawn etc. From now on the generator will only give you strategies that fit these criteria.
 </WRAP> </WRAP>
  
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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 or to trade less often to avoid losing money on the spread.
  
 ==== 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 should happen in the backtest. This is important for the Generator and Optimizer in order for the backtest result to be trustworthy. If there are too few trades, the parameters below might have good-looking values, but in the same time harm your profits. For example if you have a win/loss ratio of 1.0, it is great, but if the trade count is only one, this strategy not one you can rely on.+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 results to be trustworthy. If there are too few trades, the parameters below might have good-looking values, but in the same time harm your profits. For example if you have a win/loss ratio of 1.0, it is great, but if the trade count is only one, this strategy not one you can rely on.
  
 ==== 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's currencly.+The strategy should make at least this amount per day in your account's currency.
  
 ==== 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~~
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