Update Historical Data

Hi Popov,

Why do the naming structures of the JSON files in the data folder differ from each other? for example:
\express-generator\data\Premium\EURUSD_M30.json
\express-generator\data\Darwinex\EURUSD30.json
\express-generator\data\Eightcap\EURUSD30.json

Statistics for dropping strategies

How can I see how many strategies were dropped when backtested in a workflow for not meeting specific criteria, for example, a profit factor greater than 1.1?

I have a workflow of 6 stages, stage 1 is generating, stage 2 is testing out-of-sample, stage 3 is testing on another market, etc.

I need to see how many strategies were dropped after each stage and the criteria they were dropped on, for example, less than 100 trades, or PF is less than 1, etc.

Multi Market Validation

Updated to accept other parameters of gen.js

EA Studio - News and updates

Hello, Traders,

A new Expert Advisor Studio v25.9.18 is released.

New features:

  • Introduced Max Spread protection in the Strategy Properties and the Generator / Reactor.

  • The strategy Backtester prevents position entries when the data spread is higher than the protection value

  • The Max Spread protection is set in the exported Expert Advisors and works in the real trading

  • EA Studio shows detailed spread statistics in the Data -> Data Statistics page

  • The Indicator Chart correctly plots the Long positions entries at the Ask price

https://image-holder.forexsb.com/store/ea-studio-editor-max-spread-protection-thumb.png

Please find more details for this update here: Max Spread Protection in the Backtester

Trade Safe!

Max Spread Protection in the Backtester

Hello, Traders,

As you know, the historical data provided in the EA Studio dynamic spread. You also have a dynamic spread when you import data from MetaTrader 5. MetaTrader 4 does not provide spread information, so I strongly recommend that you switch to MetaTrader 5.

Now, EA Studio accepts Max Spread protection parameters in the Strategy Properties and in the Generator, and calculates them correctly during the backtest.

When used, the Max Spread protection prevents the opening of new positions when the data spread is higher than the protection value.

It prevents overestimated backtests for strategies that exploit data gaps. Such strategies use Bollinger Bands, Envelop, or Donchian Channel indicators and trade against that gap.

The problem in such cases is that the spread on a gap is much higher than usual, and it reduces the potential profit.

With the Max Spread protection, we can eliminate such entries in both backtesting and real-time trading in MetaTrader.


Max Spread Protection in Strategy Properties

We can set the Max Spread Protection in the Strategy Properties.
EA Studio calculates and updates the backtest stats in real-time when we change it.

We set the protection in Points. Zero means that the protection is off.

https://image-holder.forexsb.com/store/ea-studio-editor-max-spread-protection-thumb.png


Max Spread Protection in the Generator and the Reactor

You can set Max Spread protection values in the Generator. By doing that, it will preset this protection in the created strategies.

https://image-holder.forexsb.com/store/ea-studio-generator-max-spread-protection-thumb.png

Spread Statistics

We introduced spread statistics in the Data -> Data Stats page.

It shows the maximum, minimum, and average spread.

We also calculate and show the Highest and the Lowest 1% average spread.

These real spread statistics help us to choose a proper value for the Max Spread Protection.

I recommend you use a value between the Average Spread and the Highest average 1% values.

https://image-holder.forexsb.com/store/ea-studio-data-statistics-spread-stats-thumb.png

Updated Indicator Chart

The Indicator chart now correctly draws the entry values of the long positions at the Ask price.

We see how big the spread is in the screenshot below. It makes it very dangerous to trade during significant gaps without entry protections.

https://image-holder.forexsb.com/store/eas-indicator-chart-long-position-entry-at-ask-thumb.png

Please, experiment with this new feature and share your opinion.

Have a pleasant and productive trading session!

Please Help - Top 10 Robots app

Thanks for the fast answer. The "key" in the linked information .txt is to test the robots on much as possible different brokers and much as possible different instruments. But this will take a long time.

How long the servers where are the Generators run, take time to generate 1 good strategy? Is where +- a duration to generate 1 strategy? Is the strategy generator running behind the top 10 robots app?

Edit: I will not do the things above. The time spend will be huge. I thought the calculated top 10 robots app have a robust test before present the robots. So for me its done. Thanks all smile

Multi Market Validation

Hello all

I tried to make a Multi Market validation workflow that will pass a strategy if it passes validation on x amount of markets.
For this I made a node js script with AI.

Disclaimer, I did not test this thorougly yet. Use at your own risk.

- Put MultiMarket.mjs in bin folder.

- You need to have an input folder with singular strategy collections. Use auto_save_at_collected parameter when generating    a batch you want to validate MM on and output_replace = false.

- It will run Multi market validation on pairs which are also in eastudio.

- If you choose --markets 8 it will choose the first 8 pairs like on the website

- You can also choose your own list use these parameters for that;
--custom_markets true --custom_markets_list "EURUSD,USDJPY,AUDNZD,NZDCHF"

- validation_limit is the amount of markets it should pass to be valid.

- validated files should be in your output folder + /validated


Example:



set "symbol=%1"
set "period=%2"
set "startdate=%3"
set "enddate=%4"
set "timer=%5"

REM |Generate Normally
node .\bin\gen.js ^
 --settings                   wf_start.ini ^
 --symbol                  %symbol% ^
 --period                 %period% ^
 --data_start             %startdate% ^
 --data_end                  %enddate% ^
 --max-working-minutes    %timer% ^
 --output              ./collections/coll_[server]_[symbol]_[period].json ^
 --auto_save_at_collected  1 ^
 --output_replace  false

REM | Validate Multi Market
node .\bin\MultiMarket.mjs ^
 --settings               wf_MultiMarket.ini ^
 --symbol                   %symbol% ^
 --period                 %period% ^
 --data_start             %startdate% ^
 --data_end               %enddate% ^
 --input                  ./collections/ ^
 --output                 ./collections/MultiMarket ^
 --markets                8 ^
 --validation_limit       4



So in this case it will go through 8 market pairs validations and the strategy needs to be valid for 4 pairs.

I hope people can use this. If you find this of use please share a nice workflow with me since I still struggle myself.

EA Studio - News and updates

> Can you add this to the ExGen

Yes, of course. It will be in the next release of ExGen.

I'm currently working on implementing Max Spread protection in both the Strategy Properties and the Backtester. It is super cool. I'll release it on Tuesday.

EA Studio - News and updates

Can you add this to Express Generator

Please Help - Top 10 Robots app

> Why are in example a yearly based top 10 Robots app EA is in my account performing 90% losing trades and in the statistics of top 10 Robots app is it one of the best EA‘s?

This does not look correct.

Please test several of the robots in your MetaTrader tester. The MetaTrader test result must be close to the ones shown in the Top 10 app.

...

I personally do not like the idea of the Top 10 application. I listed it on my website simply because I worked on it for more than a year.
The problem is that the application lists pre-generated robots sorted by profit. It misleads traders into believing that downloading Expert Advisors from there is sufficient to start making a profit.

The Expert Advisors from the Top 10 Robots app require thorough testing on the specific platform you use.

We spent several days with Petko Alexandrov from EA Trading Academy (https://eatradingacademy.com) discussing the algotrading trading. They trade with EA Studio, Top 10, Prop App robots, and also with other third-party ready robots.

They conduct extensive testing on various accounts and spend a lot of time choosing which strategies to trade.

I basically created the Top 10 App and the prop App (not listed here) for them.

..

I received a screenshot from Marin Stoianov. He passed a halange yesterday with these robots. He will probably make a video of how he chooses which robots to trade.  (Just what I know from him is that it takes freshly generated robots with a good OOS profit)

https://image-holder.forexsb.com/store/porp-account-marin-thumb.png

...

Samuel, a professional taster and a long-time user of EA Studio, recorded two videos for me with reccomendations.
You may find it interesting to see how he evaluates sth robots.

https://www.dropbox.com/scl/fo/v83xgtk8 … b&dl=0