Create and Test Forex Strategies
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| eas-guide:acceptance-criteria [2019/03/05 13:39] – R - Squared vini | eas-guide:acceptance-criteria [2019/03/05 16:21] – max/min to Min. / Max. vini | ||
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| - | ==== Max./Min. Average position length ==== | + | ==== Min. / Max. Average position length ==== |
| Average position length where is expressed in bars. | Average position length where is expressed in bars. | ||
| - | ==== Max./Min. Bars in trade % ==== | + | ==== Min. / Max. Bars in trade % ==== |
| Bars in trade where is expressed as percentage. | Bars in trade where is expressed as percentage. | ||
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| How many consecutive losing trades can the strategy have. | How many consecutive losing trades can the strategy have. | ||
| - | ==== Max./Min. Count of trades ==== | + | ==== Min. / Max. Count of trades ==== |
| 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. | 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. | ||
| 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. | 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. | ||
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| The strategy should have at least this this [[https:// | The strategy should have at least this this [[https:// | ||
| - | ==== min. Sharpe ratio ==== | + | ==== Min. Sharpe ratio ==== |
| The strategy should have this or a higher [[http:// | The strategy should have this or a higher [[http:// | ||
| - | ==== min. system quality number ==== | + | ==== Min. system quality number ==== |
| The strategy should have this or a higher [[http:// | The strategy should have this or a higher [[http:// | ||
| - | ==== min. win / loss ratio ==== | + | ==== Min. Win / Loss ratio ==== |
| The win/loss ratio is: | The win/loss ratio is: | ||