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Hey Jay-R,
I will do my best to record those updates tomorrow.
And yes, I use the Monte Carlo all the time. It is the strongest robustness tool for me.
Hi Petko,
I’ve been using Monte Carlo and I also think it’s a very nice robustness tool. Are the updates you spoke about ready yet?
Hey Stephen,
Glad to hear from you. Yes, it is recorded, just the team is editing it.
Tomorrow it will be uploaded on YouTube, and I will inform you in the EA Studio Updates topic.
Hi everyone. I see the term Acceptance criteria is a vast combination of features. When choosing the Acceptance criteria, how do you know what and what not to combine for you to get the expected outcome?
Hey John,
The best practice is to start with wide acceptance criteria. For example, use just Min count of trades 300 and a profit factor of 1.2.
Or you can use just consecutive losses in Forex which means that the strategies you want to trade must not have more than 7 consecutive losses, for example.
When you get many strategies in the collection, like over 100, you can add some more criteria
Something I wanted to share. Actually Petko said that long ago but I did not realize it. Now I see it is 100% true.
The more count of trades the strategy has, the Monte Carlo passes with more validated tests. This means that we have more robust strategies.
So basically the most important Acceptance criteria is a profitable strategy with many count of trades. With some currencies and time frames I get over 1000 without a problem, and with other 500 is the level. But at the end of the day, I get better strategies for any asset.
Yes, Andi!
Simply with the strategies with more count of trades the entry conditions happened many times in the past. This is what makes them robust.
My Acceptance Criteria
Balance line Stability 85 and minimum count of trades
It always gives me R-squared greater than 90 and very good profit factor.
It is a new update I believe, you should all give it a try.
By the way, this is my first post, you all have been helpful here. I will try to share one of my results.
I use full data optimization and Monte Carlo validation(robustness test) in the reactor.
I use OOS Monitor for the Out of sample.
Balance Stability is a performance metric develop to be as a combination of R-Squared, correlation and better scaling for a strategy
Eastudio guide, under acceptable criteria
Yes jenialyinvest
I do use 30% OOS for my full data optimization but the green part won’t show in the collection, so I have to check OOS Monitor for the OOS.
This way it is the same out of sample you are talking about.
Oh,
I just check well,it isn’t the same thing, that is why I used 30% OOS in my full data optimization settings.
What the OOS MOnitor does is that ,it divides the result into 3parts: in sample,out sample and complete backtest in respective of whether you use OOS in your reactor or not.
Hello guys,
something that I figured out recently and I wanted to share.
I use the OOS when generating the strategies with the reactor, and after that, I filter the strategies with the min count of trades.
This way, when generating strategies, I am already testing the EAs for the last 20% of the data(simulating the Demo account) and when I filter them with the min count of trades basically I get the robust strategies.
Plus the Monte Carlo is there of course. This way I feel much more comfortable…but it took me nearly 2 years to realize what should I be using for my self.
Yes, I know Petko showed that in some of the courses, but maybe I was not ready to accept it 🙂
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