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  • jenialyinvest

    this strategy was created using ea studio…it doesnt have a tp only a stop loss but based on indicators if am not mistaken. The idea was to see if the indicators alone gave good signals. I didnt keep this strategy for live trading.

  • jenialyinvest

    What MFE and MAE Stand For

    Maximum Favorable Excursion (MFE)
    The maximum amount of profit that was available while a trade was open.

    Maximum Adverse Excursion (MAE)
    The maximum amount of loss that was available while a trade was open.

     

    Iam not sure if the orange line on the balance graph represent these statistics?

  • jenialyinvest

    Thanks for your answer, I think you have created a system that works, we should first follow it as is, and then tweak it to our own once we’ve found some success with yours.

  • jenialyinvest

    Thanks for your answer, what I meant by the second question is: I read somewhere that brokers or even privileged traders can see where there is a concentration of stop losses and profit targets , and can move the market to hit those prices. Iam not sure is that possible??

  • jenialyinvest

    Is the oos monitor truly out of sample? Or us it just showing in sample?? Not sure how it works?

  • jenialyinvest

    Thanks @cone d. The walk forward matrix goes one step beyond WFO

     

    Walk-Forward Matrix is :

    Verify strategy robustness
    If the strategy passes Walk-Forwad Matrix test it means that with the help of parameter reoptimization it is adaptable to a big range of market conditions
    Find the optimal period for strategy reoptimization
    it will help you identify the best optimization frequency

    Standard Walk-Forward Optimization tests the strategy results with periodic reoptimization, let’s say every 300 days.
    But how do we know what is the best reoptimization period? We can only guess, unless we’ll use Walk-Forward Matrix that will test various combinations of reoptimization periods.

    What is Walk-Forward Matrix?
    It is simply a set of Walk-Forward optimizations performed with different number of reoptimization periods and different Out of Sample %.

    The result of WF Matrix could look like on the image below – showing the total result plus the ideal reoptimization period.

     

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  • jenialyinvest

    Hello, ive used strategy quant extensively and for many years. Ive pretty much given up on it at this time as ive been having a difficult time finding any robust strategies. One would think that with such sophisticated software it would be easy but many of its tools make it more complex. Iam new here at ea forex academy and already see a very active community. I think from strategy quant i will miss the Walk Forward Matrix- which does various walk forwards with different out of samples and runs and tells you how on how much data and how often you should optimize your strategy. Any idea if there will ever be an update with this tool on ea studio?

Viewing 12 posts - 1 through 12 (of 12 total)

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