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 [2021/01/11 10:52] – Ilan Vardy | ||
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- | 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 | + | 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 |
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- | ==== Max./Min. Average position length ==== | + | ==== Min. / Max. Average position length ==== |
- | Average position length | + | Average position length expressed in bars. |
- | ==== Max./Min. Bars in trade % ==== | + | ==== Min. / Max. Bars in trade % ==== |
- | Bars in trade where is expressed as percentage. | + | Bars in trade expressed as percentage. |
==== Max. Consecutive losses ==== | ==== Max. Consecutive losses ==== | ||
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 | + | Set the maximum |
- | 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 at 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. |
==== Max. Equity drawdown ==== | ==== Max. Equity drawdown ==== | ||
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==== Max. Stagnation % ==== | ==== Max. Stagnation % ==== | ||
- | Set the maximum amount of consecutive days in which the strategy is not making | + | Set the maximum amount of consecutive days in which the strategy is not making |
==== Max. Stagnation days ==== | ==== Max. Stagnation days ==== | ||
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==== Min. Backtest quality ==== | ==== Min. Backtest quality ==== | ||
- | 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 |
==== Min. Balance Stability ==== | ==== Min. Balance Stability ==== | ||
- | Balance Stability is a performance metric | + | Balance Stability is a performance metric |
[[https:// | [[https:// | ||
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==== Min. Net profit ==== | ==== Min. Net profit ==== | ||
- | he strategy should make at least the set amount in your account' | + | The strategy should make at least the set amount in your account' |
==== Min. Profit factor ==== | ==== Min. Profit factor ==== | ||
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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: |