Topic: How to "refresh" a Portfolio Expert?

Let's say I have a Portfolio Expert with 100 strategies, and 6 months from now I would like to "refresh" it by using a new Data Horizon that includes the most recent data (e.g. from the last 6 months).  How would I go about refreshing or re-optimizing those 100 strategies?

Do I have to re-optimize each strategy, one-by-one?  And even if I did, then sometimes multiple copies of the same strategy replace other strategies with worse statistics -- that is, I end up with 90 unique strategies plus 10 variations of a single strategy with slightly different parameters.

There is a CheckBox that controls whether or not a re-optimized strategy is added to the Collection -- so, I can leave that unchecked.  But then, suppose I do want a re-optimized strategy to replace the original one.  How would I do that?

It seems like EA Studio would benefit from having an option that allows you to simply change the Data Horizon and then re-optimize just the settings of the strategies that currently exist in the Collection.

2 (edited by Blaiserboy 2017-07-12 00:31:55)

Re: How to "refresh" a Portfolio Expert?

Can a collection be reloaded and then new data applied.... or does that mess up the existing strategies too much.

My impression has been that we use the strategies until they are no longer usable and keep adding new....  sorta like disposable strategies.

Because EA Studio strategies collections are using mainly oscillators and ma's, I do not think they will last forever, will require high maintenance. I can be wrong in that.

FSBPro strategies can be built to last with periodic optimixation.

As time passes, I am sure that Popov plans to add some features to EA Studio that will make better and better strategies.

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

Re: How to "refresh" a Portfolio Expert?

Blaiserboy wrote:

...sorta like disposable strategies...

Ahhh -- okay, I like that.


Blaiserboy wrote:

Can a collection be reloaded and then new data applied.... or does that mess up the existing strategies too much.

Since you bring up the point -- I think you are right.  "Refreshing" a single strategy using FSB Pro is a whole lot different than refreshing a Portfolio Expert with 100 strategies.  Changing the Data Horizon might also have a negative effect on many of the strategies in the Collection.


Since creating a Portfolio Expert is so easy then I will take the approach of using it until the point where its profitability begins to waver, and then simply replace it with a brand new Portfolio Expert.  Popov's software makes this toooo easy...

Re: How to "refresh" a Portfolio Expert?

Since creating a Portfolio Expert is so easy then I will take the approach of using it until the point where its profitability begins to waver, and then simply replace it with a brand new Portfolio Expert.

I had this idea in mind for the Portfolio expert. However, we will benefit if we can import a portfolio back in EA Studio because we can keep the best strategies.

The biggest problem is that EA Studio was initially designed to work with single strategies and now I'm considering a new platform for working with collections.

Re: How to "refresh" a Portfolio Expert?

Popov wrote:

..we will benefit if we can import a portfolio back in EA Studio because we can keep the best strategies..

Well -- one thing I was considering is it would be fairly easy to add such a feature to MT4 Tracker -- or, something along the lines of what you are suggesting.  Currently, MT4 Tracker is used to exclude poor performers.  But it could also be used to identify good performers and merge them into a new or existing Portfolio Expert.  In fact, you could input multiple Portfolio Expert files, identify all the good strategies, and then merge them into one, new Portfolio Expert file.  And that way we could keep the best strategies.  Since the format and code of your Portfolio Expert *.mq4 file is so clean and easy to interpret and parse, then this would be quite simple to do.

Re: How to "refresh" a Portfolio Expert?

MT4 Tracker is certainly a wonderful tool for each of us.... I use it a lot.

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