51 (edited by ViniQ 2017-08-08 13:51:40)

Re: Expert Advisor Studio - Wish list

1. Edit stats on the fly

Wish: Popov please consider include a badge to edit comission/spread inside ea studio on the fly... I'm having hard time editing .json file everytime I export quotations. Consider I'm using ea studio for several markets, there more than one symbol/diferents comissions... In the meantime, thank you so much for your attention and participation.

http://i.imgur.com/Dmk1h0H.png

Hello trader! I'm from Brazil and use to trade Commodities available here (Dolar USD, Ibovespa Futures) I've made my first operation at stock market in February 2011. Went to bankruptcy in the options when ... Read more at ViniQ's Profile

Re: Expert Advisor Studio - Wish list

Possibly: Reverse In Sample and OOS periods.

I'm uncertain about the effects of this, but...

Many people are testing a hypothesis that if we generate many EAs over a very short time period, these EAs can take advantage of temporary market bias. I don't know if this is true or not (I hope that it is!), but if it is:

It seems that many people don't want to include an OOS period...and I think of two reasons for that: 1. It takes more work (and slightly longer generation time?), and perhaps this extra work is unnecessary; and 2. They are worried that the OOS period "uses up" the most recent and important data.

If we are going to include an OOS period, it seems to me that it would be better if this OOS is at the beginning of the data series. Why?

Because in that way, the EA would both be optimized with the very latest data AND still be adjacent to the OOS period. In this way, if the market is recently changing in a way relevant to the strategy, the OOS period will still look relatively the same (quality-wise) and it won't lessen the efficiency of the generated strategy due to being optimized over older data.

Using smaller data periods, I don't see a drawback to this approach, only benefits.

Maybe you have knowledge about this one way or the other?

Re: Expert Advisor Studio - Wish list

max spread in setting plz

if i have a max spread setting, i would have an extra or alternate way to ignore high spread regions

thanks

Re: Expert Advisor Studio - Wish list

max spread in setting plz

You can add it to your expert. Please see this modification: Protection - Maximum Spread

Re: Expert Advisor Studio - Wish list

My Request:

Acceptance Criteria for average numbers of trades in a time span.

We have avaible right now is "count of trades" and it's not clear to me how many "count of trades" I can have in 20.000 bars trading M1 or M5 or M15 or M30 timeframes...

Can you please consider to add in Acceptance Criteria

  • Trades Per Day. Average number of trades per day.

  • Trades Per Week. Average number of trades per week.

  • Trades Per Month. Average number of trades per month.

  • Trades Per Year. Average number of trades per year.

Thank you all, I hope what I have requested is possible.

Hello trader! I'm from Brazil and use to trade Commodities available here (Dolar USD, Ibovespa Futures) I've made my first operation at stock market in February 2011. Went to bankruptcy in the options when ... Read more at ViniQ's Profile

Re: Expert Advisor Studio - Wish list

Wish: In report session would be good if we can see the Backtest output for OOS too smile

http://i.imgur.com/Y9nu36N.png
suggestion in green.

Hello trader! I'm from Brazil and use to trade Commodities available here (Dolar USD, Ibovespa Futures) I've made my first operation at stock market in February 2011. Went to bankruptcy in the options when ... Read more at ViniQ's Profile

Re: Expert Advisor Studio - Wish list

ViniQ wrote:

Wish: In report session would be good if we can see the Backtest output for OOS too smile

I second that.

Re: Expert Advisor Studio - Wish list

I've found good strategies that relies only Entry rules + Risk Management (Take Profit + Stop Loss). The exit by indicator never happens because the exit part is an very unsual trigger combination like RSI(32) > 99 or very high volume.

So here is my wish1:

  • Exit rule indicator with option "Don't use any indicator".

http://i.imgur.com/WH34jCE.gif

So we can generate strategies that relies only on Entry rules + Risk Management (Take Profit + Stop Loss).

----

I know that in the end of indicators list we have the option to "Enable all - Disable all" for checkboxes and this will turn all checkboxes. But can you consider a click event in the title? Exemple 1 click in the title "Entry Rule" will turn only check box true

So here is my wish2: Check / Uncheck  checkboxes when click the title "Entry Rule--- Exit Rule"
http://i.imgur.com/Cdu8m1t.gif




I hope what I have requested is possible.
Thank you guys!

Hello trader! I'm from Brazil and use to trade Commodities available here (Dolar USD, Ibovespa Futures) I've made my first operation at stock market in February 2011. Went to bankruptcy in the options when ... Read more at ViniQ's Profile

Re: Expert Advisor Studio - Wish list

Hi,

Would like to be to able to save all Reactor settings to a file and to reload.

Thanks

Re: Expert Advisor Studio - Wish list

Would like to be to able to save all Reactor settings to a file and to reload.

You can export all settings from the Tools -> Settings page.

Re: Expert Advisor Studio - Wish list

Dear Popov,

Would you please consider adding stagnation as one of optimization criteria?

Best regards.

Iā€™m working on improving my English and trading skill

Re: Expert Advisor Studio - Wish list

Would it be possible to see the variables in each of the Monte Carlo tests?  Click on a line and it would show up what that particular scenario was? It would be useful to see where there are outliers which variables are likely to be causing the outlier.

Re: Expert Advisor Studio - Wish list

Hi,

I might have posted my wish in the wrong forum some months ago.

In addition to the Martingale tickbox I believe a hedge tick box would be nice as well.
So that we could build hedging EAs with the "Loss recovery method".

Kind regards

Re: Expert Advisor Studio - Wish list

Hi,
Would be like to have the option to be able to import Renko Bars Data into EAS

Thanks

Re: Expert Advisor Studio - Wish list

Hi,
EA Studio is a great tool. Right now it is (in my opinion) the best tool for building trading EAs automatically. I have some ideas that I think that could be really useful for all of us, but I feel Mr. Popov has his own roadmap and it seems every new update he codes in EA Studio makes it better-

However, I wanted to post just one idea. I would like (if it were possible) that when I upload new json files with new data, the old data wasn't overwritten, but on the contrary the new data will concatenate/continue when the old data ended. This way we could have more data (maybe up to a point/limit not to be a problem for the server) to build our strategies.

Thanks a lot
Regards

Re: Expert Advisor Studio - Wish list

the old data wasn't overwritten, but on the contrary the new data will concatenate/continue when the old data ended

If this were to be implemented, I would request this be optional and not the default.  I sort of have an aversion to old data:

(a) Indicator parameters are computed using a data set.  I would prefer these computations be performed using the latest and greatest data.  When you include old data, then it skews the results using data that is no longer relevant.  I can't say where the cut-off line is between old and new data, just that I don't think more data is necessarily better.  I'd rather the focus be on newer data.

(b) The larger the data set, the longer the computation will take.  It may not be noticeable because Popov's algorithms are so fast, but if you double the size of the data set then you will halve the number of strategies that will be generated / optimized within a fixed period of time.  I'd prefer more strategies because then there is a greater probability of discovering some winners.

Everything is a trade-off -- I'm just suggesting if this feature were added that there be an option whether or not to use it.

Re: Expert Advisor Studio - Wish list

Thank you for giving us your ideas. I work hard every day and upload new features several times per month.
I even have no time now to explain what are the new things, but someday I'll find time.
We are working now on 2-3 new things:
- automated data uploading service
- multi-currency portfolio
- more portfolio stats
- more acceptance criteria filetrs
- some kind of portfolio correlation analysis
- walk forward optimization for a strategy
- walk forward option in the Reactor
- multi-currency Validator

I hope all these will be ready within 6 months. I have a great working spirit and inspiration and cannot stop codding new tools. Unfortunately this gives me very limited time to discuss ideas in the forum or to make new videos.

Have fun and trade safe!

Re: Expert Advisor Studio - Wish list

sleytus wrote:

the old data wasn't overwritten, but on the contrary the new data will concatenate/continue when the old data ended

If this were to be implemented, I would request this be optional and not the default.  I sort of have an aversion to old data:

(a) Indicator parameters are computed using a data set.  I would prefer these computations be performed using the latest and greatest data.  When you include old data, then it skews the results using data that is no longer relevant.  I can't say where the cut-off line is between old and new data, just that I don't think more data is necessarily better.  I'd rather the focus be on newer data.

(b) The larger the data set, the longer the computation will take.  It may not be noticeable because Popov's algorithms are so fast, but if you double the size of the data set then you will halve the number of strategies that will be generated / optimized within a fixed period of time.  I'd prefer more strategies because then there is a greater probability of discovering some winners.

Everything is a trade-off -- I'm just suggesting if this feature were added that there be an option whether or not to use it.

Hi Steve, thanks for your comments. Please notice we can always use "data horizon start time" to limit the maximum number of bars we use to build our strategies. On the contrary it is not possible to have more data (for example m15 bars) than the bars that the broker allows us to download. This data (the data from the broker) is changed continuously /cycled, so the broker doesn't allow us to download more than a number (fixed) of bars. Being able to store more bars (instead o losing them) is something good. We could always use them all or only a few...

Re: Expert Advisor Studio - Wish list

Popov wrote:

Thank you for giving us your ideas. I work hard every day and upload new features several times per month.
I even have no time now to explain what are the new things, but someday I'll find time.
We are working now on 2-3 new things:
- automated data uploading service
- multi-currency portfolio
- more portfolio stats
- more acceptance criteria filetrs
- some kind of portfolio correlation analysis
- walk forward optimization for a strategy
- walk forward option in the Reactor
- multi-currency Validator

I hope all these will be ready within 6 months. I have a great working spirit and inspiration and cannot stop codding new tools. Unfortunately this gives me very limited time to discuss ideas in the forum or to make new videos.

Have fun and trade safe!

Hi, thanks for answering. All these future features sound great. Lookin forward to being able to build multicurrency portfolios of no correlated strategies smile Thanks for posting your roadmap with EA Studio. Best regards!

Re: Expert Advisor Studio - Wish list

rjectweb wrote:

Please notice we can always use "data horizon start time" to limit the maximum number of bars we use to build our strategies.

Yep -- you're right -- sorry...  I forgot about being able to use the data horizon start and end dates to control how much and which data is used.   

Popov just now mentioned an "automated data uploading service" -- I think that will be very, very cool.

Re: Expert Advisor Studio - Wish list

Hello ...

Related to the new feature that was just added -- "Collection marks the new data zone after Recalculate" -- it just gave me an idea.  You know how Monte Carlo results are displayed using a chart and statistics, what about something similar but where different data sets are used to first train a strategy?

I've learned that training with different data sets makes a difference in how a strategy performs so, over time, I've created a number of different data sets.  I think it would be quite helpful to be able to compare the results of a single strategy that was trained using different data sets.  In this way we could learn that one particular data set works better than others.  And then we could use the best data set when generating a collection.

The fast optimization / training in EA Studio (and FSB-Pro) is just so amazing.  If we could also take advantage of it by comparing different data sets then that could go a long way toward generating strategies with better statistics.

As a side note -- the time stamps in the data set are not important -- that is, the data set could come from some period in the past or, even, a hybrid that was stitched together.  It's the number of bars and their patterns that I think are most important when training a strategy and computing the best parameters.

And something else just occurred to me -- after training a strategy with a particular data set, then perform a back test using the most recent data for the symbol you are working on.  And in this way we could confirm that the training really worked.  Currently I'll still use MT4's Strategy Tester as a "sanity check" to make sure my optimized / trained strategies work well with the most recent data.

Re: Expert Advisor Studio - Wish list

One other thing I might add about using a data set to train / optimize that is different than the one used for back testing...

People often worry about "over-optimization" or "curve-fitting".  If the data set you use for training / optimization is different than the one used when back testing -- and if the back testing statistics continue to look good -- then it is highly unlikely that the parameters computed during training are curve-fitted.   Does this make sense?

Re: Expert Advisor Studio - Wish list

A portfolio optimiser, whereby the best N% of strategies are chosen based on evaluation of the portfolio (rather than evaluation of individual strategies via the performance filter). This should find the best hedging combination based on the strategies in the portfolio. Existing criteria like Sharpe, Net Profit, Profit Factor, Win/Loss ratio, etc would be chosen as the portfolio evaluation function, just like a single strategy.

This could be accomplished via a new panel in the portfolio summary page.

Thoughts?

Re: Expert Advisor Studio - Wish list

Another thing, which should be very trivial to implement, is to be able to sort Collection and Portfolio by strategy ID. This makes it useful when multiple variants of a strategy are added to the collection from the optimisation process. This would allow quick identification of all variants in the sorted list.

Re: Expert Advisor Studio - Wish list

UseTheForce wrote:

Another thing, which should be very trivial to implement, is to be able to sort Collection and Portfolio by strategy ID. This makes it useful when multiple variants of a strategy are added to the collection from the optimisation process. This would allow quick identification of all variants in the sorted list.

I have asked for this for a long time...hopefully it will be done soon. Just a filter that can be easily added....