EA studio -reactor

comando

Recruit
Messages
1
Hello brothers ,

I'd like to ask a question about this Reactor in EA Studio - place where you can generate more or less tested strategy ready to be used in a live account.
So my question is - is there any statistics data confirming how many of the produced strategies (and of course passed validation montecarlo , out of sample etc)
are actually profitable in a live account.

Thanks!
 

Pharaoh

Colonel
Messages
19,995
This looks interesting.

One big danger of building an EA from backtesting data is that it can be "over optimized". I've seen EAs that were designed to not have a single losing trade in 10 years of backtesting. This would be sort of like going through 10 years of traffic data at an intersection and writing a very complex formula to allow an autonomous car to run traffic lights at the correct moments to avoid collisions, but only in backtesting. What are the odds that car is going to safely blow through red lights in forward testing?

I'll assume it allows the backtest data to be divided into 2 pieces - one for an initial optimization with some backtest data and then a confirmation against the more recent backtest data to see if the parameters hold up correctly or not.

I see it has a method to download backtest data from your copy if MT4. You'll need to see how far back your broker's data goes. You also want to know the quality of that data. Backtests on 95% of ticks are not very useful. 99% of ticks is pretty good, but if you can get all the tick data, that's better.

I'd love to play with this, but my time is limited and it's also not exactly an inexpensive thing to buy.
 
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