Add files via upload

This commit is contained in:
FxPouya
2025-12-26 15:19:15 +03:30
committed by GitHub
parent b54fbf0aa8
commit 185ec2ed5d
7 changed files with 603 additions and 17 deletions
+97
View File
@@ -191,6 +191,7 @@
<li><a href="#export">Exporting Data from MT4/MT5</a></li>
<li><a href="#upload">Uploading Data</a></li>
<li><a href="#config">Configuring Strategy Generation</a></li>
<li><a href="#walkforward">Walk-Forward Analysis</a></li>
<li><a href="#generate">Generating Strategies</a></li>
<li><a href="#results">Viewing Results</a></li>
<li><a href="#download">Downloading Strategies</a></li>
@@ -338,6 +339,102 @@
</tbody>
</table>
<h3 id="walkforward">🔬 Walk-Forward Analysis</h3>
<p>Walk-forward analysis validates strategies on out-of-sample data to detect overfitting and ensure real-world
performance.</p>
<div class="alert alert-info">
<strong>What is Overfitting?</strong> A strategy that performs well on historical data but fails in live
trading due to being too closely fitted to past price patterns.
</div>
<h4>How It Works</h4>
<ol>
<li><strong>Data Splitting:</strong> Historical data is divided into training and testing periods</li>
<li><strong>Training Period:</strong> Strategy is optimized on this data (e.g., 70% of bars)</li>
<li><strong>Testing Period:</strong> Strategy is validated on unseen data (e.g., 30% of bars)</li>
<li><strong>Performance Comparison:</strong> Metrics are compared between training and testing</li>
<li><strong>Robustness Score:</strong> A score (0-100) indicates how well the strategy generalizes</li>
</ol>
<h4>Configuration</h4>
<ul>
<li><strong>Enable Walk-Forward Validation:</strong> Check this box to activate the feature</li>
<li><strong>Training Period:</strong> Adjust the slider (50-90%, default: 70%)
<ul>
<li>Higher ratio = More data for training, less for validation</li>
<li>Lower ratio = Less training data, more for validation</li>
<li>Recommended: 70% for most cases</li>
</ul>
</li>
</ul>
<h4>Understanding the Badges</h4>
<p>Each strategy card displays a walk-forward badge showing its robustness:</p>
<table>
<thead>
<tr>
<th>Badge</th>
<th>Score Range</th>
<th>Meaning</th>
<th>Recommendation</th>
</tr>
</thead>
<tbody>
<tr>
<td>✓ ROBUST (Green)</td>
<td>60-100</td>
<td>Strategy passed validation</td>
<td>Safe to use for live trading</td>
</tr>
<tr>
<td>⚠ OVERFITTED (Orange)</td>
<td>0-59</td>
<td>Strategy failed validation</td>
<td>Avoid - likely curve-fitted</td>
</tr>
</tbody>
</table>
<h4>Robustness Score Interpretation</h4>
<ul>
<li><strong>80-100:</strong> Excellent - Minimal degradation, high confidence</li>
<li><strong>60-79:</strong> Good - Acceptable degradation, suitable for trading</li>
<li><strong>40-59:</strong> Moderate - Concerning degradation, needs review</li>
<li><strong>0-39:</strong> Poor - High overfitting risk, avoid</li>
</ul>
<h4>What Gets Measured</h4>
<p>The robustness score is calculated based on degradation in:</p>
<ul>
<li><strong>Profit Factor:</strong> How much profit factor drops in testing vs. training</li>
<li><strong>Win Rate:</strong> Percentage point decrease in win rate</li>
<li><strong>Max Drawdown:</strong> Increase in maximum drawdown</li>
<li><strong>Trade Count:</strong> Sufficient trades in testing period</li>
</ul>
<div class="alert alert-warning">
<strong>Important:</strong> A strategy with excellent training performance but poor testing performance is
likely overfitted and should be avoided.
</div>
<h4>Best Practices</h4>
<ul>
<li>Use at least 1,000 bars of data (minimum 300 for testing)</li>
<li>Keep training ratio at 70% for balanced results</li>
<li>Only trade strategies with robustness score ≥ 60</li>
<li>Prefer strategies with scores above 80 for higher confidence</li>
<li>If all strategies fail, try different data or settings</li>
</ul>
<h4>Impact on Strategy Generation</h4>
<p>When walk-forward is enabled:</p>
<ul>
<li><strong>Failed strategies:</strong> Receive 50% fitness penalty (less likely to be selected)</li>
<li><strong>Robust strategies:</strong> Receive up to 50% fitness bonus (prioritized)</li>
<li><strong>Result:</strong> GA naturally evolves toward robust, non-overfitted strategies</li>
</ul>
<h2 id="generate">🎯 Generating Strategies</h2>
<ol>
<li>Review your settings</li>