Create and Test Forex Strategies
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| eas-guide:acceptance-criteria [2021/01/11 14:28] – ilan | eas-guide:acceptance-criteria [2025/09/12 07:28] (current) – [Min. Win / Loss ratio] Miroslav Popov | ||
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| 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: | ||
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| 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) | 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) | ||
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| If OOS is disabled only the first (Complete backtest) part will be used. | If OOS is disabled only the first (Complete backtest) part will be used. | ||
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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 because there 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 because there you can see the three distinct zones and their backtest stats. | ||
| <WRAP center round tip 60%> | <WRAP center round tip 60%> | ||
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| 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. | 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. | ||
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| + | Below is an example of a complete backtest, including In Sample, Out of Sample (OOS) and the Complete Backtest | ||
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| ===== Acceptance Criteria Panel===== | ===== Acceptance Criteria Panel===== | ||
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| ===== Acceptance Criteria Metrics===== | ===== Acceptance Criteria Metrics===== | ||
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| ==== Min. / Max. Average position length ==== | ==== Min. / Max. Average position length ==== | ||
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| Its value might vary between zero and one. We advise that, if you are using this requirement, | Its value might vary between zero and one. We advise that, if you are using this requirement, | ||
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| - | ~~DISQUS~~ | ||