Create and Test Forex Strategies
This shows you the differences between two versions of the page.
Both sides previous revisionPrevious revisionNext revision | Previous revisionLast revisionBoth sides next revision | ||
fsbpro_guide:strategy_generator [2014/11/20 14:42] – yavor | fsbpro_guide:strategy_generator [2015/01/16 08:10] – yavor | ||
---|---|---|---|
Line 1: | Line 1: | ||
====== Strategy Generator ====== | ====== Strategy Generator ====== | ||
- | Strategy Generator | + | The Strategy Generator allows you to generate strategies fully or semi-automatically. |
Each strategy has its own generator in its tab. If you run multiple generators at the same time will work independently without interfering with each other. How much generators you can use at the same time depends on your choice and how fast you computer is. A standard computer can deal with at least few generators working at the same time. | Each strategy has its own generator in its tab. If you run multiple generators at the same time will work independently without interfering with each other. How much generators you can use at the same time depends on your choice and how fast you computer is. A standard computer can deal with at least few generators working at the same time. | ||
Line 121: | Line 121: | ||
==== 1.3 Generator Indicators ==== | ==== 1.3 Generator Indicators ==== | ||
- | {{: | + | {{: |
By default the Generator will use all the indicators that are present in the program. However you might not want it to use all indicators (the main reason would be that most of the indicators correlate, most indicators are very similar to each other since they use the same base data - the price - and iterate over it but the price is the same for all indicators so they can't go too far away from it). | By default the Generator will use all the indicators that are present in the program. However you might not want it to use all indicators (the main reason would be that most of the indicators correlate, most indicators are very similar to each other since they use the same base data - the price - and iterate over it but the price is the same for all indicators so they can't go too far away from it). | ||
Line 142: | Line 142: | ||
- | The default value here is "In Sample" | + | The default value here is "In Sample" |
The main idea of OOS is to avoid //over optimization// | The main idea of OOS is to avoid //over optimization// | ||
The OOS is basically simulating the trading. So for example you have designed the strategy using the first X% of the data and after that you trade the strategy for the remaining Y% of the data. This is also called " | The OOS is basically simulating the trading. So for example you have designed the strategy using the first X% of the data and after that you trade the strategy for the remaining Y% of the data. This is also called " | ||
- | The goal of OOS is to achieve the most smoothly raising | + | The goal of OOS is to achieve the most smoothly raising in the OOS Zone. If this is not the case the strategy is not fit to be traded. On the other hand even if the balance line is smoothly raising this in no way guarantees the strategy will be profitable, but it will certainly have a much bigger chance to make profits than one where the balance line is fluctuating a lot. |
==== 1.5 Collection Name ==== | ==== 1.5 Collection Name ==== | ||
+ | |||
This field allows you to specify a collection name. The collection is a virtual " | This field allows you to specify a collection name. The collection is a virtual " | ||