forex software

Create and Test Forex Strategies

forex software
Forex Software
Products
Expert Advisor Studio Forex Strategy Builder Professional Express Generator CoinRang Trading Courses Historical Forex Data
Purchase Partners Repository Docs & Guides Forum
You are here: Docs & Guides » Expert Advisor Studio - User Guide » Collection
eas-guide:collection

Differences

This shows you the differences between two versions of the page.

Link to this comparison view

Both sides previous revisionPrevious revision
Next revision		Previous revision
Next revisionBoth sides next revision
eas-guide:collection [2018/01/04 12:59] – yavoreas-guide:collection [2019/02/27 14:17] – collection-sort-records.png && correlation-analyisis-1.png vini
Line 4: Line 4:
 The Collection page shows the best strategies calculated by the application. The Collection page shows the best strategies calculated by the application.
  
-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. At the same time the app sends the strategy to this 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.
  
-The app sorts the strategies by highest net balance and can contain a maximum 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 smallest net balance will be removed so 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 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.
  
-Click on a record to load the strategy in the Editor page.+Click on a strategy in the Collection to load that strategy in the [[eas-guide:editor|Editor]].
  
 {{:eas-guide:collection.png?nolink|Strategy Collection}} {{:eas-guide:collection.png?nolink|Strategy Collection}}
Line 18: Line 18:
 {{ :eas-guide:collection-toolbar.png?nolink |Collection toolbar}} {{ :eas-guide:collection-toolbar.png?nolink |Collection toolbar}}
  
-**Refresh** – when you enter the Collection page it shows the top 10 strategies as per 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 increased.The Refresh button will turn green if there are new strategies in the Collection. You can use it to make the Collection show the new strategies. It doesn't do that automatically because it will make it difficult for you to review the strategies if their position is constantly changing.+**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 show up. The Collection does not refresh automatically because it would be difficult for you to review the strategies if their position is constantly changing.
  
-**Recalculate** – recalculates the complete Collection. When you use Recalculate, EA Studio loads the corresponding market for each strategy and backtests it. The Collection will accept back only the strategies that are profitable.+**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.
  
-**+ Portfolio** - adds strategies to the Portfolio.+**+ Portfolio** - Add strategies to the Portfolio.
  
-**Download** – you can 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 "json" extension.+**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 "json" extension.
  
-**Upload** – you can upload a previously downloaded collection file. By doing that you can load previously saved collection.+**Upload** – Upload a previously downloaded collection file. By doing that you can load previously saved collection.
  
-**Remove all** – remove all the strategies from the Collection. You can use this command to clean the collection before starting the work with a new symbol or period.+**Remove all** – remove all the strategies from the Collection. Use this command to clean the Collection before starting the work with a new symbol or period.
  
  
Line 35: Line 35:
  
 {{ :eas-guide:collection-sort-records.png?nolink |Sort collection records}} {{ :eas-guide:collection-sort-records.png?nolink |Sort collection records}}
 +
  
 Use this parameter to sort the collected strategies. When you make a change, the app reloads the strategies automatically. EA Studio uses the sorting option to prune the excessive strategies.  Use this parameter to sort the collected strategies. When you make a change, the app reloads the strategies automatically. EA Studio uses the sorting option to prune the excessive strategies. 
  
 ===== Filtering records ===== ===== Filtering records =====
- 
  
 {{ :eas-guide:collection-filter-records.png?nolink |Filter collection records}} {{ :eas-guide:collection-filter-records.png?nolink |Filter collection records}}
-EA Studio shows all collected strategies by default. 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 passed.
  
-If you export the Collection while records are being filtered 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.
  
-**Use performance filters** - Enables or disables performance filters for the Collection. 
  
 **Passed Strategies** - The first number shows the number of visible strategies in the Collection. The second number shows the total number of strategies in the Collection. **Passed Strategies** - The first number shows the number of visible strategies in the Collection. The second number shows the total number of strategies in the Collection.
Line 56: Line 54:
 ** 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 [[eas-guide:acceptance-criteria|]] but work on the current Collection only.+The filters are the same as in the [[eas-guide:acceptance-criteria|]] but only to the Collection.
  
-==== Correlation Analysis ====+===== Correlation Analysis =====
  
-As the Generator works it 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 with many very similar strategies. Of course this is not desirable because we want to have different strategies so we can minimize the risk on our side when trading.+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 risk when trading. Therefore having many similar strategies is not desirable.
  
-The Correlation Analysis feature will detect correlation automatically (with a correlation coefficient higher than 0.98). You can set the coefficient to a different value between 0 and 1. You can set this from [[eas-guide:settings|Tools > Settings > Correlation Analysis]]+This is why we have the Correlation Analysis feature. It will detect correlation automatically. The correlation analysis uses a coefficient. Setting the coefficient to a lower or higher value allows you to define how similar should the strategies be to be considered correlated. Strategies with a correlation coefficient higher than (by default) 0.98 are considered correlated. You can set the coefficient to a different value between 0 and 1. You can set this from [[eas-guide:settings|Tools > Settings > Correlation Analysis]]
  
-Pictures below shows Correlation Analysis in the Collection (left) and the Settings for Correlation Analysis from the Settings page (right).+Pictures below shows Correlation Analysis in the Collection (left) and the Settings for Correlation Analysis from the [[eas-guide:settings|Settings]] page (right).
  
 Higher coefficient setting: Higher coefficient setting:
Line 82: Line 80:
 You can use the Correlation Analysis option in two modes: automatic and manual. You can use the Correlation Analysis option in two modes: automatic and manual.
  
-For manual operation disable ** Resolve correlations automatically **+For manual operation disable **Resolve correlations automatically**
  
 {{ :eas-guide:correlation-analyisis-1.png |}} {{ :eas-guide:correlation-analyisis-1.png |}}
 +
  
 The program will use the selected **Sorting order**. The first strategy of a correlated group of strategies will not be marked. However every following correlated strategy will be marked with a red bar. The program will use the selected **Sorting order**. The first strategy of a correlated group of strategies will not be marked. However every following correlated strategy will be marked with a red bar.
Line 92: Line 91:
 {{ :eas-guide:correlation-analyisis-2.png |}} {{ :eas-guide:correlation-analyisis-2.png |}}
  
-The **Resolve correlations automatically** option does what it says. When it is on, the counter and the **Resolve correlations** button will be hidden.+The **Resolve correlations automatically** option does what it says. When it is on, the counter and the **Resolve correlations** button will hide.
  
-You can see how many correlations have been resolved in the **Records stats** box below.+You can see how many correlations EA Studio resolved in the **Records stats** box below.
  
 The Correlation Analysis can be done with two different algorithms: based on the balance line and based on the trading rules of the strategies. You can choose what to use from [[eas-guide:settings|Tools > Settings > General > Correlation Analysis]] The Correlation Analysis can be done with two different algorithms: based on the balance line and based on the trading rules of the strategies. You can choose what to use from [[eas-guide:settings|Tools > Settings > General > Correlation Analysis]]
Line 100: Line 99:
 {{ :eas-guide:settings-correlation-analysis.png |}} {{ :eas-guide:settings-correlation-analysis.png |}}
  
 +<WRAP center round tip 60%>
 If you have old collections that you exported before this feature was added you might want to pass them through EA Studio again to remove any correlated strategies. If you have old collections that you exported before this feature was added you might want to pass them through EA Studio again to remove any correlated strategies.
 +</WRAP>
 +
  
 ===== Strategy Collection ===== ===== Strategy Collection =====
Line 118: Line 120:
 **Add to the Portfolio** - adds the current record to the Portfolio content. A Strategy can be added only once. **Add to the Portfolio** - adds the current record to the Portfolio content. A Strategy can be added only once.
  
-**Remove** - removes a record. When you remove a record, the app refreshes the strategy list. New strategies may appear if the Generator is working at that time.+**Remove** - removes a record. When you remove a record, the app refreshes the strategy list. New strategies may appear if the Generator is currently working.
  
  
Copyright © 2006 - 2024, Forex Software Ltd.