Create and Test Forex Strategies
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eas-guide:optimizer [2019/02/18 15:32] – Miroslav Popov | eas-guide:optimizer [2021/03/28 21:49] (current) – Miroslav Popov | ||
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====== Optimizer ====== | ====== Optimizer ====== | ||
- | The Optimizer is a tool that will attempt to make the current strategy better. It will decide if the strategy is better, depending on the options you choose | + | The Optimizer is a tool that will attempt to make a current strategy better. It will decide if the strategy is better, depending on the options you select |
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Always optimize only profitable strategies! | Always optimize only profitable strategies! | ||
- | It is a bad idea to optimize a losing strategy. The optimizer will try to " | + | It is unwise |
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- | **Start/ | + | **Start/ |
- | **Progress** - Shows how far the Otpimizer | + | **Progress** - This shows how far the Optimizer |
- | **Calculated** - Since the Optimizer tries out different variants of the same strategy to get a better results on backtest. This is the number of calculated strategy variants. | + | **Calculated** - Because |
===== Strategy Parameters ===== | ===== Strategy Parameters ===== | ||
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- | {{: | + | The Strategy Parameters tab allows you to select **minimal** and **maximal** value for each optimizable indicator |
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- | The Strategy Parameters tab allows you to select **minimal** and **maximal** value for each optimizable indicator the strategy. Also the **step** between those values. | + | |
You can use the checkboxes on the left to skip optimizing specific indicators. | You can use the checkboxes on the left to skip optimizing specific indicators. | ||
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- | **Numeric values range** - takes the current value of an indicator parameter, | + | **Numeric values range** - takes the current value of an indicator parameter, |
**Search best** - The option you select will be used to compare new versions of the strategy to the current one. The Optimizer will replace the current variant of the strategy with a new one if the new one is better. | **Search best** - The option you select will be used to compare new versions of the strategy to the current one. The Optimizer will replace the current variant of the strategy with a new one if the new one is better. | ||
- | **Out of sample** - If you enable this option an OOS test will be ran when coming up with optimized versions of the strategy. Only passing strategies will be considered. | + | **Out of sample** - If you enable this option an OOS test will be run when producing |
- | **The strategies | + | **The strategies |
**Add the optimized strategies to the Collection** - Enable this option to save optimized strategies to the Collection for later review. | **Add the optimized strategies to the Collection** - Enable this option to save optimized strategies to the Collection for later review. | ||
- | ~~DISQUS~~ | + | **Optimize Preset Indicators** - When the option is enabled the Optimizer makes all parameters available for optimization. When it is disabled, the Preset Indicators parameters are unchecked in the Strategy Parameters list. |
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+ | ==== Optimizer Acceptance Criteria ==== | ||
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+ | This tab provides you with the opportunity to add specific criteria for your overall backtest, or separately for the In sample and the Out of Sample parts. | ||
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+ | In order to do this, just click on the "Add acceptance criteria" | ||