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eas-guide:strategy-group

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eas-guide:strategy-group [2020/12/15 07:43] Ilan Vardyeas-guide:strategy-group [2020/12/15 07:51] Ilan Vardy
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   * **[[eas-guide:optimizer]]** - Optimizes the strategy for greater profits (or based on another measurement)   * **[[eas-guide:optimizer]]** - Optimizes the strategy for greater profits (or based on another measurement)
   * **[[eas-guide:walk-forward]]** - Perform a sequential optimization applied to an investment strategy. Algorithmic traders apply these types of analysis to decrease the over-optimized parameters used in the investment strategy as we don’t want only a great looking backtest result, we also want a system that doesn't fail in a live, real money account.   * **[[eas-guide:walk-forward]]** - Perform a sequential optimization applied to an investment strategy. Algorithmic traders apply these types of analysis to decrease the over-optimized parameters used in the investment strategy as we don’t want only a great looking backtest result, we also want a system that doesn't fail in a live, real money account.
-  * **[[eas-guide:monte-carlo]]** - Runs a series of Monte Carlo tests. Monte Carlo introduces "noise" into the strategy execution and market data and in this way tests the strategy's robustness.+  * **[[eas-guide:monte-carlo]]** - Runs a series of Monte Carlo tests. Monte Carlo introduces disruptions into the strategy execution and market data and in this way tests the strategy's robustness.
   * **[[eas-guide:multi-market]]** - Tests a strategy on different markets. Many traders believe that a strategy that works on multiple markets must be more robust on the primary market it is created for.   * **[[eas-guide:multi-market]]** - Tests a strategy on different markets. Many traders believe that a strategy that works on multiple markets must be more robust on the primary market it is created for.
-  * **[[eas-guide:report]]** - In the report tool you can see all the information about each trade the strategy did in the backtest.+  * **[[eas-guide:report]]** - In the report tool you can see all the information about each trade the strategy executed in the backtest.
   * **[[eas-guide:oos-monitor]]** -  See a summary of the backtest of the in-sample and the out of sample behavior of the strategy.   * **[[eas-guide:oos-monitor]]** -  See a summary of the backtest of the in-sample and the out of sample behavior of the strategy.
  
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 The ID consists of two numbers - major and minor. The major number identifies the strategy. The minor number shows the strategy version.  The ID consists of two numbers - major and minor. The major number identifies the strategy. The minor number shows the strategy version. 
  
-When the Generator works it creates thousands of strategies. Some of these strategies get into the Collection (based on their performance). Usually it's very easy to reach 100 strategies in the Collection. Often it is very hard to understand what is within a strategy only by the balance curve. Many strategies have very similar balance curves  but are based on different trading rules and numeric parameters. To help with this we added the strategy ID. The strategy ID easily shows how a strategy is related to other strategies that are loaded in EA Studio at this moment.+When the Generator works it creates thousands of strategies. Some of these strategies make it into the Collection (based on their performance). Normally, it's very easy to reach 100 strategies in the Collection. Often it is very hard to understand what a strategy consists of, only by the balance curve. Many strategies have very similar balance curves but are based on different trading rules and numeric parameters. To help with this we added the strategy ID. The strategy ID easily shows how a strategy is related to other strategies that are loaded in EA Studio at the present moment.
  
 Here are some important things to know about strategy IDs: Here are some important things to know about strategy IDs:
  
   * The strategy ID has two parts: major and minor. The major part indicates a specific set of trading rules. The minor part indicates a different variation of the strategy where only the indicator parameters differ. Let's take a strategy with ID "156.5":   * The strategy ID has two parts: major and minor. The major part indicates a specific set of trading rules. The minor part indicates a different variation of the strategy where only the indicator parameters differ. Let's take a strategy with ID "156.5":
-    * The **major** part of the ID is "156". The major part of the ID signifies the strategy has a distinct set of trading rules/indicators. So if we have a collection of 5 strategies using the same trading rules we will have 5 strategies with (major part) ID "156" in our collection. Here comes the+    * The **major** part of the ID is "156". The major part of the ID signifies the strategy has a distinct set of trading rules/indicators. So if we have a collection of 5 strategies using the same trading rules we will have 5 strategies with (major part) ID "156" in our collection. Next is
-    * The **minor** part of the ID is after the dot and is "5". The minor part of the ID means the strategy is basically the same as the other strategies with the same major ID. However it does differ by its indicator parameters.+    * The **minor** part of the ID is the number after the dot and is "5". The minor part of the ID means the strategy is basically the same as the other strategies with the same major ID. However it does differ by its indicator parameters.
   * Strategy IDs are not permanent (because of the unlimited number of possible strategies). IDs get assigned to the strategies as soon as they enter EA Studio. This means if you export a Collection that contains a strategy with an ID of 159.1 and you load it later into EA Studio it will probably have a completely different number.   * Strategy IDs are not permanent (because of the unlimited number of possible strategies). IDs get assigned to the strategies as soon as they enter EA Studio. This means if you export a Collection that contains a strategy with an ID of 159.1 and you load it later into EA Studio it will probably have a completely different number.