Topic: Testing Question -- Comparing Portfolio EA with Individual Strategies
alamehmazen123 and I have been testing Portfolio Maker and have observed certain behavior that leads us to believe that a portfolio EA (with 40 strategies trading on a single chart) behaves differently than the same 40 strategies trading in their own charts. I think there may be a timing issue related to how many trades can be executed per chart per tick.
I am curious to learn if anyone has directly compared a portfolio EA created by EA Studio with the corresponding strategies trading in their own chart. That is, within a single MT4 terminal, open 41 M5 charts and attach 40 individual, EA Studio strategies and one EA Studio-generated portfolio EA. And then monitor their trading behaviors. Do they mirror one another? I'll bet a quarter (0.25 USD) that the portfolio EA trades less frequently than the corresponding individual strategies.
I don't think the portfolio EA necessarily misses trades, but I have noticed that on certain ticks where 5 or 6 individual EAs will open a trade, the portfolio EA (one created by Portfolio Maker, not EA Studio) will open only 1 or 2 trades.
I'd do the test myself except (a) I'm primarily using FSB Pro these days, and (b) I'm feeling lazy...