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eas-guide:acceptance-criteria

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eas-guide:acceptance-criteria [2021/01/13 07:31] ilaneas-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: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.
  
-{{ youtube>JPAkqFrcT9Q?medium }} +{{youtube>JPAkqFrcT9Q?medium|}} 
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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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   * Out of sample (trading) part   * Out of sample (trading) part
  
-{{ :eas-guide:oos-zones.png?600 |}}+{{:eas-guide:oos-zones.png?600|}}
  
 If we have OOS enabled all three zones will be used. If we have OOS enabled all three zones will be used.
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 <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.
 </WRAP> </WRAP>
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 ===== Acceptance Criteria Metrics===== ===== Acceptance Criteria Metrics=====
  
-{{ :eas-guide:acceptance-criteria-metric.png?nolink |}}+{{:eas-guide:acceptance-criteria-metric.png?nolink |}}
  
 ==== 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, keep the “Minimum number of trades” and “Minimum profit per day” requirements enabled too. Its value might vary between zero and one. We advise that, if you are using this requirement, keep the “Minimum number of trades” and “Minimum profit per day” requirements enabled too.
  
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