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  • in reply to: What Acceptence Criteria do you guys use? #50913
    User Avatarpebenitodm
    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

     

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