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	<title type="html"><![CDATA[Forex Software — Trouble generating strategies with custom symbol settings]]></title>
	<link rel="self" href="https://forexsb.com/forum/feed/atom/topic/8523/" />
	<updated>2020-09-03T16:19:22Z</updated>
	<generator>PunBB</generator>
	<id>https://forexsb.com/forum/topic/8523/trouble-generating-strategies-with-custom-symbol-settings/</id>
		<entry>
			<title type="html"><![CDATA[Re: Trouble generating strategies with custom symbol settings]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/62154/#p62154" />
			<content type="html"><![CDATA[<p>No update on that particular issue, it didn&#039;t seem to work and trades remained open. I use another EA to close out trades for news and weekends, etc.</p>]]></content>
			<author>
				<name><![CDATA[aaronpriest]]></name>
				<uri>https://forexsb.com/forum/user/12293/</uri>
			</author>
			<updated>2020-09-03T16:19:22Z</updated>
			<id>https://forexsb.com/forum/post/62154/#p62154</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: Trouble generating strategies with custom symbol settings]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/62152/#p62152" />
			<content type="html"><![CDATA[<p>Hi Aaron,</p><p>Any update on your broker close time issue?</p>]]></content>
			<author>
				<name><![CDATA[burrup.lambert]]></name>
				<uri>https://forexsb.com/forum/user/11615/</uri>
			</author>
			<updated>2020-09-03T14:58:22Z</updated>
			<id>https://forexsb.com/forum/post/62152/#p62152</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: Trouble generating strategies with custom symbol settings]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/62002/#p62002" />
			<content type="html"><![CDATA[<p>Hey Popov, I have two more technical questions:</p><p>1) When generating a portfolio of EAs and placing it on a chart, does it only open one trade at a time per embedded strategy? In other words, if I have 10 strategies in a portfolio, will it open a max of 10 trades at once, or can it open a great deal more? I&#039;m trying to figure a way to limit my risk by estimating how many trades could possibly be open at any given time based on the number of portfolio EAs I&#039;m running.</p><p>2) My portfolio EAs did NOT close out Friday trades properly at the time they were set. I double checked the EAs to be certain the code was correct and I didn&#039;t have incorrect settings in EA Studio:</p><p>// Session time is set in seconds from 00:00<br />const int sessionSundayOpen = 0; // 00:00<br />const int sessionSundayClose = 86400; // 24:00<br />const int sessionMondayThursdayOpen = 300; // 00:05<br />const int sessionMondayThursdayClose = 86400; // 24:00<br />const int sessionFridayOpen = 300; // 00:05<br />const int sessionFridayClose = 86100; // 23:55<br />const bool sessionIgnoreSunday = true;<br />const bool sessionCloseAtSessionClose = false;<br />const bool sessionCloseAtFridayClose = true;</p><p>The broker closed at 23:59 and trades are still open. Is this based on the computer clock, or the broker platform&#039;s clock? I was assuming broker platform.</p><p>Thanks again!</p>]]></content>
			<author>
				<name><![CDATA[aaronpriest]]></name>
				<uri>https://forexsb.com/forum/user/12293/</uri>
			</author>
			<updated>2020-08-22T23:09:36Z</updated>
			<id>https://forexsb.com/forum/post/62002/#p62002</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: Trouble generating strategies with custom symbol settings]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/62001/#p62001" />
			<content type="html"><![CDATA[<p>OK, thanks! ;-)</p>]]></content>
			<author>
				<name><![CDATA[aaronpriest]]></name>
				<uri>https://forexsb.com/forum/user/12293/</uri>
			</author>
			<updated>2020-08-22T22:54:12Z</updated>
			<id>https://forexsb.com/forum/post/62001/#p62001</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: Trouble generating strategies with custom symbol settings]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/62000/#p62000" />
			<content type="html"><![CDATA[<p>Most probably adding the commission degrades the strategies performance to a level that makes it twice time more difficult to pass the Acceptance Criteria. It looks normal.</p>]]></content>
			<author>
				<name><![CDATA[Popov]]></name>
				<uri>https://forexsb.com/forum/user/2/</uri>
			</author>
			<updated>2020-08-22T22:13:13Z</updated>
			<id>https://forexsb.com/forum/post/62000/#p62000</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Trouble generating strategies with custom symbol settings]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/61998/#p61998" />
			<content type="html"><![CDATA[<p>Hey folks! </p><p>I&#039;m attempting the FTMO Challenge with nothing but EA Studio, mostly to see if it can be done. :-) Right out of the gate I&#039;m struggling to create strategies however. My first hurdle is that FTMO uses LMAX as a liquidity provider, and their MT4 demo account only gives about 2 weeks of historical data. So I&#039;ve had to download data from other brokers, like Dukascopy, and use custom symbols to try to get them to match. Once I do this, I can run the reactor for days and only get very few, if any, strategies. So, as a test tonight, I ran two browsers at the same time using MetaTrader-Demo, EURUSD, H1--one with custom symbol settings, the other with no changes. The only changes I made under symbol settings was swap long, swap short, and a $3 commission. After running both for about 45 minutes, here were the results...</p><p>Original:<br />Generator<br />Generated strategies&nbsp; &nbsp; 104006<br />Passed validation&nbsp; &nbsp; 51 (0.05 %)<br />Normalization<br />Calculated strategies&nbsp; &nbsp; 51 (3769)<br />Normalized strategies&nbsp; &nbsp; 49 (96.08 %)<br />Passed validation&nbsp; &nbsp; 51 (100.00 %)<br />Monte Carlo validation<br />Calculated strategies&nbsp; &nbsp; 51 (1020)<br />Passed validation&nbsp; &nbsp; 17 (33.33 %)</p><p>Custom symbol settings:<br />Generator<br />Generated strategies&nbsp; &nbsp; 104396<br />Passed validation&nbsp; &nbsp; 28 (0.03 %)<br />Normalization<br />Calculated strategies&nbsp; &nbsp; 28 (2105)<br />Normalized strategies&nbsp; &nbsp; 28 (100.00 %)<br />Passed validation&nbsp; &nbsp; 28 (100.00 %)<br />Monte Carlo validation<br />Calculated strategies&nbsp; &nbsp; 28 (560)<br />Passed validation&nbsp; &nbsp; 9 (32.14 %)</p><p>They run about the same speed, but one has half the results. It seems to be even worse if I upload data from another broker (since MetaTrader-Demo only has a handful of currency pairs). Is this maybe because of the $3 commission, where the other doesn&#039;t have one at all? Trying to figure out how to get better strategies faster...</p>]]></content>
			<author>
				<name><![CDATA[aaronpriest]]></name>
				<uri>https://forexsb.com/forum/user/12293/</uri>
			</author>
			<updated>2020-08-22T04:21:51Z</updated>
			<id>https://forexsb.com/forum/post/61998/#p61998</id>
		</entry>
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