Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

Congrats!!!
I think it will be a revolutionary app , and will have much more updates as it can be in a consistent future developemnt to meet a trader need.

Congrats Sleytus!

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

I think that the controls you have installed re margin etc, are going to allow me to work with fewer strategies, This week I will try to cut down to 50 or so, or at least generate better quality strategies that will allow that.

I am more interested in having a few that work well consistently, easier to manage position sizing.

That being said....... I am quite disappointed that you omitted a happy face. lol

daveM

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

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

Blaiserboy wrote:

That being said....... I am quite disappointed that you omitted a happy face.

smile

54 (edited by hannahis 2017-12-10 08:49:00)

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

Hi Steve,

A million thanks to you for such wonder software, a great time and effort saver.

I have set up 41 MT4 Terminals and run more than 3000 EA in a matter of hours. 

Without Portfolio Maker, I wouldn't even want to attempt to run such large number of EA,

imagine setting up more than 3000 EA, one MT4 chart at a time!!! That's madness. 

But with Portfolio Maker, all I need to do is just install 41 MT4 charts, what a breeze smile


Here is just some suggestions, if you would kindly consider

1. Add BE, SL, TP inputs, so that we can test the results if we were to change any of these settings. 

Often I'm interested to test what's the outcome would be like if I were only change the BE or SL settings and re-test these EA again to see any possible improvement.

Hence, instead of going to each individual EA to make these changes, if you were to include it as part of the changes we can make the changes across all the EA in the Portfolio, that would be great.


2. Add the option to use Trailing Features, a simple trailing is suffice if it is not too much a trouble.

I understand you may want to let Portfolio Maker be where it is now. 

But if you are willing to consider again.  Do hope you would take a look into this.

A lot of FSB users wish we have more than 1 Closing/Exit Strategy.  In the past there were lots of hope for the Profit Protection Features we were discussing and for some reasons, this project was shelf aside.

In addition to our exit conditions, we often realised that if we were to add in a trailing exit, we could have a better and more dynamic exit (if for some reasons, our original closing conditions were too slow to respond to dramatic changes in the market).


3. Of cos there are lots more features we can imagine.  And whenever you are open to discuss ways to make Portfolio Maker an even more excellent tools for FSB Traders developmental needs, I believe a lot of us will be very willing to come forth to contribute more ideas.


Here is an overview of what an EA development Process is like

1. Strategy Creation - FSB software

2. Strategy Testing - Portfolio Maker (by Steve)

3. Strategy Analysis - MT4 Tracker (by Steve)

4. Strategy Analytic Trade Management - (by Steve) Future, upcoming product when Steve going to use performance metric to determine which EA to turn on and off.

Do you realise Steve, you are going to own the remaining EA development process after we are done with Stage 1 Strategy Creation?

So do take some time to think about it and hopefully you realised that you could turn this whole project of yours into a very power and useful software package.  And I believe you probably has already begin your planning process and just waiting to surprise us again and again with your awesome products.

Best Regards
Hannah

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

Dear hannah, can i ask you how did you manage to “rename” all the 3000 ea to be implemented to the portfolio maker...thank you for help


Dear sleytus,
I am testing ea-trailing expert...it works wonderfully with individual eas, but i think it’s not working with the portfolios...plz correct me if i am wrong. Its been one week and yet didn’t put any trailing stops to the eas in the portfolio. Plz note that i didn’t include the ea-trailing expert in the portfolio (attached to seperate chart)
Thanks

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

Hi Alamehmazen,

I've recommended a software in the post here https://forexsb.com/forum/post/47885/#p47885

It make changing file names in a folder or bulk a breeze.

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

hannahis wrote:

But with Portfolio Maker, all I need to do is just install 41 MT4 charts, what a breeze

Thanks for the good word.  I'm glad to hear it works well for you.  Portfolio Maker is great for testing larger numbers of EAs.  As for using it in a live account -- I would tread carefully.  As I've noted in previous posts and also the FAQ on the MT4 Tracker web site -- we've noticed some anomalies when trading FSB-Pro-generated portfolios in demo and live accounts.  It's not yet clear whether this is related to a limitation in MT4 or whether the strategies are too complex and require too much computational time.  I'm still investigating.

With regards to the other features you mention -- those should all still work.  I mean, the original code is still there.  The only modifications that Portfolio Maker makes is to the input entry amounts -- which are applied globally.

As for future EA development plans -- you've outlined quite a junk of work.  Though I do enjoy using Popov's software and developing support tools from time-to-time and really do appreciate your enthusiasm, I'm going to have to pass.  Keep in mind I'm doing this essentially for free -- I run a business and have a family to support and can't stop doing that.

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

Hi Steve, I am having problems when trying to compile the EA.  I get numerous errors - I have checked the correct MT4 folder as I have about 4 versions of MT4 available.  I have attached a screen shot of the Meta Editor.  I think I have followed your instructions correctly.

https://s7.postimg.org/ssk5z74iv/Screen_Shot_2017-12-16_at_16.51.52.png

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

The "can't open" file errors suggest you are not building in the correct MetaEditor.  In addition to the main 12201xxx.mq4 file, there are many *.mqh files that get created under ..\Include\FSBPro. 

Each installation of MT4 has its own data folder and its own MetaEditor.  It is necessary to build the portfolio EA using the MetaEditor that will use the data folder you specified in Portfolio Maker.  After building the EA, then you can move the 12201xxx.ex4 file to wherever you want.

Let me know if that helps.

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

https://s2.postimg.org/a4de1wf5h/portfolio-trading-20171208.png

FSB-Pro-generated strategies bundled in a portfolio EA (using Portfolio Maker) trade less frequently than their twin strategy in its own chart.  alamehmazen123 and I reported this observation previously.  Also, I've posted about this before and also added an FAQ to the mt4tracker.com website.  This does NOT apply to EA Studio-generated portfolios -- just those created by Portfolio Maker.

The image above comes from MT4 Tracker.  In this particular test there were 20 strategies.  The even-numbered strategies were bundled in a portfolio EA created by Portfolio Maker.  The odd-numbered strategies were attached to their own chart.  For example -- magic numbers 11000 and 11001 are the same strategy, where 11000 is bundled in a portfolio EA and 11001 is attached to its own chart.  11002 and 11003 are also twins -- with 11002 bundled in a portfolio EA and 11003 attached to its own chart.  And so on...

As you can see, the even-numbered strategies (bundled in a portfolio EA) trade less frequently than their twin strategy attached to its own chart.  Furthermore, as you go down the column, the trading for both declines.  I recently posted my theory as to why this happens (https://forexsb.com/forum/post/48265/#p48265) -- I'm just speculating -- I do not know for sure.  Briefly, each chart runs in its own thread and performs all its calculations and (and sometimes trading) with each OnTick it receives.  There are a limited number of CPU time-slices available and MT4 has more important things to do (e.g. download data from the broker, send / receive orders).  I think the strategies generated by FSB-Pro are more complex and require more processing time than OnTick was designed to provide and its time slice is cut short.  There are other threads with higher priorities.

To summarize:

1. FSB-Pro-generated portfolio EAs can be run in MT4's Strategy Tester and analyzed with MT4 Tracker to determine which are the most promising strategies.  This seems to work well.

2. Running that same portfolio EA in a trading account (demo or live) misses trades.  There is no question about it.

I've been using portfolio EAs in live accounts the past couple of months and the results are mediocre.  And these were using strategies with excellent statistics.  So, for now, I will recommend not to use this type of portfolio EA in a trading account.

I apologize this doesn't seem to be working out.  I thought it was a good idea, but since MT4 is basically a "black box" and no one except MetaQuotes knows what its limitations are, then there was no way of knowing in advance that a portfolio EA might run into performance problems.

Again -- this does NOT apply to EA Studio-generated portfolio EAs.  In my hands, those work great.

61 (edited by hannahis 2017-12-18 11:56:02)

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

Hi Steve,

Thanks for the update.

All is not lost, there is still goodness in this Portfolio Maker.  It at least serves as an opportunity to speed up some of my testing and then from these testing, select my EA for further comprehensive testings.  So to me, the Portfolio Maker is an extremely important tool for my EA testing and developmental process.  Which I hope the experimentation you did won't overshadow the other benefits of Portfolio Maker.  Cos if you ask me, I don't want to do without it, because it expand my work tremendously.

Thanks once again for such wonderful software.

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

Hi Sleytus

Thanks for your reply.  I think i was using the correct MetaEditor.  I couldn’t decide which was the correct one, so I opened it up by clicking on the mqh file.   I then checked that the .exe file ended up in the correct version of MT4.  That said, what you say makes sense in that the errors are referring to a different instance of MT4.  I’ll have a look.

ATB

George

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

hannahis wrote:

All is not lost, there is still goodness in this Portfolio Maker.

Thanks Hannah -- appreciate it.

Perhaps one day we'll figure out what the problem is.  Currently -- from my observations and other's -- the problem may lie with MT4's threading design.  This does not mean there is a bug -- just that there is a lot of data acquisition and charting going on, and since the CPU and memory are limiting resources then compromises have to be made.  Otherwise, nothing would work.

Portfolio Maker works well with MT4's Strategy Tester -- as you've pointed out -- which allows you to test many FSB-Pro-generated strategies at one time using your broker's data.  Going forward, this is how I will use the tool.  However, be aware that Popov recently mentioned in another thread that Strategy Tester has a bug when a strategy includes a Bar Closing exit.

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

I think there are a few users who will be thinking about the difficulties and proposing tentative solutions.

One developer of a tick based scalping strategy recommends that for his product there be only one instance of the program and only one chart in order to get things correct. That corroborates the apparent difficulty that we are experiencing.

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

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

For those who are interested, there is an updated version of Portfolio Maker.  This new version uses OnTimer in place of OnTick.  Here is a link:
http://nutsaboutnets-downloads.s3.amazonaws.com/PortfolioMaker_Setup.exe

For a brief explanation as to why I now prefer OnTimer versus OnTick please refer to the FAQ "OnTick versus OnTimer Events -- which works better for portfolio EAs?" at the following link:
http://mt4tracker.com/faq/

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

Hi Steve,

Thanks for the update. 

I understand that if I want to use the Portfolio EA for MT4 Backtesting, I have to switch to On Tick version, am I right?

Lastly, is it possible to have the "Description" section from the previous version whereby I can add a description onto my PM EA so that I can describe what's the portfolio consist of, as I have many PM EA running and this description helps put in more information such as 1) where these EA from from which batches of testing 2) When (date) I started testing this PM EA.

Thanks once again for your awesome work, PM makes such a big impact to anyone who wants to speed up their work.

Regards
Hannah

67

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

I read once that to run many EAs in one protfolio EA using MT4, you can include in OnTick function one after the other different starting procedures for each EA.
So no bottleneck can be observed but not on same time like OnTimer.
Any opinion?

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

I don't believe that would solve the problem.  When MT4 calls OnTick it creates a new thread -- and that thread gets cancelled when the next tick arrives -- regardless whether the previous OnTick has completed.  Within OnTick, functions *are* called one-after another -- but there is also network activity going on (e.g. when you open or close a position) that temporarily blocks execution.  So it becomes a timing issue as to when / where a logjam would occur.

OnTimer is not called by MT4 and, hence, is not subject to cancellation by MT4.  It appears to solve both the logjam problem and thread cancellation problem.

As I mention in the FAQ, you may not necessarily suffer from the OnTick problem since it seems to depend on:
1. the number of charts that are opened
2. whether the charts are trading the same or different symbols
3. the machine's memory and CPU (and whether other tasks are running)
4. network bandwidth
5. ????

69 (edited by hannahis 2018-03-29 07:42:46)

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

Hi Steve,

I encounter some problem with Portfolio Maker (PM)

When I install Side Kick in one of my computer, together with Portfolio Maker. 

when I use PM to create a portfolio and when I try to install the Portfolio EA in another computer (with no Side Kick install), the Portfolio EA can't be installed properly because there is no Side Kick dll loaded.

This may pose some inconvenience because what if I want to install the Portfolio in my VPS or in another 2 other computers, it means I also have to install Side Kick in all these computers too?

Can it be done whereby if the Side Kick dll is missing in one computer, the Portfolio EA can still function (like in the previous version)?

PS: I tried to delete Side Kick software and Portfolio Maker software and then re install Portfolio Maker and even then all the Portfolio EA can't be run unless Sick Kick is also install in my other computer

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

Hello Hannah,

Good point.  There are a couple of quick fixes:
1. Your license key is good for 3 activations, so the license server in the cloud won't complain unless that number of installations is exceeded.  So, you should be able to install MT4 Sidekick on 3 machines.
2. I can send another license key for Sidekick if you need more than 3 machines.

I will also check into building a version of Portfolio Maker that does not require Sidekick.  Even if Portfolio Maker doesn't use Sidekick there is code that is part of the build that still looks for the Sidekick DLL when the *.ex4 is loaded into memory.

I've found that Sidekick works very well so I just assumed everyone would want to use it whenever they used a portfolio EA -- but since you brought it up I can understand there may be times you want to test on multiple machines.

Give me a few days and I'll try to come up something.

71 (edited by hannahis 2018-03-29 13:07:41)

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

Hi Steve,

I will also check into building a version of Portfolio Maker that does not require Sidekick.

Yes, I think this is a good solution especially for those who don't have Side Kick and only want to use PM (especially in the early part of testing stage where Side Kick, is not needed yet).

Take your time, meanwhile I've resume to use the Private version On Timer to "fix" the problem for the short term.

As for Side Kick is there an option to just trade the top 10 or 50 (let me choose the number of EA) and don't use any criteria such as win or consecutive.  Cos maybe the overall Net Profit of the top EA will be contain more diversified strategies and not be limited to certain win/loss ratio etc (just a suggestion).

Thanks

72 (edited by sleytus 2018-03-30 09:26:57)

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

Hello Hannah,

Trading the top 10 or 50 breaks from the "barometer" behavior that I think makes Sidekick a unique and powerful tool.  The top 10 or 50 strategies are determined from historical stats.  You can use MT4 Tracker to prune a portfolio for the best strategies.

I think it was you who pointed out in a previous post there really is no such thing as a bad strategy.  And that stuck with me and I think it is true.  Strategies perform differently depending on the current data stream.  How a strategy performed the past month does not guarantee how it will perform in the coming month.

The purpose of Sidekick is to provide a "barometer" of how a strategy is performing NOW.  It is mostly based on observations that strategies frequently exhibit consecutive streaks of wins and losses.  MT4 Strategy Tester even includes the metrics "Average Consecutive Wins" and "Average Consecutive Losses" -- so even MetaQuotes has noticed this.  As a side note -- it is interesting to me that no one ever takes advantage of that observation, as far as I can tell.

With Sidekick, I don't care how a strategy traded in the past -- i.e. maybe it performed great or maybe it performed poorly.  All I care about is how it is performing NOW.  And using a Demo Account (or a Real micro account) to create a shared database that the Live Account can use provides a real "edge" -- at least, that is what I'm finding.

73 (edited by GD 2018-05-08 05:45:05)

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

Hi Sleytus

TWO Things on Portfolio Maker to ask

1. Is it possible to permit Adding amount and Reducing  Amount parameter of Portfolio Maker to take and 0 value???
    I can do it by hand in final mq4 produced file but ... if one day I will forget...

2. How to use Exit only EA or EAs, made by FSB pro and to be used for ONLY one Symbol i.e. USDJPY with Portfolio Maker?
    Possibly I can combine NONO indicator and give 0 magic number name for EA in produced MQ4 by FSB pro file or what?
    Suppose that, this or these EAs to be applied to ALL accounts...

74

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

Sorry Correction

2. How to use Exit only EA or EAs, made by FSB pro and to be used for ONLY one Symbol i.e. USDJPY with Portfolio Maker?
    Possibly I can combine NONO indicator and give a magic number name for EA in produced MQ4 by FSB pro file or what?
    Suppose that, this or these EAs to be applied to ALL EAs inside a specific portfolio made EA

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

Hello GD,

1. Technically -- yes -- anything is possible.  But since FSBPro does not permit '0' then I would prefer that Portfolio Maker follow that rule.  If a strategy's 'Next same direction signal' is 'Nothing' then that is the equivalent of '0'.  Your strategies within Portfolio Maker use the exact same code as generated by FSBPro -- the only exception are the Amounts (Entry, Maximum, Adding, and Reducing).  Again, if 'Nothing' is specified by your strategy then the Amount is ignored.

2. I don't understand this question.  Portfolio Maker does not modify your strategies.  If you want two groups of strategies with different types of Exit behavior, then you will need to create two groups of strategies with FSBPro and then use Portfolio Maker to make two, different portfolio EAs.

With the exception of Amounts (that I mentioned above), Portfolio Maker does not alter the logic or code of your strategies.  It simply "bundles" FSB-generated strategies into a single EA so they can be attached to a single chart.

If you are comfortable modifying *.mq4 code then, yes, you can start with a single portfolio EA and create multiple versions with different behaviors.  But the combination of possibilities is limitless and everyone has different ideas, so I would prefer to leave that to each user.