Tagged: #acceptance criteria
March 10, 2020 at 10:03 #41200AndiMember
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 🙂March 17, 2020 at 0:56 #41967Luis GetinoParticipant
I’ve been using EA Studio since the beginning of the year, and I took most of the courses. The reactor here works most of the time daily and I have tested many combinations of acceptance criteria and timeframes and I played a lot with data horizons to simulate trading after the out of sample period.
I am not using normalization, it doesn’t seem to have much impact on the robustness of the strategies,
I am not using walk forward too, because 20% OOS with the minimum profit factor 1.2 or 1.1 seems to work better to generate robust strategies. Also this way I have the chance to delete strategies that have 1.1 OOS profit factor but are loosing recently or have huge stagnation.
I like to use minimum R Squared 70 and maximum consecutive losses 10, but what Andi said is really really important. There is a huge difference in miminum 300 trades or minimum 500 trades. The strategies with 300 to 500 trades are much less robust even if they passed Monte Carlo test.March 17, 2020 at 23:02 #41985
You are doing an excellent job! It is all about testing and trading with the EAs.
EA Studio, in the beginning, was much simpler without Walk Forward, Normalizer, and other tools. With time, many were added, which makes it a bit more confusing and time-consuming for the traders to find their method of generating strategies.
About the number of trades, that is absolutely correct.May 9, 2020 at 15:27 #47476ivonemistersParticipant
I am new in the Forum and trading, so I want to ask you what acceptance criteria is?
Sorry if this question is stupid, but it is hard for me because I am a beginner trader!
Have a great day!May 12, 2020 at 23:31 #47710
the Acceptance criteria are the rules that we want our strategies to fulfill.
For example, when we run the generator to show us new strategies, we can set acceptance criteria with Profit Factor 1.2.
This means that we will see strategies that have higher PF.
Cheers.May 16, 2020 at 15:13 #47809ivonemistersParticipant
Thank you for the answer, Petko!
Cheers!May 30, 2020 at 22:35 #49592VanParticipant
A quite interesting topic that should not fall down in the Forum.
I see that using the right Acceptance criteria is what gives us the start.
Recently I started to use the Min Count of Trades + R-squared. I think robustness and a nice balance line works great because it just makes sense…June 6, 2020 at 20:39 #50401
I have used a very lenient acceptance criteria such as 90% backtest quality, minimum trades 100 and profit factor 1.1 (also for in-sample and OOS).
I realised once the strategy count in the collection area reached 100, the rest of the strategies are getting moved to “Pruned Excessive Strategies”. It looks like there is a limit of a maximum of 100 strategies per portfolio. Not sure though.
Is there anyway I can get these Pruned Strategies back to my collection so I can filter them manually?
Please advise. Thank you.June 7, 2020 at 14:30 #50412
yes, in the collection you will always the top 100 strategies. You can not see the rest. Anyway, you can set on the side additional acceptance criteria, and while the Reactor is working you can filter the EAs so it won’t reach 100 by using your extra criteria.
If you want to have just more strategies than 100, you will need to download the collection when it reaches 100, and delete the strategies so you will collect the new ones.
By the way, you use a very small value for count of trades. Go for 300 as a minimum.
Cheers,June 7, 2020 at 20:13 #50444
Thank you for the advice. I will follow the same accordingly.
Have a nice weekend.June 8, 2020 at 16:02 #50497
As shown in your courses, I tried to open 2-4 windows of EA Studio to calculate many strategies at once. However, the speed significantly reduces, which you have told as well.
Is this speed something relating to my computer, internet connection speed or is it related to the server of EA Studio?
I have a VPS connection with Contabo with 60GB Ram, 1Tb SSD and 1000mb/s Bandwith. Yesterday I ran just one strategy window for 600 mins and it was able to calculate more than 5 Million strategies within this time period compared to 4 windows which was able to calculate only around 250,000 strategies within a 600 min timeframe.
However, I did another one strategy window today and it was only able to calculate around 350,000 strategies within the 600 min timeframe.
I am starting to think that the speed is not related to my Computer or Internet Connection, it maybe the EA Studio server.
Please correct me if I am wrong and do you have any other suggestion to increase the speed of the calculations, as I feel the specifications of my VPS mentioned above is pretty good.
Any of the group members who can contribute to this? Please do.
Thank you very much.June 9, 2020 at 14:49 #50514MeryjonestexasParticipant
It looks like you have a very powerful VPS!!! Are you using it just for trading?
If you have something else in there which uses the RAM(even you have a lot) this might slow down the process.
EA Studio runs on a server and on the browser at the same time. Make sure you use Chrome.June 9, 2020 at 16:09 #50516
I have a separate VPS setup for trading only. This one I use it solely for EA Studio only. So yes as you mentioned, it is a powerful VPS and I’m only running 01 EA Studio session at the moment and nothing else. The speed is still very low. For a 10 hour session, its generating only around 250k-300k strategies and yes I’m using Chrome as well.
Initially it was generating around 5 million strategies every 10 hours, thats why I’m a bit confused on what happened now.
I’ve checked the RAM as well, this is the only program thats running. Feeling that its the EA Studio server that is slow.
Generally how many strategies does your EA Studio generate in a 10 hours timeframe?June 9, 2020 at 19:24 #50518JordyTr971Participant
Its strange, EA Studio is more slower than before and it use many CPU like FSB .
Im sure its wasn’t like that few month ago .June 10, 2020 at 11:02 #50523JordyTr971Participant
It work good now, was a problem of my PC I think .
When do you consider you’re acceptance criteria as too tight ?
More than 10000 strategy calculated without any of them passed validation ?
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