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eas-guide:validator

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eas-guide:validator [2018/01/25 13:44] – yavoreas-guide:validator [2018/01/31 14:48] – yavor
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 ====== Validator ====== ====== Validator ======
-The Validator exists so you can recalculate old strategies fast on new data. Testing your strategies in a later point in time allows you to see which ones are still profitable on the new data you didn't have before. +The Validator exists so you can easily recalculate old strategies on new data. Testing your strategies in a later point in time allows you to see which ones are still profitable on the new data you didn't have before. 
  
 The Validator works only for strategies made with EA Studio.  The Validator works only for strategies made with EA Studio. 
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 <WRAP center round tip 60%> <WRAP center round tip 60%>
-You might have already some strategies in the [[eas-guide:collection|Collection]] before using the Validator. To avoid mixing the old and the new strategies you can go and delete all strategies in the [[eas-guide:collection|Collection]] beforehand. If you want to keep your old strategies you can export the Collection before deleting the strategies.+You might already have some strategies in the [[eas-guide:collection|Collection]] before using the Validator. To avoid mixing the old and the new strategies you can go and delete all strategies in the [[eas-guide:collection|Collection]] beforehand. If you want to keep your old strategies you can export the Collection before deleting the strategies.
 </WRAP> </WRAP>
  
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 You can import all kinds of files you exported from EA Studio: Collections, Expert Advisors and Portfolio Experts. The importer does not check if the strategies are unique. Specifically this means that if you import a collection of 50 strategies twice the importer will show "Loaded strategies: 100".  You can import all kinds of files you exported from EA Studio: Collections, Expert Advisors and Portfolio Experts. The importer does not check if the strategies are unique. Specifically this means that if you import a collection of 50 strategies twice the importer will show "Loaded strategies: 100". 
  
-Imported strategies will stay in the Validator until you use the Remove all button. You can leave the Validator tool and do some other work with EA Studio. When you return the strategies you imported will still be loaded in the Validator.+Imported strategies will stay in the Validator until you use the **Remove all** button. You can leave the Validator tool and do some other work with EA Studio. When you return the strategies you imported will still be loaded in the Validator.
  
 ==== 1. Strategies ==== ==== 1. Strategies ====
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 Here we have less settings than in the Generator because we are not creating new strategies. We are only validating older strategies. Here we have less settings than in the Generator because we are not creating new strategies. We are only validating older strategies.
  
-You can select what percentage of the data to be used for [[eas-guide:oos-monitor|Out of Sample]] testing. Also you can set if the strategy should pass the [[eas-guide:acceptance-criteria|Acceptance Criteria]] to pass validation.+You can select what percentage of the data to be used for [[eas-guide:oos-monitor|Out of Sample]] testing. Also you can specify if the strategy should pass the [[eas-guide:acceptance-criteria|Acceptance Criteria]] to pass validation.
  
  
  
-The Validator can run the strategies through several extra tools. +The Validator can run the strategies through a number of additional tools. 
  
 We can toggle the additional tools by using their checkboxes. When a tool is enabled we can also see a panel with statistical data on the right side of the screen. We can toggle the additional tools by using their checkboxes. When a tool is enabled we can also see a panel with statistical data on the right side of the screen.
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 When a strategy is validated goes through the enabled tools. For a strategy to be pushed to the Collection it has to pass all the enabled tools' tests first. When a strategy is validated goes through the enabled tools. For a strategy to be pushed to the Collection it has to pass all the enabled tools' tests first.
  
-It is a good practice to enable [[eas-guide:acceptance-criteria|Acceptance Criteria]] in the Validator Settings tool. This guarantees you won't be optimizing losing strategies in the first place. There is little value in optimizing losing strategies since the Optimizer can make them lose less but this won't turn them into winning strategies. Optimizing might for example only reduce the number of trades to near zero so this will minimize losses but won't make the strategies more profitable. The Acceptance Criteria (by default) require a strategy to have a statistically significant number of trades. Only then the strategy will pass to the next filter.+It is a good practice to enable [[eas-guide:acceptance-criteria|Acceptance Criteria]] in the Validator Settings tool. This guarantees you won't be optimizing losing strategies in the first place. There is little value in optimizing losing strategies since the Optimizer can make them lose less but this won't turn them into winning strategies. Optimizing might for example only reduce the number of trades to near zero so this will minimize losses but won't make the strategies more profitable. The Acceptance Criteria (by default) require a strategy to have a statistically significant number of trades (100). Only then the strategy will pass to the next filter.
  
 You might however disable Acceptance Criteria for different reasons. For example if there is a market where there is not enough data to meet the Acceptance Criteria for trades but you still want to create a strategy for this market. You might however disable Acceptance Criteria for different reasons. For example if there is a market where there is not enough data to meet the Acceptance Criteria for trades but you still want to create a strategy for this market.
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 It some of your strategies have ST and TP and you want to keep these values unchanged, you should leave this option  disabled. It some of your strategies have ST and TP and you want to keep these values unchanged, you should leave this option  disabled.
  
-**Numeric Values Range** - The Optimizer tries to find better strategies by changing the numeric indicator parameters of the primary strategy. This field lets you choose in what range the Optimizer can change these parameters. A smaller range will allow the strategies to be optimized faster but the results might be only marginal. On the other hand a greater range allows for better optimization but this is a two-edged sword because over-optimization can lead to curve-fitting and fragile strategies. It is a good practice to always couple the optimization with one of the robustness testing tools - for example [[eas-guide:monte-carlo|Monte Carlo]].+**Numeric Values Range** - The Optimizer tries to find better strategies by changing the numeric indicator parameters of the primary strategy. This field lets you choose in what range the Optimizer can change these parameters. A smaller range will allow the strategies to be optimized faster but the gains might be only marginal. On the other hand a greater range allows for better optimization but this is a two-edged sword because over-optimization can lead to curve-fitting and fragile strategies. It is a good practice to always couple the optimization with one of the robustness testing tools - for example [[eas-guide:monte-carlo|Monte Carlo]].
  
 **Search Best** -  The optimizer will optimize the strategy according to which parameter you selected. For example if you choose Net balance it will try to make the strategy profit more. **Search Best** -  The optimizer will optimize the strategy according to which parameter you selected. For example if you choose Net balance it will try to make the strategy profit more.
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