101

Re: Portfolio Expert

Because in the process of "trimming" off those "unprofitable strategies, the validator may remove the strategies we want to keep.

Try to Validate the strategies without "Acceptance Criteria". If I remember properly it must push all strategies to collection.

102 (edited by hannahis 2018-07-02 19:49:53)

Re: Portfolio Expert

Hi Sleytus,

Can you kindly consider to have an "Include" function?

The reasons why

1) There are some strategies that didn't trade at all and because it didn't trade, it didn't have any trades historical records and thus these strategies (magic number) won't appear in the list for me to exclude it out.

2) When I want to trim my Portfolio Expert, I may have 1 particular strategy that I want to zoom in and re-import that strategy back to the Validator so that I can view it in the Collection.  So instead of having to tick 99 strategies out of the 100 strategies, just to keep 1 particular strategy and save it in the new Portfolio Expert, it would be easier if there is an "Include" only function and I tick those strategies I want to keep.

3) When I want to prune my Portfolio Expert, I also want to remove those strategies that never traded at all after certain period and not leave these "unwanted" strategies in my portfolio expert as I don't feel safe, leaving this "time bomb" strategies in my live account and don't know when will it suddenly decided to be "activated" and start trading (in my live account).

I wanted to import back only 1 strategy from my Portfolio Expert, however I can't do it even after I excluded all the rest of the strategies in the MT4 Tracker list because those strategies that didn't trade at all was not in the list and hence I can't remove/prune them and hence when I import back to EA Studio, I ended up with 3 Strategies instead of 1 because the other 2 (unwanted) strategies didn't trade at all, hence I can't remove them. 

After importing these 3 strategies back, I'm still clueless exactly which one is the particular one that I really want to examine further.

I hope you can consider creating this "include" function.  Many Thanks

Re: Portfolio Expert

Popov wrote:

Because in the process of "trimming" off those "unprofitable strategies, the validator may remove the strategies we want to keep.

Try to Validate the strategies without "Acceptance Criteria". If I remember properly it must push all strategies to collection.

I did try to remove all "Acceptance Criteria" and it only import back to my collection 35 strategies out of my 57 pruned strategies.

104 (edited by hannahis 2018-07-11 09:37:24)

Re: Portfolio Expert

Popov,

Can you kindly look into this issue.

Please allow us to upload all the strategies in the file to the Collection.

Currently the Validator will scan for "profitable" Strategies and only those that passed will go to the Collection.

I want all the strategies in the file to go straight to the Collection (without having to Validate it). 

This will solve all the problem users are asking about how to manage our pruned strategies and bring it back to EA Studio.  You mentioned that you will come up with another application for it but if you can just allow us to transfer all the strategies back via validator (without passing the validation process, otherwise it will prune away some that I still want to keep), that would solve the issue.

I've tried many ways, remove all Acceptance Criteria, change historical data horizon, change OOS etc but I can't get to make the system keep all the strategies in the file so that they can all appear in the Collection.

105 (edited by hannahis 2018-07-12 14:23:06)

Re: Portfolio Expert

Most of us understand that there are strategies that only work during certain market conditions and at other times, it won't because it's not "in sync" with the data.

In another words, there are some strategies that have been profitable but given the "current" data horizon used in the Validator, that particular strategy may failed and hence it didn't get Ascended/transferred to the Collection.

Does that mean throw away such strategies?  Of course not, so to limit the Validator by allowing only those strategies to be ascended back to the Collection, would mean we are being "forced" to throw these strategies away (because there is no way we can get it back to the Collection to work further on it, such as optimising it etc).

So it's very important feature to have, the ability to bring our designated (old) strategies back to the Collection so that we can continue to work on it via 1) optimising it further 2) by using it as Preset Indicators, so as to search for 2nd/3rd rules to add to the overall strategy to improve it's result

I have found a number of really good strategies via EA Studio and I use MT4 Tracker to prune away all the rest and deliberately leave only 1 EA in the Portfolio Expert so that I can bring that particular/designated old strategy back and intend to use it as my preset indicator.  However, the validator didn't pass that strategy and hence I can't get it "ascended" back to the Collection for me to view the rules and understand what make this strategy so good and then reuse it for further as preset rule so as to generate better and improved versions.

So Popov, please once again, look into this matter as I believe a lot of users do find good strategies via EA Studio and it's a pity if we can't re-import it back again (for a particular strategy, not the whole collection cos we won't know which is the "right" one that we want to improve it further).

Thanks once again for listening to your users and together we can find ways to improve your products and make it even more excellent.

106

Re: Portfolio Expert

Hannah, your question has no connection with the topic. It is called Portfolio Expert, which means that the Validator features have no place here.

Validator is designed to validate strategies. There is no case where a loosing strategy may be called valid.

You can perfectly well recalculate your portfolio in the Portfolio pages. It will show all strategies including the loosing ones.

You can re-import a particular expert in the Editor. It will also show you the real result.

107 (edited by hannahis 2018-07-12 17:21:43)

Re: Portfolio Expert

Hi Popov,

1) When I run a Portfolio Expert with 100 Strategies inside and out of these 100 strategy, there is 1 very good strategy (number 51st strategy) I want to keep, how do I re-export it back to the EA Studio and zoom into that particular strategy?  How do I re-extract the strategy from a Portfolio Expert?

a) Do I reload the Collection file and then count the number of the strategy one by one till I reach number 51st EA and then press down load the strategy and open it in the Editor? (what happened if I missed count and ended up with a wrong EA)

b) I'm not asking for recalculating a Portfolio Expert.  I'm not asking how to re-import an Expert/strategy from a Collection or from an individual save Expert file.  I want to re-import or extract the Strategy from a Portfolio Expert. is there such a method (other than counting one by one from the Collection file till I reached the strategy's number/ranking).

Because the Portfolio Expert uses a different numbering system (ranking method) to identify the EA, while EA Studio uses ID numbering method, it is hard for us to identify which EA is which, other than counting them ourselves manually.

c) You already have a function via Validator whereby I can upload a Portfolio Expert whereby the strategies (only validated ones) can be transfer back to the Collection so that I can zoom into a particular Strategy/Expert to examine it further.

What I'm asking is, either

1) you can add in 1 extra step whereby the Uploaded Portfolio Expert (via the Validator) can be transferred directly to the Collection folder (without the need to valid, that's step 2.  Create this extra 1st step, give user the option to straight away transfer the Portfolio Expert to Collection file so that we can open the pruned Portfolio Expert, i.e. I deleted all the rest of the 99 EA and left only 1 particular EA eg number 51st EA and zoom into that 1 particular Expert/strategy

or

2) You can create another function (outside of the Validator section) whereby user can upload a Portfolio Expert and open it in the Collection section.  Now we can upload a Collection file and then add all the strategies from the Collection folder into the Portfolio.  What I'm asking is the other way round, we can upload a (pruned)Portfolio Expert and open it in the Collection file.

0r

3) Alternatively, you can create another set of numbering system to rank the Strategies in ranking order, such as strategy number 1, 2, 3, 4...etc till 100 (in addition to it's other ID number), so that I can just scroll down to strategy number 51st from the collection and click to examine the Expert.  This sounds like the other easiest method.

That means, when we view the strategies in the Collection section, in each strategy box.  There are 1) ID numbering, 2) The currency pair and the Time Frame 3) the date and time when the strategy was created. 

You can add another piece of information, 4) The Strategy's ranking number, i.e number 1-100.  So that user just have to scroll down and look for a particular strategy such as number 51st EA.


Bottom line is...

We can test out 100 strategies in 1 Portfolio Expert, surely we aren't expecting all these 100 strategies going to be good and profitable, there are only some we want to keep and then collate them together as 1 Portfolio Expert, how are we going to combine strategies from different Portfolio Expects into 1 consolidate Portfolio Expert?  Is there such method available currently?

Question:  When I use the MT4 Tracker to prune/delete those strategies that I don't want, eg delete 99 out 100 strategies, if i were to re-import the pruned Porfolio Expert, does it mean it has only 1 strategy left (because I have pruned the 99) or the 100 strategies are still in the (pruned) Portfolio Expert, the "prune" process (via MT4 Tracker) doesn't delete the 99 strategies, it only "hide" it and prevent it from trading?

I'm asking this because I want to prune out the 99 strategies from the Portfolio Expert and left with the only one that I want to re-import back to EA Studio so that I can open up and view this particular strategy (without having to count the strategy numbering one by one and accidentally zoom into the wrong strategy due to missing counting) and save it's rule as Preset Indicators.

Does anyone has any idea how to get this done?  Kindly enlighten me the process.  Thanks

108

Re: Portfolio Expert

1) When I run a Portfolio Expert with 100 Strategies inside and out of these 100 strategy, there is 1 very good strategy (number 51st strategy) I want to keep, how do I re-export it back to the EA Studio and zoom into that particular strategy?  How do I re-extract the strategy from a Portfolio Expert?

Import the Portfolio to the Validator and run it. Your strategy No 51 will appear at the top of the Collection.

109

Re: Portfolio Expert

how are we going to combine strategies from different Portfolio Expects into 1 consolidate Portfolio Expert?

You can do it in 3 easy steps:

1. Import your Portfolio Experts in the Validator and run it.
2. Go to the Collection and sort and filter the strategies as you want.
3. Push the strategies to the Portfolio and export it.

Re: Portfolio Expert

Popov wrote:

how are we going to combine strategies from different Portfolio Expects into 1 consolidate Portfolio Expert?

You can do it in 3 easy steps:

1. Import your Portfolio Experts in the Validator and run it.
2. Go to the Collection and sort and filter the strategies as you want.
3. Push the strategies to the Portfolio and export it.


Popov, if it's that simple, I won't be writing here to ask for help.

1) As I mentioned, not all strategies pass the Validator and get transferred/ascended to the Collection.

2) If you assumed that all profitable EA will stay profitable ALL the time, then yes, they all get validated and ascended to the Collection.  But the truth is not all Strategies stay profitable all the time and at times, they failed the Validator and hence I can't get it ascended to the Collection folder to view the EA.

3) I add in my own external rules to my EA Studio Experts/Strategies to make them perform better and hence a number of failed Strategies ended up profitable with my external rules added.  Hence in the Validator, the "original" EA/Strategy will appear "unprofitable"/failed (without my external intervention) and thus these strategies don't pass the validation and don't get ascended but I still want to use these strategies because I know how to turn them into profitable ones with some external/added rules.

Thus bottom line is, I want to find an easy way to identity my strategy from the Collection.

So if you can simply number/rank those Strategies in the Collection folder i.e. 1-100, then I simply scroll down to that particular strategy and download it and view it in the Editor.  That's all I ask.  A simple numbering/ranking information in each strategy box.  This will then solve your users problem of knowing how to extract a certain strategy easily and reuse them again.

111 (edited by hannahis 2018-07-16 19:53:02)

Re: Portfolio Expert

https://s33.postimg.cc/dacekfrm3/EA_studio_3wks_results.png

This is 3wks demo testing results of EA performance, EA starting with magic number 9 are developed by EA Studio (the others are manually built by FSB Pro).  These are fantastic results (in my opinion, I'm happy with it) even for such a short period of time.  I know it's nothing, cos 3wks is too short to conclude anything (and surely it's easy for people to replicate such results in 3wks).

I'm getting really good results but the irony is I can't even extract the top 2 performing EA (done by EA Studio) from the Portfolio Expert and transfer them back to EA Studio to even view their rules and understand why these EA are good.

1. The Validator didn't pass these EA and hence, can't go to the Collection.

2. When I sent the EA from the Collection file of 100 EA to the Portfolio and press "Calculate", I sometimes ended up with 95 EA instead 100 EA (as compared with the 100 EA in the Collection file).  I export this Portfolio Expert and run them. 

Now imagine, MT4 Tracker identify 902012 (base number is 902), so this must be the 12th EA from the Portfolio Expert.  However, I can't load the Collection File in EA studio to extract the 12th EA because when I transferred it to Portfolio Expert and calculated it, only 95 EA were "passed" and hence exported in the Portfolio Expert (instead of 100). 

1.  So how am I going to identify which strategy is 902012 from the Collection File?

2.  Even if I were to put Portfolio Expert into the Validator, it would delete some EA that deem "unprofitable" and then transferred whatever remaining EA to the Collection.  How am I going to find 902012?  The numbering/ranking of the EA in the Portfolio Expert are all "messed" up.  How am I going to find exactly the number 12th EA from my original Portfolio Expert?

Honesty, I think the ability to extract one's EA is an essential and basic task and should be given as high a priority as any other "advance' features.  What's the point of developing good EA from EA Studio when I can't simply extract it and reuse it or study it again to learn from system how to create good trading rules?

Seriously, Popov, kindly look into this basic requirement and make a user experience more pleasant and extracting an EA will not and SHOULD NOT be such a pain in the neck.


Thanks

Re: Portfolio Expert

try to open it in validator and recalculate it. disable all extra function like optimise, walk forward , montecarlo, than calculate and u will get all strategies in collection. also check if you use same broker data files.

Re: Portfolio Expert

Could anyone share how to remove a strategy from a portfolio via the code. Rather than using the validation etc I just want to remove it from the code. Is there any easy way to do this and recompile it with no errors.

Re: Portfolio Expert

Michael1 wrote:

Could anyone share how to remove a strategy from a portfolio via the code. Rather than using the validation etc I just want to remove it from the code. Is there any easy way to do this and recompile it with no errors.


Anyone?

115

Re: Portfolio Expert

This was already covered other posts and it is very easy.

Open your Portfolio Expert in the MT Editor and search for the SetSignals function. There are lines in it that calls functions for calculating the Exit and the Entry signals of each strategy. You can simply comment out or delete the functions calls for the particular strategy.

The second strategy is disabled in the example below.

void SetSignals(Signal &signalList[])
  {
   int i=0;
   ArrayResize(signalList,2*strategiesCount);
   HideTestIndicators(true);

   /*STRATEGY CODE {"properties":{"entryLots":0.01,"stopLoss":59,"takeProfit":0,"useStopLoss":true,...*/
   signalList[i++] = GetExitSignal_00();
   signalList[i++] = GetEntrySignal_00();

   /*STRATEGY CODE {"properties":{"entryLots":0.01,"stopLoss":54,"takeProfit":0,"useStopLoss":true,...*/
   //signalList[i++] = GetExitSignal_01();
   //signalList[i++] = GetEntrySignal_01();

   /*STRATEGY CODE {"properties": "entryLots":0.01,"stopLoss":20,"takeProfit":69,"useStopLoss":true ,...*/
   signalList[i++] = GetExitSignal_02();
   signalList[i++] = GetEntrySignal_02();

Re: Portfolio Expert

Very easy, thanks Popov!

Re: Portfolio Expert

I get this error when i try to test portfolio in strategy tester. I look into code and see that is could me strategies with Donchian Channel. How to avoid this`?

2018.12.31 16:41:02.901    EURUSD,H1: 545 tick events (55997 bars, 209080716 bar states) processed in 0:00:00.750 (total time 0:00:00.828)
2018.12.31 16:41:02.895    2010.01.04 00:00:02  Testing pass stopped due to a critical error in the EA
2018.12.31 16:41:02.894    2010.01.04 00:00:02  Portfolio Expert EURUSD H1 (21) EURUSD,H1: array out of range in 'Portfolio Expert EURUSD H1 (21).mq4' (580,15)
2018.12.31 16:41:02.149    2010.01.02 00:00:00  Portfolio Expert EURUSD H1 (21) inputs: Entry_Amount=1; Base_Magic_Number=100; 

It must be something with this code

double High(int bar)
  {
   return High[bar];
  }

Re: Portfolio Expert

Roughey wrote:

I get this error when i try to test portfolio in strategy tester. I look into code and see that is could me strategies with Donchian Channel. How to avoid this`?

2018.12.31 16:41:02.901    EURUSD,H1: 545 tick events (55997 bars, 209080716 bar states) processed in 0:00:00.750 (total time 0:00:00.828)
2018.12.31 16:41:02.895    2010.01.04 00:00:02  Testing pass stopped due to a critical error in the EA
2018.12.31 16:41:02.894    2010.01.04 00:00:02  Portfolio Expert EURUSD H1 (21) EURUSD,H1: array out of range in 'Portfolio Expert EURUSD H1 (21).mq4' (580,15)
2018.12.31 16:41:02.149    2010.01.02 00:00:00  Portfolio Expert EURUSD H1 (21) inputs: Entry_Amount=1; Base_Magic_Number=100; 

It must be something with this code

double High(int bar)
  {
   return High[bar];
  }

Solved was something with beginning of the bars in my history data