Create and Test Forex Strategies
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eas-guide:reactor [2019/02/27 14:12] – vini | eas-guide:reactor [2019/04/30 14:09] – Miroslav Popov | ||
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The final goal of the tool is to provide strategies that have passed all robustness tests. So we can start EA Studio for a night and we will have ready for trading strategies set at the morning. | The final goal of the tool is to provide strategies that have passed all robustness tests. So we can start EA Studio for a night and we will have ready for trading strategies set at the morning. | ||
- | ===== Optimization ===== | + | ===== Full Data Optimization ===== |
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If you "Use optimization", | If you "Use optimization", | ||
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You may find it useful to increase the Generator' | You may find it useful to increase the Generator' | ||
- | ==== Walk Forward ==== | + | ==== Walk Forward |
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+ | ==== Walk Forward validation==== | ||
**Walk Forward analysis (WFA) or Walk Forward optimization (WFO)** is a sequential optimization applied to an investment strategy. The name of the analysis is called “walk forward” because we have a moving window that progressively traverses the whole period of the data history with a pre-established step. Algorithmic traders apply such analysis to decrease the over-optimized parameters used in the investment strategy as we don’t want only a great looking backtest result, we want also a system that don't fail in live real money account. | **Walk Forward analysis (WFA) or Walk Forward optimization (WFO)** is a sequential optimization applied to an investment strategy. The name of the analysis is called “walk forward” because we have a moving window that progressively traverses the whole period of the data history with a pre-established step. Algorithmic traders apply such analysis to decrease the over-optimized parameters used in the investment strategy as we don’t want only a great looking backtest result, we want also a system that don't fail in live real money account. | ||
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===== Monte Carlo Validation ===== | ===== Monte Carlo Validation ===== | ||
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The [[eas-guide: | The [[eas-guide: | ||
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===== Multi Market Validation ===== | ===== Multi Market Validation ===== | ||
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The [[eas-guide: | The [[eas-guide: |