Create and Test Forex Strategies
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fsbpro_guide:acceptance_criteria [2016/03/11 10:00] – Miroslav Popov | 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 | + | |
+ | **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 | ||