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Re: Portfolio Expert

I tried trimming a portfolio to only 1EA but the single EA contained within the portfolio does not trade. The reason I did this was to test a profitable strategy contained within the portfolio. Is there a way to identify a magic number to a particular strategy contained within the portfolio?

"Robustness is a mustness" - jimmy

Re: Portfolio Expert

Yes, the formula is: Base Magic Number + 1000 * Strategy Index


Example Base Magic Number: 100
Strategy Magic Numbers: 100001, 100002, ... 100099, 100100

Re: Portfolio Expert

Yes, the formula is: Base Magic Number + 1000 * Strategy Index

Example Base Magic Number: 100
Strategy Magic Numbers: 100001, 100002, ... 100099, 100100

Thanks mate. I am sure you have answered the question before. Make a little sticky about commonly asked questions...

Thanks again.

"Robustness is a mustness" - jimmy

54 (edited by jimmydaytrades 2017-06-25 14:25:03)

Re: Portfolio Expert

The strategies appear to be around the number within the portfolio, for instance I was looking for 10054, strategy ID was 52.1. Is there a way we can add more filters to help pinpoint our search?

"Robustness is a mustness" - jimmy

Re: Portfolio Expert

Hi all. need help

my portfolio ea's will not run (tested on AAAfx and Admiral markets), how do i fix it?

note: url is loaded, recalculated, loaded expert in MT4, refreshed, auto trading enabled, url enabled, ea loaded onto chart, smiley face is good and server ms is shown, no trades execute.

p.s. mt4 tracker software downloads, installs but does not open in my win xp pc.
says: not a valid windows 32 application. does anyone know how i fix it or work around it. cheers

Re: Portfolio Expert

Are these FSBPro strategies or are they from EA Studio?

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: Portfolio Expert

If these are EA Studio, there is a line you have to change in MT4, I am not sure you have done that. You mentioned URL, please check that you did that correctly.
Also, check experts log and journal for any indication of a problem.

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: Portfolio Expert

Finding many discrepancies when inputting a strategy from EA studio to FXSBpro. They do not perform as well in FXSBpro. I run the reactor and always include Monte Carlo for EA Studio. I am finding strategies that pass in EA studio do not pass in FXSBpro. Why? Same data and all... Which one should I trust to be more accurate? I really like the portfolio chart in FXSBpro is there a possibility of adding a similar feature to EA studio? Also some more filters to locate strategies once the collection has been uploaded to EAS would be a big help.

"Robustness is a mustness" - jimmy

Re: Portfolio Expert

Calculation is slightly different between them, closing is at bar open, for example. Pro has bar closing.

Monte is Monte, I've got results, which are contradictory, meaning sometimes a strat passes the test, sometimes not (same strategy! Try to run a strat through Monte 3-4x in a row and notice what it shows). Probably my sample size is too small and I haven't really made it myself crystal clear how it works. But if I can't repeat the result, I'm not gonna use it.

It's a lot of work to dig through the journals and discover where those discrepancies occur, but it's the only way.

Re: Portfolio Expert

I have observed the Monte Carlo differences.

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: Portfolio Expert

Monte is Monte, I've got results, which are contradictory, meaning sometimes a strat passes the test, sometimes not (same strategy! Try to run a strat through Monte 3-4x in a row and notice what it shows). Probably my sample size is too small and I haven't really made it myself crystal clear how it works. But if I can't repeat the result, I'm not gonna use it.

I do the same thing, as in, run the test several times. I did notice that EAS (expert advisor studio) uses bar opening as a rule for positions...I find it hard to manage the overall DD% of a portfolio produced via EAS.

"Robustness is a mustness" - jimmy

62 (edited by yonkuro 2017-07-03 10:55:59)

Re: Portfolio Expert

Hi Popov,
Could you please add a parameter to make the Portfolio EA stop opening new positions so it'll only close the open position?

I think it'd be useful if we want to replace the current portfolio with the new one.

do or do not there is no try

Re: Portfolio Expert

I use a script for closing all positions. Please see this post: https://forexsb.com/forum/post/43408/#p43408

64 (edited by yonkuro 2017-07-04 09:06:05)

Re: Portfolio Expert

Popov wrote:

I use a script for closing all positions. Please see this post: https://forexsb.com/forum/post/43408/#p43408

Thanks Popov,

I just think it'd be good if the positions are closed properly based on strategy logic, while at the same time we can apply the new portfolio with different base magic number.

So the transition from old portfolio to the new one will be smooth.

do or do not there is no try

Re: Portfolio Expert

It is possible.

- Open your Portfolio expert and find the OpenPosition function.
- Add return; at the beginning of the function like in the image below.


http://s9.postimg.org/qp5kxv3u7/screenshot_339.png



This will prevent all new entries but will keep the strategy exit intact.

Re: Portfolio Expert

Popov wrote:

It is possible.

- Open your Portfolio expert and find the OpenPosition function.
- Add return; at the beginning of the function like in the image below.




This will prevent all new entries but will keep the strategy exit intact.

Thank you so much, this is indeed what I want smile

do or do not there is no try

Re: Portfolio Expert

Hi all

I've been running the portfolio expert in demo and live accounts (I think live is the only real test for my greed and fear!).

The EA has been working well, however I think correlation between the individual strategies is my biggest challenge. By correlations I mean very similar strategies which would easily mean increased leverage, magnified gains/losses etc.

What do you guys think the best way to identify closely correlated strategies? Purely manual by looking at the return graph of each strategy? Sorting by max dd, sharpe ratio or one of the other sortable metrics? A totally new correlation metric?

Maybe there's no getting away from correlation if you're running say 10 (or 20, 50, 100 etc) strategies on the same currency on the same timeframe?

Be interested to hear your thoughts.

Re: Portfolio Expert

I think you will have to do a manual inspection and list them all....

And you will probably find a lot of similar strategies unless you were active in limiting those when running EA Studio.

I suggest that you use different pairs as often as you can to get away from correlation.

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: Portfolio Expert

Blaiserboy wrote:

I think you will have to do a manual inspection and list them all....

And you will probably find a lot of similar strategies unless you were active in limiting those when running EA Studio.

I suggest that you use different pairs as often as you can to get away from correlation.

Thanks Blaiserboy, yes I agree re different pairs as much as possible. I use this useful tool to help, as different pairs can still be closely correlated: https://www.mataf.net/en/forex/tools/correlation

I think EA Studio Portfolio Expert builds a portfolio of strategies, but only for one asset at a time (ie EURUSD). So I am looking at ways of knocking out highly similar strategies before the portfolio export, so that the strategies in the single EA are as diverse as possible (whilst obviously still on the one asset and timeframe).

I'm not sure I've explained the above clearly! hmm

Re: Portfolio Expert

It's all manual work... You have to export journals for all strats, then make the correlation analysis in excel. Currently that is the only way I can think of.

I've been thinking that if we rule out correlating indis, do we get more diversified strats as well? It is fairly visible that there is a huge number of extremely similar indicators, it's no wonder as they are all based on price, but nevertheless some are mirroring themselves more than others, they share similar calculation! So, choosing an indi set which contain "differently" acting indis might be the best way to go, then it should reduce the probability of collecting highly correlated strats, too!

Re: Portfolio Expert

I am not sure how many strategies you intend to end up with on your real account.

I caution you re too much examination until you have quite a few strategies passing your criteria.

You can control the indicators being used as well as the exit points before you build the strategies.

In some ways, your analysis could cripple the development of your portfolio if you are doing it before you have quite a few strategies.

There is 26 pairs that you can use to diversify, I would think that if you had a couple strategies from each of those you would not have to worry about correlation.

If you complex it too much you will be dissatisfied and frustrated, I suggest that you plan to use different pairs to build your portfolio and use, perhaps 30 as the number of strategies at the most... That should give you a great income.

Too many strategies and you will be unable to manage them.

Just my opinion.....

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

72 (edited by Blaiserboy 2017-07-22 15:19:32)

Re: Portfolio Expert

I have not had any difficulty with correlation, I do not keep track of that.
I have quite a few different kinds of Ea's that I work with and many of them are on EURUSD charts.
Theoretically I guess a person needs to avoid correlation, but I have not found that to be critical up until now.

I have no idea what others feel about this or how they manage their portfolio, and I am no expert in this

The more I think about this topic, the more questions arise...

I would have to ponder a long list of advantages and disadvantages of this approach.

I can see that it would be very time consuming but there may be some reward in satisfaction.

(I have one ea that trades multiple setups simultaneously, all on EURUSD, using only the price channel as the indicator, and that ea is what I count on every day to produce what i want for income. I think that may be why I am a bit skeptical about spending a lot of time on correlation. The money is made by keeping things optimized and observing performance closely.)

You only need a few strategies to make your money.

Again, these are only opinions and we all see the markets differently. That is what makes trading to be so much fun.

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: Portfolio Expert

Interesting thoughts from Blaiserboy and footon, thanks both. Yes I am very much of the philosophy of keeping it as simple as possible.

Tools like EA Studio & FSBPro have been a major help to me, as I am not a coder and am much more comfortable managing systems. Previously, automated EAs have been outwith my reach due to my lack of coding skills (and I don'y have the aptitude to be a coder), and I never liked the idea of running someone else's EA.

Re: Portfolio Expert

Programming is vital, learn to do it. Besides building a strong base in statistics, the next corner-stone for any trader should be coding. Programming is not only good to learn if you want to automate algorithms but it is also vital for running experiments to answer questions and apply all your knowledge in statistics. As I mentioned before, the ability to answer questions marks a fundamental difference in someone’s ability to find and profitably trade edges compared to someone who can’t. Programming is a tool to answer these questions and lacking programming knowledge puts a person at an enormous disadvantage against someone with that knowledge. While it took a discretionary trader 2 years to develop a trading system, it might have taken a quant 5 seconds to develop 1000 of those algorithms using data-mining tools. From systematically evaluating sources of bias to properly quantifying and describing market conditions, coding is key. Learning to program will only be a positive thing for you – even if trading doesn’t work for you as it’s a very generic skill – do a few online courses and start coding. (Mechanical Forex)

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: Portfolio Expert

Dear, do you recommend any online or books to learn coding and programming?
Thank you

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