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Viewing 15 posts - 166 through 180 (of 188 total)
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  • #50900

    Hey guys,

    I have been using EA Studio every single day, and I don’t see any issues with the speed.

    Faraz, keep in mind that when EA Studio is loaded, it does not have anything to do with the server. It works just on the browser.

    It works as it is on your computer.

    It might calculate fewer strategies on the lower time frames because you have more bars. On the higher time frames, it will calculate millions. Of course, it depends on the acceptance criteria which will pass.

    The logic is simple – the more bars you have the more calculations it does. It is a lot of mathematical formulas behind the generator… The more values there are (bars) the fewer strategies will be calculated.

    #50907
    Faraz Fazlet
    Member

    Hi Petko,

    Yes, you’re absolutely right. I just opened 2 browsers and ran an M1 and a D1 reactor for 24 hours. At the end of the day, the M1 reactor had calculated around 500,000 strategies and the D1 had calculated more than 11 million.

    So yes, now it makes sense. Thanks for clearing it up Petko.

    #50909

    Sure, let me know if there is anything else.

    Cheers,

    #50913
    pebenitodm
    Member

    Hello,

    This is my acceptance criteria. But I am looking forward for some feedback. I’m pretty new to EA studio (4months).

    COMPLETE BACKTEST:

    min back test quality: 98

    min r-squared: 60

    min count of trades: 200

    min stag %: 30

    min equity dd %: 20

    min prof factor: 1.2

     

    IN-SAMPLE:

    min prof fact: 1.2

    min r-squared: 60

    min backtest qual: 98

    OOS

    min prof fact: 1.2

    min r-squared: 60

    min backtest qual: 98

     

     

    I been focusing on GBPUSD: 15M AND H1.

    This are my settings on my acceptance criteria and validation and looking for some feed backs:

    Running on Reactor:

    Data Horizon – 02/01/2018  to 06/11/2020 (14,706 bars) data source from FS DUKAS

    S/L: 50-100(ALWAYS USE/FIXED)

    TP: 10-50(ALWAYS USE)

    GENERATOR SETTINGS:

    OOS: 30% ( GEN STRATS W/ PRESETS and USE COMMON ACCPT CRIT)

     

    WFO SETTINGS:

    SEGMENTS: 5

    OOS 30%

    +- 10 STEPS

    OPT PRESET IND

    VALID SEG 5

     

    MONTE-CARLO SETTING:

    20 @80%

    default settings for validation (im looking to change this, but i just cant think of a good setting for validation)

     

     

    I hope this info help some people build a basic..

     

    lately I have been messing around min count trades on acceptance criteria and sometimes I use it to filter and or sometime use a lower min count trade.

     

    Im really looking forward for some feedback to improve my validations/acceptance criteria for reactors/wfo

     

    #51134

    Hello, and welcome to the Forum!

    I think you are doing a pretty good job and you realize what you are doing.

    However, the min count of trades are small, you need to keep at least 300 as a min.

    If you tried and you fail to get any strategies it is because you have a small number of bars?

    If you use the Free Forex Historical Data app, there are more bars, why would you use less than 15k?

    Also, you may want to try generating EAs not just for the GBPUSD because this will bring you more diversification.

    Cheers,

     

    #53584
    johnbrown7
    Participant

    What I recently use for my acceptance criteria is:

    PF > 1.4

    A number of trades 700.

    I noticed that if I use Walk Forward Optimization in the Reactor it finds more strategies with bigger Count of Trades.

    Did anyone notice that? It works great by the way!

    #57050
    Bart Meijrink
    Participant

    I have noticed the same. I guess because it divides the backtest period into zones, and in each one, it requires min count of trades.

    However, what I wanted to share recently is that I use more and more the R-squared and the tests show that if I generate EAs with above 80 as a value, the strategies perform pretty well after that.

    #57266
    jbcdk
    Participant

    Hi johnbrown7,

    When you use number of trades 700, how many bars do you then have in your data set?

    #57528

    Recently I noticed that we don’t need to have too many bars to get more count of bars. With the default 50 000, you can still get 300 to 500 count of trades.

    And this way we get more active strategies. That is what I Explain in the upcoming trading course.

    #61736
    AndiAndi
    Member

    Hello Petko!

    I realized what you said in this last post after watching the course 🙂 Amazing!

    I did many tests and right. The generator still produces strategies within my acceptance criteria of 500 trades and 1.3 PF.

    You are always right! It is so evident that if we have fewer bars and we still want 300 to 500 trades as a minimum, we would have more active strategies. I didn’t think it is possible.

    Now comes the question: How much should we decrease the number of bars? 🙂

    #83569

    Hey Andi,

    It seems I missed your kind words, mate! 🙂

    Well, I do not go below 100000 bars on the lower time frames. It depends on the symbol but even we have 20 000 bars if the strategy shows 500 count of trades and a good Profit Factor, passes Monte Carlo, and is not over-optimized, then all is good.

    #84498
    VJ1618
    Participant

    Hi,

    I am Very new to EA Studio, I am unable to generate even one strategy! please find the screenshot below and anyone please correct me what is wrong?

     

     

     

    #84606
    richard
    Participant

    Just my opinion…..  You are using to much filtering.  I would drop any optimisation and normalisation.  Also Just stick with the monte Carlo for the robustness testing.  I would also always use a SL and TP.  After 2 years of using EA studios and probably a 1000 + hours invested in this program and with the help of Petko I have realised it is best to set the parameters lower, get lots of strats and filter them out on demo before putting them on live.  Currently I have taken this to the extreme by creating about 50000 strats a week on the M1 and then pre-filtering them down to 100 / 200 with the prior weeks data and then running them on demo and doing a final filter down to 30/40 strats to run live.  Again this is just what is working for me.  Watch some of Petkos videos on the filtering of starts, I believe this is key……  Good luck.

    #84608
    richard
    Participant

    Also….  Once you have got the reactor sorted.  Take time to learn the validator.  This is a very powerful part of the program that will allow you to input 1000’s of strats and “Run them forward” on say the last weeks / months data.  I use this as a pre-filter before I take them to demo for a final filter  (For example wait 3 trades and then any strats above PF of 2 transfer to live)…..

    #84630
    jbcdk
    Participant

    Hi richard, what default Acceptance Criteria’s do you use to get that huge amount of strats per week? How many bars do you use? Do you use the Generator or the Reactor? Many thanks for sharing your knowledge.

Viewing 15 posts - 166 through 180 (of 188 total)

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