EA Forex Academy – Algorithmic & Manual Trading Courses Forums Forex Trading Forum What Acceptence Criteria do you guys use?

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  • #61736
    Admin bar avatarAndi
    Participant

    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? 🙂

    #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.

    #57266
    jbcdk
    Participant

    Hi johnbrown7,

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

    #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.

    #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!

    #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,

     

    #50913
    pebenitodm
    Participant

    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

     

    #50909

    Sure, let me know if there is anything else.

    Cheers,

    #50907
    Faraz Fazlet
    Participant

    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.

    #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.

    #50523
    JordyTr971
    Participant

    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 ?

    #50518
    JordyTr971
    Participant

    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 .

    #50516
    Faraz Fazlet
    Participant

    Hi Mery,

    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?

    #50514
    Meryjonestexas
    Participant

    Hey Faraz,

    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.

    #50497
    Faraz Fazlet
    Participant

    Hi Petko,

    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.

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