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Tagged: walk forward optimization
January 28, 2019 at 16:17 #8858
i try this new method and one of the strategies with 0,01 is this
<script async src=”//s.imgur.com/min/embed.js” charset=”utf-8″></script>
It seems to good to be true and infact it has only 103 orders from 2/8/2016 to now
what do you think they are too poor data? If yes why we put 100 in the optimizer?
thank youJanuary 29, 2019 at 0:07 #8869
yes, 100 bars is small, in the video I give just an example method, but you should definitely look for stricter acceptance criteria.
The minimum I use is 300 count of trades, and depending on the time frame I am looking for 500 or 800 as min for count of trades.January 29, 2019 at 9:59 #8884DesitaParticipant
Edu, what Petko does in this videos is to show the updates in the functions of EA Studio.
Each one of us should fine the most strict criteria according to the Historical data each one has.
If he shows the stricter he uses(he has a lot of data) and we test with such criteria, we would not see any strategies.January 30, 2019 at 0:13 #8892
Actually the idea here is to test the strategy with not all of the data. OOS helps to test the EAs as they were on Demo.
Also, when we optimize the EA, it is good to use the OOS, because this way we will see if it was over-optimized.
Now with the new updates in EA Studio, we can filter the results very well by setting the criteria, but for sure, use stricter criteria as much as possible.January 30, 2019 at 9:56 #8923ChingiParticipant
I used this method with 250 trade, generated 10 EAs in total for 10 different currency pairs and placed on Demo. The first trades are all on profit.
Will see ow it goes. Thanks a lot for the awesome videos you are doing!January 31, 2019 at 9:35 #8943
You are welcome, Chingi!
If you use 10 different currency pairs, you should make sure that you place equal exposure to the different currencies.
Do not place only USD pairs for example, because this might bring huge risk to your portfolio if there are some unexpected moves with the USD.
Hope that makes sense.January 31, 2019 at 18:39 #8948
today i was creating some EAs and i generated this. It seems too strange to be good even if there are a lot of orders opened (more than 300). Shouldn’t this method generate only not over-optimized strategies? (just a question)
<script async src=”//s.imgur.com/min/embed.js” charset=”utf-8″></script>February 1, 2019 at 1:09 #8952
Wow, Edu! How did you come up with such an equity line?
Did you use optimization in In Sample part only?
Also, how did you generate the strategy?February 1, 2019 at 1:36 #8955
I used the exact procedure you used in your video.
I imposted out of sample 30% and r-squared in optimization.
I used the reactor as you teach in the video.February 1, 2019 at 11:06 #8962
really hard to say just from looking at the picture. It looks really too good to be true.
If you want me to have a deeper look at the EA, you can drop it in the e-mail to Marin, and I will have a look at it during the weekend.
Cheers,February 1, 2019 at 14:36 #8965
i tried the montecarlo test and it resulted over optimized so i don’t want make you lose timeFebruary 1, 2019 at 16:37 #8968
Yes, it looks like over-optimized strategy. However, the idea of these tools as Monte Carlo, and OOS, and Multi Markets is to recognize these strategies and eliminate them.February 1, 2019 at 23:49 #8988
It happened again but this time on another cross. The others strategies look normal but this 8000 trades? What??
I did again the montecarlo test and it resulted over optimized
<script async src=”//s.imgur.com/min/embed.js” charset=”utf-8″></script>February 2, 2019 at 0:32 #8991jacpin2002Participant
@edu-I am totally going to need a video as to how in the world you are coming up with these strategies, even if they are over optimized. Those results are crazy!February 2, 2019 at 10:07 #8994
Jacpin, is right, I was wondering as well how you succeeded with this result. Did you get few of these strategies or just one?
If you got few in the way I showed, I would suggest you to drop them in on Demo account and see what happens, even you saw the bad results in Monte Carlo. If it is just one, than I would say it it some good work of EA Studio to find such a “fantastic” strategy.
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