Create and Test Forex Strategies
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| fsbpro_guide:multi_tester [2015/12/13 05:33] – Miroslav Popov | fsbpro_guide:multi_tester [2015/12/13 06:02] – Miroslav Popov | ||
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| * Validation of strategies on different data. We do that by overriding the strategies’ Data Source, symbol or period. | * Validation of strategies on different data. We do that by overriding the strategies’ Data Source, symbol or period. | ||
| * Validation of the strategies against different Acceptance Criteria. | * Validation of the strategies against different Acceptance Criteria. | ||
| - | * Optimization of all strategies for a new trading cycle – rea life walk-forward optimization. | + | * Optimization of all strategies for a new trading cycle – real life walk-forward optimization. |
| ===== 1. Input parameters ===== | ===== 1. Input parameters ===== | ||
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| ==== Output ==== | ==== Output ==== | ||
| - | The Collection name text-box contains the name of the collection where the Multi Tester stores the calculated strategies. You can find that collection in the Collection page when the program completes the work. If there is no such collection loaded, the program creates a new collection with that name. It adds the strategies to the existing collection in the other case. If you start the tool several times, it pushes the strategies only once. | + | * **Collection name** text-box contains the name of the collection where the Multi Tester stores the calculated strategies. You can find that collection in the Collection page when the program completes the work. If there is no such collection loaded, the program creates a new collection with that name. It adds the strategies to the existing collection in the other case. If you start the tool several times, it pushes the strategies only once. |
| ==== Override Strategy Parameters ==== | ==== Override Strategy Parameters ==== | ||
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| ==== Acceptance Criteria ==== | ==== Acceptance Criteria ==== | ||
| + | * **Strategies fulfil the Acceptance Criteria** - when the option is checked, the Multi Tester collects only the strategies that satisfy the pre-set [[fsbpro_guide: | ||
| ==== Optimization ==== | ==== Optimization ==== | ||
| + | * **Optimize the strategies** - when the option is checked, the Multi Tester optimizes all strategies one by one. It runs a full optimization with +- 10 steps to the initial parameters. The program optimizes also the Stop Loss, Take Profit and Break Even parameters. See more info for the optimization in the [[fsbpro_guide: | ||
| + | * **Search best** - you select here the main statistical parameter for sorting the optimized strategies. | ||
| ===== 2. Control Strip ===== | ===== 2. Control Strip ===== | ||
| + | * **Start** - when you run the Multi Tester, the program disables the input options on the page and also the [[fsbpro_guide: | ||
| + | * **Progress bar** - it represents the percentage of the calculated strategies. | ||
| + | * **Calculated** - the total count of completed calculations including the optimizations. | ||
| + | * **Collected** - shows the count of the strategies pushed in the output collection. The program collects only unique strategies that comply with the Acceptance Criteria. | ||
| + | * **Optimization progress** - this is the percent of the completed optimization cycles for the current strategy. | ||
| ===== 3. Output log ===== | ===== 3. Output log ===== | ||
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| + | Starting from the top, Output Log shows the number of strategies loaded, the data files loaded, and the backtesting statistics for the calculated strategies. As you see on the screenshot, some strategies has more statistics records than other. It is because the program shows only results that complies with the Acceptance Criteria. | ||
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