Create and Test Forex Strategies
This shows you the differences between two versions of the page.
Both sides previous revisionPrevious revision | Next revisionBoth sides next revision | ||
eas-guide:acceptance-criteria [2019/03/05 13:14] – vini | eas-guide:acceptance-criteria [2019/03/05 13:34] – Balance Stability vini | ||
---|---|---|---|
Line 71: | Line 71: | ||
The EA Studio backtesting engine is very fast because it operates with bar data. Very rarely however this leads to ambiguities in trade execution. For example if there are protections like Stop Loss or Take Profit it might be important if the price went to bar high or bar low price first. For such bars the backtest engine cannot tell which happened first so it marks the bar as " | The EA Studio backtesting engine is very fast because it operates with bar data. Very rarely however this leads to ambiguities in trade execution. For example if there are protections like Stop Loss or Take Profit it might be important if the price went to bar high or bar low price first. For such bars the backtest engine cannot tell which happened first so it marks the bar as " | ||
- | ==== Min. Balance | + | ==== Min. Balance |
+ | Balance Stability is a performance metric develop to be as a combination of R-Squared, correlation and better scaling for a strategy. | ||
+ | |||
+ | [[https:// | ||
==== Min. Months on profit % ==== | ==== Min. Months on profit % ==== |