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Re: Expert Advisor Studio - Wish list

% based position sizing! Please please please please please  smile

Re: Expert Advisor Studio - Wish list

DoCZero wrote:

% based position sizing! Please please please please please  smile

Yes, I wish for this feature too

do or do not there is no try

78 (edited by geektrader 2018-04-06 10:00:46)

Re: Expert Advisor Studio - Wish list

One of my wishes: two different acceptance criteria sections, one for the Generator, one for the Optimizer. The reason is this: I would like to accept strategies from the Generator (via the Reactor) with a little more relaxed settings, but with more strict settings once they have passed through the Optimizer (if they haven´t improved, they will then be thrown away). So have "Acceptance Criteria Set 1" and "Acceptance Criteria Set 2" in the "Settings" would be great, we could then select which Set to apply where (so one could still use the same criteria-sets for the Generator and the Optimizer, in case not everyone might need that feature and more advanced users can use the two sets instead).

Re: Expert Advisor Studio - Wish list

It would be great to have real portfolio-trading support for multi-symbols. This way other symbols would not just be used to validate the strategy, but we could tell builder to use "EURUSD, GBPUSD, GBPJPY" (just an example) to find a strategy that works great on all 3 of them and EA Studio would work on the Portfolio result instead of a single symbols result. Most other trading system builders that I have can do exactly that and this method finds HIGHLy stable strategies. So it would be great to see this feature in EA Studio too, especially given the fact that EA Studio is SO fast (faster than any of the other Builders). Example of what I mean (screenshot from another system Builder):

https://1406915728.rsc.cdn77.org/wp-content/uploads/2018/04/Untitled.jpg

All the calculations (Net Profit, Ret/DD, etc. etc. etc. are performed on the "Portfolio" line, trading all 3 symbols as one "big symbol").

Re: Expert Advisor Studio - Wish list

It would be great to have strategies that act on EVERY signal. Right now the strategies that EA Studio generates do not reverse the trade if the entry signal changes direction. To make the generated EAs trade-chain-independent, the generated systems should act on *every* signal. So if there currently is a short position and the entry-signal generates a long entry, it should close the short trade and enter a long trade. Right now it does not do that and only exits via the exit indicator / trailing or TP.

81 (edited by rwsttra 2018-05-14 21:20:41)

Re: Expert Advisor Studio - Wish list

Sure those last issues should be available.

I use Amibroker to generate strategies either with indicators or
OHLC for the last few bars or other price patterns. Generating on single
tickers or portfolios even with many ranking options is easy to do.
The Tribes optimizer is quite good and very fast and I can easily use any
type of custom optimization target with many conditions (also if then else etc)
that will search the way I want. Upto 25 parameters is not a problem.
I do find the Monte Carlo (2000x) based on 30% CAR and 90%MDD slow
in Amibroker but it produces much better OOS.

Robustness on portfolios gives better results.  When I optimize on a
certain tickers like QQQ I often add some more tickers that behave similar
and assign rules so that some other tickers trade for 30% and QQQ 70%.
In this way I can finally generate better systems for QQQ than if I would
optimize on QQQ only.

I like to trial EA and ForexSB if it has the portfolio issues fixed.

82 (edited by moonsky 2018-05-17 05:53:32)

Re: Expert Advisor Studio - Wish list

the only one thing my wish,
Multi markets tool can compare the performance of strategies on the different market. like fsb pro
It's usefull for increasing robustness.

Re: Expert Advisor Studio - Wish list

Money Management Script

I would like to be able to automatically increase the lot size following a win, up to say 8 times the original lot size.

Following a loss, the unit size reverts back to the original lot size. This can increase the profitability of strategies that work well in trending markets.

Other third party suppliers make such money management scripts available. Here is an example which would appear to provide such functionality. (NB I've not tried this script so I have no idea if it works or not.)

http://roulettetrader.com/script

It would be great if Mr Popov and his team could develop a money management script with the same functionality, for use with EA Studio generated expert advisors.

Re: Expert Advisor Studio - Wish list

Hi!
Another feature that I think it could be of help is a check to allow automatic pruning of a collection based on performance filters. We do have a check for automatically pruning the correlated strategies so they do not go to the collection. If we had a similar check to automatically prune the strategies not fitting the "performance filters" it would be great.

The issue is we have only one Acceptance Criteria. Acceptance criteria is checked when generating the strategies and before (and then after) the optimizer. As we only have one acceptance Criteria, if it is very hard to pass it then very little strategies are generated and go to the optimizer. On the contrary having a not so hard acceptance criteria for generations gives optimizer the chance to create very nice strategies (most will be overoptimized but that's another story -montecarlo is after that to help with that-).

If we had a method to automatically prune the strategies in the collection not passing the "performance filters" that would be an ideal second Aceptance Criteria and all the collection will be full of strategies with the desired parameters (min return to drawdon, max stagnation, min sharpe ratio, and so on).

And if it is a check (=optional) the same as it is in "automatically prune the correlated strategies" it won't be a destructive/problematic feature.

Best regards
RJ

Re: Expert Advisor Studio - Wish list

automatic pruning of a collection based on performance filters.

Very good idea!!

86 (edited by hannahis 2018-06-04 07:28:58)

Re: Expert Advisor Studio - Wish list

1. Increase the maximum number allowed in the Collection

Hi Popov, I'm trying out E Studio and I'm pleasantly surprised, I demo tested my top 10 EA in the collection during this recent difficult trading period and I've 3 really good EA with PF 2.0 (Net Profit $2k), PF2.3 (NP$3.5K), PF3.0 (NP$3.5K) in 1mth.  That's 30% success rate consider 3 out of 10 EA are profitable.  Though 1mths demo testing results is nothing to brag about but considering this 1 month is one of the most difficult trading period, such performance results is considered relatively good cos a lot of EA tend to lose money during this difficult trading environment.

That's really good result to have for someone who didn't do much about it to work for such outcome.

I'm thinking that it's such a "waste" that the E Studio is generating so many EA but only 100 are collected.  As I've the habit of demo testing thousands of EA, I would prefer the E Studio to generate as much as I would like and test them all out in demo to verify their results..

Since E Studio store our collection in the web server, increasing everyone's max collection may be an added stress to your server storage.

So is there any ways to work around this issue?

1. A setting that allow the E Studio (when login) to direct where the collection can be stored in our computer, in one of our folders (when this function is chosen, it allows us to set the maximum number of EA in a collection, while the default top 100 will still be in the server)

In another words, the E Studio is storing the generated EA in the website's collection (default mode) and storing the EA also in our computer's folder simultaneously, at the same time.

We can upload these files any time to prune them further and then download it again once we are done.  But the website will only store the top 100 at all time only. 

Or When we need to prune our own folder (eg with 300 EA), the E Studio is able to access our folder (in our computer) and working directly from this folder to prune etc.


2. Please add the Winner's function to E Studio

The Winner's function is a very important "performance filter" function

Even if we are not going to use the Winner's function in real/live trading, it is still a very important function to use.

Winner's function help one to identify whether an EA really has a trading edge.  One of the best way to weed out bad EA and find robust EA is to use the Winner's function because it will easily show you which EA is robust.  Those with good trading edge will show exponentially high returns and those with poor trading edge will show exponentially bad results.  This method of search is far more effective than using those "normal" acceptance criteria.

As for me, I need this function in my live trading too cos whenever there is a good trading period, I don't want my EA to just open 1 position.  It's such a waste of trading opportunity.  I waited so long for the good trading environment to come and to trade only 1 position at a time is tremendously "slow" and affects the performance outcome.

Re: Expert Advisor Studio - Wish list

The Collection content is saved only in your Browser's local storage. It is true that EA Studio loads from a "website", however it is designed to work as a local program.

100 strategies is the optimal size for now. I have tested Collections with 1000 strategies, but I experienced unpleasant side effects.

..

Please post more details for the "Winner's function".

Re: Expert Advisor Studio - Wish list

Popov,

The Winner's function is the same one in FSB Pro for Additional lots for the next signal (Add, Winner or none etc)

Though I wish the Winner only add when the previous position is positive instead of the aggregate positive (cos if you choose aggregate positive, it will keep adding till the overall positions are in negative).

Re: Expert Advisor Studio - Wish list

Only FSB Pro is able to add to a position. EA Studio works with a single entry only and the "Winner" options doesn't make sense.

Re: Expert Advisor Studio - Wish list

Hi Popov - For both FSB & EA Studio  , it would be nice to see in the report - Max Consecutive Wins  (we have losses - but why not wins also?) 

Thanks smile

Re: Expert Advisor Studio - Wish list

Hello I have some wishs on the new Walk Forward Module.

Wish #1 - Parameters of the strategy for each segment in the report
WFA is a method used in finance for determining the best parameters to use in a trading strategy, can you please consider to output the parameters used by the strategy for each segment in the "Full OOS stats by segments" report?

Wish #2
Checkbox to run a 'last optimization' in the walk forward module for the user get the current 'live trading' parameters.

Thanks Popov!

Vinicius Pereira, Portuguese Support.
Improve your trading with my strategies & signals on MQL5. High success rate & many followers. Check them out & join my EAS telegram group for updates.

Re: Expert Advisor Studio - Wish list

Hello Vini,

Yes, this is reasonable. I may show the corresponding indicator params in the stats tab. We may add also an "Edit" button that to load the chosen version in the Editor.

Re: Expert Advisor Studio - Wish list

In my opinion, these should be the highest priority:

1. multi-timeframe indicators
2. ability to specify "how many bars back" for the indicator condition to be true

These two additions will allow EA studio to generate amazingly superior strategies.

Regards,
Luke

Re: Expert Advisor Studio - Wish list

I'm now experimenting with different settings to understand which is the most ideal settings so that I can plan out a workflow that can replicate the success rate.  In another words, so that any users, if they were to follow certain settings or workflow, there is high success rate in the kind of strategies generated.

Because I'm trying out with different settings, it is crucial to journal these settings down.

Popov is it possible to save these settings as "Templates" or "Profiles" just like MT4 we can save our EA set ups under different profiles?

In another words, I can save several settings such as Setting 1, 2, 3 etc and so I can record my Strategies (base magic number to relate to the different setting) so that when I compare the results of different Strategies, I would know which strategies (i.e based magic number = Which settings)  produce the best results.

For example, currently I'm doing an experiment to test

1) Does longer historical data produce more robust EA (better trade results) or Shorter Historical data has better trade results (because it's parameters are not "flatten" out due to longer historical data).

2) Does the use of Preset Indicator really improve the search results or a normal generating process is better

3) Does the use Reactor produce better, robust strategies or a normal generating process is better

4) Acceptance Criteria - which filter enable one to search out strategies with high trade expectancy?

All the above required different settings and sometimes, I'm afraid I didn't journal these settings carefully and when I finally found which batches of Strategies did well, I may have "forgotten" or misplaced their recorded settings.


So if you can enable users to save the settings, then it's far easy to retrieve these settings for me to replicate the success rate.

Re: Expert Advisor Studio - Wish list

You can save / load all settings from settings wink

https://image-holder.forexsb.com/store/eas-settings-management.png

96 (edited by hannahis 2018-07-21 16:24:01)

Re: Expert Advisor Studio - Wish list

Thanks Popov, each day I'm learning more n more the wonders of EA Studio. Thanks for your kind patience to answer my queries

The weird thing is, I do come across the setting management feature you pointed out but somehow it didn't register in my mind that it's serve my need/wish.

Thanks for pointing it out. Sorry to ask so many "obvious" questions. Do bear with me, I'm learning my roles to use EA Studio only recently as I've completed my FSB Pro projects and extra time to spare to learn another new software.

EA Studio is far more easier to pick up and produce really good results. I'm falling in love with it

Re: Expert Advisor Studio - Wish list

Hi Popov,

I would like there to be an option in account settings > leverage for 1/30 (and I believe GD would also like 1/25).

The new ESMA regulations for leverage are changing on, I believe, the 29th of July, and the maximum leverage my broker can offer me after that date is 1/30.

Currently, there is only 1/1, 1/10 and 1/20 that I could use.

I must apologise, I opened a thread about this in the wrong place, here:
https://forexsb.com/forum/topic/7419/new-esma-leverage-regulations/
Please ignore this, I will post there that I have moved the topic here.


I would also like the entry size in Strategy properties to be possible in account percentage, is that something that could be added? (although I wonder if this would be possible when using the Portfolio EA's?)

It all looks amazing I must say, sincere thanks for providing us with all these fantastic tools!

Simon

Re: Expert Advisor Studio - Wish list

I would also like the entry size in Strategy properties to be possible in account percentage

I'm considering a similar option also. I have that request in my ToDo and probably will work on it next weeks.

Re: Expert Advisor Studio - Wish list

Design ea studio as an expert advisor itself which runs in MetaTrader and runs reactor to generate 100 strategies every month or preset amount of time or percent of drawdown. Settings for the reactor would be in the expert advisor.

Such a machine would be running for an infinite amount of time without any supervision, automatically generating strategies and running them.

100 (edited by hannahis 2018-07-24 10:18:03)

Re: Expert Advisor Studio - Wish list

bai.zijian wrote:

Design ea studio as an expert advisor itself which runs in MetaTrader and runs reactor to generate 100 strategies every month or preset amount of time or percent of drawdown. Settings for the reactor would be in the expert advisor.

Such a machine would be running for an infinite amount of time without any supervision, automatically generating strategies and running them.

1. EA Studio generate EA that are meant to be installed as EA in MT4/5

2. The Reactor can run endlessly forever, just end 999999999999 in the Generator Setting for the Working Minutes


https://s33.postimg.cc/ff5l4v0ob/Reactor_endless_run.png

3) You can preset the percent of Draw Down under the Acceptance Criteria

4) The Reactor will generate the Expert Advisor to the Collection folder whereby you can either export these EA/Strategies individual as MT4/5 or you can export these 100 Strategies as a Portfolio Expert (in MT4/5 format) to be installed as 1 EA (comprised of 100 strategies in 1 EA) in your MT4/5

5) As the Reactor is running endlessly, you can periodically press "Refresh" to get the latest top 100 Strategies in your Collection Folder to be downloaded and save.

What I normally do is to download the Refreshed Collection files once or twice a day (depending how much the reactor generate) and these duplicated files will be save with (1), (2) behind the file number.  I keep doing this till I've quite a lot of Collection files from the same generating/reactor process.

Then I test out whether strategies from Collection file 1 yield better results than strategies from Collection file 10th. 

In another words, I'm curious whether if I were to run the Reactor/Generator longer, would it yield better results or would strategies from the beginning such as file 1 or 2 have better performance (demo) as these strategies are less curve fitter?

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