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126 (edited by sleytus 2018-10-26 12:14:52)

Re: Expert Advisor Studio - Wish list

deadlef wrote:

..the exit is more important than the enter of a trade...

I'm not so sure about that.

If you guess wrong on the Entry (i.e. direction), then you Lose no matter when you Exit.

On the other hand, if you guess right on the Entry, then there are multiple points to exit and still Win.

I'm not saying that Exit doesn't have an affect, but you really *must* get the Entry correct, otherwise the trade is a loser.

If you experiment a little bit you will notice that "Opening Points" and "Opening Logic Conditions" have a bigger affect on the back-tested equity curve than "Closing Points" and "Closing Logic Conditions".

Also, there are stand-alone EAs that can do what you request.  They traverse all open trades and can close them based on your conditions or modify orders to effect Trailing Stops or Take Profits.  This doesn't have to be done within EAS (or FSB).

Re: Expert Advisor Studio - Wish list

Hi Popov

I wish for lock and link features on EA Studio.

Best regards.

Re: Expert Advisor Studio - Wish list

Hi Popov,

it would be nice if we would get a real brute force / genetic optimization possibility in EA Studio. Right now, the optimization just optimizes each parameter on its own (e.g. first ONLY stop loss, then ONLY take profit, then ONLY parameter 1 of indicator 1, etc.), but never in combination like a real optimization would do it. I understand that the current optimizer is fast, but with the current approach of optimizing just one parameter after the other, it will never be possible to exploit the full potential of a strategy. So my request would be: keep the current mode as default, but add another optimizer mode that allows us to either brute force test all combinations (and I do not mind if that takes weeks or months, as my server is anyway always running) or by adding a genetic optimization algo like most other platforms have it. That would be a great addition.

Thank you :-)

129

Re: Expert Advisor Studio - Wish list

Hello @geektrader,

I'm not sure how useful this would be but thank you for posting the request. Anyway, one day when I have finish with the priority upgrades to EA Studio I may implement such Brute Force Optimizer and why not  Brute Force Generator smile
Once the user have a live-time account, he has all time of the world to experience the full power of EA Studio.

Re: Expert Advisor Studio - Wish list

Hello Popov,

that is great to hear. Based on the other platforms I´ve been using the last 10 years, brute force (or rather genetic optimization which is a short-cut to brute force) makes a lot of sense. At least it allows the optimizer to not just optimize every variable on it´s own, but in combination - and that can make all the difference in the world for a strategy as you know :-)

Re: Expert Advisor Studio - Wish list

What about to save collections on eastudio server as it is like the History data. So when i load back the collection it will automatically set the settings that was set for that collection. Now you have downloaded collections but after time dont know what settings used.

Re: Expert Advisor Studio - Wish list

I always save the settings along with the strategies. Once I´ve exported my strategies in the format Year-Month-Day Symbol Timeframe Number, I also export the Settings from the Settings page in the same format, so I always know what was used to make them.

133 (edited by GD 2018-12-31 06:59:37)

Re: Expert Advisor Studio - Wish list

It should keep and the filter settings. So you can take all back, same order

134

Re: Expert Advisor Studio - Wish list

Dear Mr. Popov,

First of all, thank you for all your great effort. It is amazing to see how your already fine tools keep constantly improving.

I would kindly ask you if it is possible to add "Minimum months on profit %" as a selection criteria in the "Sort collection by" field. I think that would be a very useful addition.

Thank you in advance and have a Happy New Year!

Best regards,

mw

Re: Expert Advisor Studio - Wish list

geektrader wrote:

I always save the settings along with the strategies. Once I´ve exported my strategies in the format Year-Month-Day Symbol Timeframe Number, I also export the Settings from the Settings page in the same format, so I always know what was used to make them.


Its beeing better to have a button directly in the collection. So if i download collection i can fast download settings without jumping through menues. Like this.


https://i.postimg.cc/4mn1k9Xx/downset.png

Re: Expert Advisor Studio - Wish list

Settings download should be under Settings like it is now, I find this confusing otherwise, but that´s just me. :-)

Re: Expert Advisor Studio - Wish list

geektrader wrote:

Settings download should be under Settings like it is now, I find this confusing otherwise, but that´s just me. :-)

Yes the settings like it is now but only the button for export settings will be nice directly on collection too.. so if you have 20 instances..safe fast collections and directly settings.

Re: Expert Advisor Studio - Wish list

Hi Popov,

One feature that I see as a big limitation is not being able to move the OOS data, ie if we are using 10 years of historical data and 30% OOS so 3 years OOS. Be able to shift that OOS 3 years of data anywhere within that 10 year window. That way we are taking into account the most recent data for optimisation.
Also is there any timeline as to when the walk forward optimisation will be able to be used instead of the generic optimisation of only have 1 in sample and 1 OOS to optimise with?

Thanks

Re: Expert Advisor Studio - Wish list

Portfolio Analyzer.

What about that. I build a portfolio Ea and let him work on demo. After a while i load strategyreport and put in Eastudio to analyze the data. E.g what strategie make profits what not. It will be great to have such too. Than you can dismiss some strategies and put new into it.

140

Re: Expert Advisor Studio - Wish list

Portfolio Analyzer.

I started working on better multinational Portfolio Editor.

For now, you can import the Portfolio in the Validator and to recalculate it on the newest data.

Re: Expert Advisor Studio - Wish list

Popov wrote:

Portfolio Analyzer.

I started working on better multinational Portfolio Editor.

For now, you can import the Portfolio in the Validator and to recalculate it on the newest data.

Yes i know but it will be fine to see before if or which ea was great when a report of mt4 can be uploaded and ea studio detect by the magicnumber which ea was good or bad. than we can only bad eas put away or do optimization. i know there is third party tool mt4tracker.. but why not directly in eastudio

142 (edited by geektrader 2019-01-05 23:59:12)

Re: Expert Advisor Studio - Wish list

I don´t think it´s a great idea for EA Studio. EA Studio is for generating strategies and there are already existing apps to track results. MT4 Tracker, or if you want it more advanced: https://strategyquant.com/quantanalyzer
EA Studio should concentrate on what it can do best: generating good strategies FAST. Let´s don´t overload it with stuff where there are already other good solutions, as it will slow it down in general and generating strategies will be slower as well then. Not a good idea, but that´s just my opinion.

Re: Expert Advisor Studio - Wish list

Some more wishes from me:

- Weighted Fitness. Instead of having just a single target for the search/optimizer (like max Net Profit, best Return / Drawdown, or max R-Squared), it would be great if we could weight the targets by a total of 100%, to put different weights on the various aspects. For example:

70% R-Squared
20% Return / Drawdown ratio
10% Net profit

This way we can fine-tune the strategies and in which way they are being optimized. Why is that needed? Well, if optimizing for example just for the best Return / Drawdown ratio, the system will have a great ret / dd, but the equity curve can be quite uneven, especially in terms of flat phases. So such a system can make all it´s profit in the first half of the backtest with great results and then go for a long flat phase for the last half - no one wants to trade that. If just optimizing for R-Squared, the system will have a perfect equity curve (as much as possible), but might still have a bad ret / dd ratio. So in such a case, we could for example weight 50% on ret / dd and 50% and R-Squared. That´s how I work for years in the other platforms that I am using with great results. Yes sure, we do have additional acceptance criteria already, so that we, for example, could force EA Studio, if optimizing for best ret / dd ratio, to still allow a minimum R-Squared of X. But still, that is something different, as it is a different outcome if optimizing for a weighted target or by forcing a specific min R-Squared, which possibly can never be fulfilled right away, but could be if optimized with a weighted fitness instead.

Thank you :-)

144 (edited by geektrader 2019-01-10 18:40:13)

Re: Expert Advisor Studio - Wish list

What also would be good and most likely easy to add is a simple "Break Even" function, in addition to the SL and TP. Many strategies would benefit from this and EA Studio can find completely different strategies with this being available for the Generators usage. It would need one value: "activation level in pips" (e.g. after 70 pips in profit, set Stop Loss to break even) and it would be optional like the TP of course.

Of course, a better trailing stop would also come in handy. The current trailing stop is never used by any strategies by the generator - I have generated thousand´s of strategies on many symbols, all on 32 years of data, but never has the Generator found one that uses the trailing stop. This is because it´s always active, even if the trade is in minus territory. What we would need is a trailing stop with 2 options. "active after X pips" and "distance in pips" once activated. E.g. "trail after position reaches a profit of 70 pips, with a distance of 20 pips from thereon".

145

Re: Expert Advisor Studio - Wish list

Hi Popov,

Thanks you for the updated version of EA Studio.

I've been hoping for the option to choose account percentage for sizing position entries for a while now, but it looks like you've been very busy with other aspects.

Is it a very difficult thing to implement, or are there some very good reasons why using account percentage to size entries would be a bad idea?

If this is the case, I'll stop asking for it!

Thanks,
Simon

Re: Expert Advisor Studio - Wish list

I think he just has TOO much on his to-do-list, as he works alone and has no coding-team. Sooner or later we will most likely see all these features and the pace for 2019 has been superb already - we had like 4 updates since new year already, if he can keep this up, then.... :-)

Re: Expert Advisor Studio - Wish list

Hi Simon,

This is one of my biggest request is advanced money management, ie percentage of acccount, turn off strategy is PF=X or Win/Ratio=X

148 (edited by Simon 2019-01-10 23:05:13)

Re: Expert Advisor Studio - Wish list

I am very grateful to Popov for everything he does, I can't think of anyone who works harder to give value to their customers.

Re: Expert Advisor Studio - Wish list

Popov works very good indeed, great man :-)

Another idea that should be easy to do:

- please add "Stagnation" (days or %, does not really matter) as a goal for the Optimizer, so that (combined with other acceptance criteria) we can optimize for a low as possible stagnation in the growth of the profit.

Thanks smile

Re: Expert Advisor Studio - Wish list

Oh another thing which i think would be very very helpful would b to have two sets of acceptance criterias. 1 for the generator and one for the optimiser as setting strict criteria the generator will not find andy strategies however when i optimise a strat to those criterias it can find them easily? What does everyone else think?

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