Create and Test Forex Strategies
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eas-guide:collection [2019/04/06 14:35] – ?nolink in image tags vini | eas-guide:collection [2021/01/11 14:36] – Ilan Vardy | ||
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- | The Collection | + | The Collection |
- | When you edit a strategy in the Editor or use the automatic Generator, EA Studio performs a backtest and shows the corresponding statistics and charts. The app sends the strategy to the Collection page. The Collection receives the strategy and puts it among the other collected strategies. | + | When you edit a strategy in the Editor, or use the automatic Generator, EA Studio performs a backtest and shows the corresponding statistics and charts. The app sends the strategy to the Collection page. The Collection receives the strategy and puts it among the other collected strategies. |
- | EA Studio sorts the strategies by highest net balance. The Collection can contain a maximum of 100 records. If a new strategy is to be added to the Collection EA Studio will first compare its net balance to the other strategies that are already within the Collection. If the balance of the new strategy is higher than any one of the strategies in the Collection, the new strategy will be added. At the same time the strategy with the lowest net balance will be removed. In this way the Collection will remain at a maximum of 100 strategies. | + | EA Studio sorts the strategies by highest net balance. The Collection can contain a maximum of 300 records. If a new strategy is to be added to the Collection EA Studio will first compare its net balance to the other strategies that are already within the Collection. If the balance of the new strategy is higher than any one of the strategies in the Collection, the new strategy will be added, and a strategy with the lowest net balance will be removed. In this way the Collection will remain at a maximum of 300 strategies, or the number of maximum strategies selected in the **Settings**. |
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Click on a strategy in the Collection to load that strategy in the [[eas-guide: | Click on a strategy in the Collection to load that strategy in the [[eas-guide: | ||
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- | **Refresh** – Refresh the strategy list. When you open the Collection it shows the top 10 strategies using the last used sorting and filtering criteria. However, if the Generator is working at the same time, it may push more strategies into the Collection. When the Generator pushes a new strategy the number next to the Collection link in the navigation bar will raise. If there are new strategies in the Collection the **Refresh** button will turn green. Click it to make the new strategies | + | **Refresh** – Refresh the strategy list. When you open the Collection it shows the top 10 strategies using the last used sorting and filtering criteria. However, if the Generator is working at the same time, it may push more strategies into the Collection. When the Generator pushes a new strategy, the number next to the Collection link in the navigation bar will rise. If there are new strategies in the Collection the **Refresh** button will turn green. Click on it to make the new strategies |
**Recalculate** – Recalculate the complete Collection i.e. EA Studio loads the corresponding market for each strategy and backtests it. This action will leave only the strategies that are profitable after the new backtest. | **Recalculate** – Recalculate the complete Collection i.e. EA Studio loads the corresponding market for each strategy and backtests it. This action will leave only the strategies that are profitable after the new backtest. | ||
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**Download** – Download the complete collection to your computer. This is useful when you want to save these strategies for later review and use. The collection file has a " | **Download** – Download the complete collection to your computer. This is useful when you want to save these strategies for later review and use. The collection file has a " | ||
- | **Upload** – Upload a previously downloaded collection file. By doing that you can load previously saved collection. | + | **Upload** – Upload a previously downloaded collection file. This allows |
- | **Remove all** – remove all the strategies from the Collection. Use this command to clean the Collection before starting | + | **Remove all** – remove all the strategies from the Collection. Use this command to clear the Collection before starting |
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- | By default EA Studio shows all collected strategies. However you may choose to filter out strategies that do not meet your requirements. When you add or remove filters, EA Studio passes all records through each filter and shows only the strategies that passed. | + | By default EA Studio shows all collected strategies. However you may choose to filter out strategies that do not meet your requirements. When you add or remove filters, EA Studio passes all records through each filter and shows only the strategies that have passed. |
**Use performance filters** - Enables or disables performance filters for the Collection. If you export the Collection while the performance filters are enabled this will only export the currently visible strategies. | **Use performance filters** - Enables or disables performance filters for the Collection. If you export the Collection while the performance filters are enabled this will only export the currently visible strategies. | ||
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** Add a filter ** - Click and choose a filter to add. | ** Add a filter ** - Click and choose a filter to add. | ||
- | The filters are the same as in the [[eas-guide: | + | The filters are the same as in the [[eas-guide: |
===== Correlation Analysis ===== | ===== Correlation Analysis ===== | ||
- | The Generator will sometimes produce strategies that are very similar to the strategies that are already in the Collection. Because of this you might end up with a Collection of many very similar strategies. Of course we want to have different strategies so we can minimize | + | The Generator will sometimes produce strategies that are very similar to the strategies that are already in the Collection. Because of this you might end up with a Collection of many very similar strategies. Of course we want to have different strategies so we can minimize |
- | This is why we have the Correlation Analysis feature. It will detect | + | This is why we have the Correlation Analysis feature. It will detect |
- | Pictures | + | The images |
Higher coefficient setting: | Higher coefficient setting: | ||
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- | You can see how a higher coefficient of 0.96 in Settings results in less found strategies. EA Studio now shows only 56 strategies as being correlated. If we change the coefficient to a lower value - 0.56 this results in more strategies (95) being found as correlated. | + | You can see how a higher coefficient of 0.96 in Settings results in fewer strategies |
Lower coefficient means strategies can be less similar and still considered correlated. | Lower coefficient means strategies can be less similar and still considered correlated. |