Viewing 15 posts - 16 through 30 (of 150 total)
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  • #8732

    Hello traders,

    I have create a new video about the new criteria in EA Studio, called R – Squared. The video is called:

    YouTube video: EA Studio updates: R – squared

    r-squared

    In this video you will learn what R – squared is, and how useful it is in EA Studio.

    R – squared statistically is regression line with many points around:

    r-squared-1

    The value in EA Studio is from 0 to 100. The more points are on the line, the bigger number we have for R – squared.

    Zero is when we do not have any points on the regression line, and 100 is when we have all the points on the line. In algorithmic trading this means that we would have only 2 orders, which will form the perfect line. In order to avoid that, we need to combine it with min count of trades.

    If we use the R – squared in Search best, we can get strategies with great Equity lines. Specially if we combine it with Out Of Sample:

    r-squared in EA Studio

    #8741
    Admin bar avatarAndi
    Participant

    Hey Petko,

    Thank you for making it clear about the r- squared! It was a mistery for me, and now it is much clearer.

    I played with it a lot last night, finally i left few generators working for EURUSD, GBPUSD, USDJPY, EUGBP and AUDNZD.

    I was so so surprised to see the results in the morning! Fantastic equity lines! 🙂

    I shared one of the strategies in the Forum, and i hope the others will test it.

    Sure that this feature will improve the EAs a lot, and it will make our choice much easier, because while generating we get EAs with good equity lines, not too much to filter from there.

     

    #8743
    Rose
    Participant

    Hi Petko,

    Long time I did not look at the Forum, and I was so surprised to see so man new people and topics. This one is great. I like your videos, and I like that you make it clearer how to use the updates in EA Studio!

    Keep up the good work!

    #8748
    jacpin2002
    Participant

    @Petko-OMG!!! After watching your video on the R-squared and running the generator on some more that I needed to create…wow! Just wow! The quality of the strategy went up significantly by having more count of trades, less stagnation, less drawdown, and reasonable increase in profit! Again, thank you and Miroslav for EA Studio. And thank you for taking the time to create these videos. I would have been so upset if I went on for months without adding the R-squared as part of my criteria in evaluating strategies.

    #8752

    Hey Andi,

    Glad to hear that I made it clearer with the r – squared. I had to test a lot before making this video, but it is really a huge thing with EA Studio.

    Take your time to test more, and you will see even better results.

    Happy to hear you shared a strategy! That is very generous in trading!

    #8753

    Hello Rose,

    Glad to see you back in the Forum. Yes, many students and traders joined the Forum, which makes me very happy.

    I will keep you updated with the updates in EA Studio in this topic.

     

    #8754

    Hey Jacpin,

    Yes, the R-squared is WOW! But I tested it a lot before recording the video, because I wanted to show the best of it, and to demonstrate how to use it.

    I am planning to include it in my generation permanently. Also, for the monthly updates of all courses. It really really improves the strategies.

    I have prepared another video, which will surprise you even more. I will upload it tomorrow.

    It is a method to generate the EAs using the trick with testing the recent data(avoiding Demo trading) and combination with the R-squared. Works brilliant!

     

    #8759
    Admin bar avatarDesita
    Participant

    Hello Petko,

    thanks so much for the video! I have some statistical skills but I did not imagine that r-squared could be implemented in EA Studio. It is really a top product in algorithmic trading.

    So as far as I get it, the points around the regression lines are the results of the trades, right?

    #8768

    Hello Desita,

    Yes, we can say they are the results of the trades, but added to the equity. Not alone.

    Simply, when we use R – squared in the generator, it founds such strategies that the equity line is closer the the regression line.

    Kind regards,

    #8770
    Chingi
    Participant

    Hi Petko,

    very nice topic here, we can learn more from the free videos you upload in Youtube.

    Thank you for your hard work!

    #8786

    Hello traders,

    I have uploaded a new video with another updated in EA Studio regarding the Out of Sample.

    So far I was not a fan of using the OOS, but with this update the things changed a lot!

    Please, find the YouTube video here: EA Studio Updates: Out Of Sample monitor and acceptance criteria

    oos-monitor

    There are two major improvements with Out Of Sample in EA Studio.

    First, we have a change in the Acceptance criteria:

    out-of-sample-acceptance-criteria

    Now we have the chance to generate the strategies with different acceptance criteria for the Complete backtest, for the In Sample Part, and for the Out Of Sample part.

    This way we can use for example, 70% of our Historical data to generate strategies with predefined acceptance criteria. And with the rest 30% we will see simulated trading from EA Studio, as it was actually trading. NOW, here is the thing: We want to see only the strategies that actually profited in these 30%. So we can place precise criteria in the Out of Sample part.

    In one of my courses I showed a trick how to avoid Demo testing, but we had to change the data range, than filter the EAs manually. Now it is possible to do it all automatically.

    Second we have the Out of Sample monitor:

    Out Of Sample monitor

    Here you will see detailed statistic for the complete backtest, the In Sample part, and in the Out Of Sample part.

    In green you will see the same criteria that you have set in the Acceptance criteria. This shows that this is validated criteria. If it is in red, this means that the criteria was not validated with the minimum you have set in the acceptance criteria.

    At the end of the video I show an example method how to generate trading strategies using the OOS in the acceptance criteria but in the Optimizer, not in the Generator. Combined with the r-squared new criteria, you will see great trading strategies.

    #8801
    Chingi
    Participant

    Another very interesting video, Petko! I had to watch it few times as I am still new with EA Studio, but at the end I got it how you generate such EAs!

    Thanks a lot!

    #8813
    Chris Eliot
    Participant

    Wow! I missed to see this topic, and not watched the 4 videos in a raw! Very nice! I liked the last one the most. Interesting approach, Petko!

    Thanks for the work to share what is new with EA Studio, this way we will use it properly.

    #8849

    Chingi,

    take your time to learn how to use it. i know some thing might be a bit more complicated, but I am sure after you go over all of the courses, all will become clear to you.

    Cheers,

    #8850

    Hey Chris,

    Glad to hear from you again. Yes, I will do my best to keep you all updated with the new features in EA Studio, because some of them are very useful!

Viewing 15 posts - 16 through 30 (of 150 total)
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