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

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

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?

Are these FSBPro strategies or are they from EA Studio?

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.

I have observed the Monte Carlo differences.

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.

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.

Thank you so much, this is indeed what I want

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.

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!

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.

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)