Create and Test Forex Strategies
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fsbpro_guide:acceptance_criteria [2014/11/22 10:37] – yavor | fsbpro_guide:acceptance_criteria [2018/01/10 08:33] (current) – yavor | ||
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**Maximum count of trades** – you can set a number here, to make sure the strategy is not over-optimized. You can also avoid losing money on the spread by trading less. | **Maximum count of trades** – you can set a number here, to make sure the strategy is not over-optimized. You can also avoid losing money on the spread by trading less. | ||
- | **Minimum win/loss ratio** – The win/loss ratio is ( (number of profitable trades) / (number of profitable trades + number of losing trades) ). Its value might vary between zero and one. We advise that, if you are using this requirement, | + | **Minimum win/loss ratio** – The win/loss ratio is: |
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+ | Its value might vary between zero and one. We advise that, if you are using this requirement, | ||
**Minimum Sharpe ratio** – You can read more about this parameter here: [[http:// | **Minimum Sharpe ratio** – You can read more about this parameter here: [[http:// | ||
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**Maximum consecutive losses** – how many consecutive losing trades can the strategy have | **Maximum consecutive losses** – how many consecutive losing trades can the strategy have | ||
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- | Maximum stagnation** – the maximum amount of consecutive days where the strategy is not making a profit. The stagnation is marked with a vertical orange-background zone in the Portfolio | ||
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+ | **Maximum stagnation** – the maximum amount of consecutive days where the strategy is not making profit. The stagnation is marked with a vertical orange-background zone in the Portfolio | ||
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+ | **Filter non-linear balance pattern** – on the picture below. The Reference line is an ideal line, which represents how the strategy’s balance should move up in ideal conditions. This is of course impossible. The line deviates from the Reference line. This parameter (the non-linear balance parameter) represents how far away the real balance moves from the Reference line. For example, if the parameter has a value of 20%, each of the points of the balance line, should not deviate more than 20% (up or down) from the value of the reference line for that bar. If the strategy’s balance line moves further than 20% of the reference line, the strategy does not fulfill this criteria. | ||
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- | **Filter non-linear balance pattern** – on the picture above. The Reference line is an ideal line, which represents how the strategy’s balance should move up in ideal conditions. This is of course impossible. The line deviates from the Reference line. This parameter (the non-linear balance parameter) represents how far away the real balance moves from the Reference line. For example, if the parameter has a value of 20%, each of the points of the balance line, should not deviate more than 20% (up or down) from the value of the reference line for that bar. If the strategy’s balance line moves further than 20% of the reference line, the strategy does not fulfill this criteria. | ||
<WRAP center round tip 90%> | <WRAP center round tip 90%> |