Yea, +100, I had requested exactly this earlier in this wish-list though already (about 1 year ago I think), exactly for the reason you mention.

EDIT: Found the old request: https://forexsb.com/forum/post/50047/#p50047

Thanks for the quick implementation Popov, rapid development in 2019 for EA Studio, that is great!

Yea it is, but you´d need to force at least a minimum of trades for it to make sense, as 0 trades = 0 stagnation, so the Optimizer will prefer strategies with very few trades because they have no stagnation at all (or very low). It also does not prevent long flat-phases, e.g. the optimizer can come up with strategies that have one good phase and then go sideways with just a slight growth for the rest of the backtest but still no stagnation (as no stagnation = fulfilled even if it just grew $1). That just is no real stability either. But it comes in handy for some special cases for me, that is why I´ve requested it. Overall I am rather optimizing for a high r-squared, which has drawbacks too, as even a highly stable equity curve can have a very bad return/drawdown ratio or a high stagnation.

All of that underlines once again that we´ll really need an option for a weighted fitness-goal approach like in other platforms for the optimizer. It´s one of the main features lacking from EA Studio at the moment. So that we can tell the optimizer to put a weight of 70% on R-Squared, 20% on Return / Drawdown and 10% on Stagnation (just as an example) - working out our own "best fitness" formula as the goal for the optimizer, providing us exactly what we are looking for in terms of stability, return / drawdown ratio and stagnation at once (or whatever one needs). As all these statistics are anyway already calculated for every backtest, it should not slow down EA Studio in any way, it "just" would need to be implemented by Mr. Popov :-)

It would be fine if it will be possible to add for downloaded collections a unique number behind TF.

Now it looks "Strategy Collection + *Number of Strats* + *SYMBOL* + *Timeframe* +*(X).json"

The wish is cause i have run much instances and download all collections at once. Every day for backup cause sometimes Chrome crashes EaStudio. The downloaded collection go to download folder. Than i copy to my collection folder which is sorted by Symbols and Timeframe.

Now if i have copied once to my folders and have new instances and download again all go to download folder but start again with:

Strategy Collection + *Number of Strats* + *SYMBOL* + *Timeframe* +*(X).json

When i now copy again to my folder where i sorted in than i have same collection names. So i dont know if it is a hard thing to implement a unique random number behind Timeframe to get a unique file.

This only save time to rename every time all collections.
Cause when i have enough collections i will only go to my folder and put them all in validator for more operations.

I think the exported MT4 / MT5 code really needs a protection in case it cannot set the stop loss after opening the position (which can easily happen during roll-over or black swan events).

I´ve outlined it here in the last long highlighted sentence https://forexsb.com/forum/post/53886/#p53886

Hi Popov,

The current generated EA can only have one open position at the same time right?

So if a rule is satisfied when the previous order is still open, the EA won't open any order.

Could you please consider adding these two optional features :
1. Exit order when the opposite signal appears
2. Allow hedge, so it can have multiple open opposite orders.

By doing so I think we can see the quality of entry rules more objectively.

Best regards.

"Minimum Profit Per Trade" will transform you computer to a heater.
 
Anyway, you can test it now. Set in Acceptance Criteria:
Minimum Win Loss ratio = 1
Minimum count of trades = 100 (or more)
Minimum net profit = 500 (if you need $5 per trade for 100 trades)

Another idea: now that EA studio can show a separate equity curve for the long and short trades, I´ve noticed that my most stable strategies have a very similar (straight) equity curve separately for the long and for the short trades. These strategies do better than other strategies that also have a combined very straight equity curve (so long and short combined) but have a very uneven long only and short only equity curve if seen separately (basically it´s just luck and good timing (which will never happen like this again) that the combined equity curve looks good, but the strategy is weak actually). So would it be possible to make a new correlation metric that measures the correlation between the long-only equity curve and the short-only equity curve (also as acceptance criteria of course)? This way we could see how close the long only and short only side trades and the higher the correlation, the more stable the strategy is (at least from my experience).

Thank you

It is very fine this idea Roughey.

i thing it will be fine to have a new tutorial(video) how that works.

What about a second collection for optimized strategys?

I dont know if it will be good but i thought if i use reaktor/ generator without Optimization first. Than all eas go to collection. But when i want to decide to use this collection and want to optimize than i stop ea and start optimization with that collection. Now we have our standart collection and optimized collection where we can change and play with different settings but the first standard collection will be the same. when my optimized collection is not satisfied i only go to normal collection and make optimization with other settings. than new strategies go again to the optimzer collection.

I know this is now ready at work with validator. But why not this way. One time loaded normal collection. Than play with them.

P.S Dear Popov did you can make it ready a unique number as it is by downloading normal strategies also with download collection.

What about this idea.

Example: I have an portfolio ea with 100 strategies. After some weeks testing i want to sort out bad strategies with new ones.
So i validate the old portfolio and strategies go to collection. Now isnt it better to load another collection where i have collected strategies and i want to put some stratgies to my old portfolio. So loading collection and than i have my old portfolio collection and the new one. No it will be great to delete from collection one bad strategies and add from collection 2 ( which is loaded with new strategies.)

You can do exactly that right now already by simply loading your strategy, adding the "Entry Time" indicator and run an optimization only on the entry / end hour of that indicator. It will find the best time-range for your strategy to trade (in terms of your optimization goal, whatever it is). Doing this via the trade-report is too vague in my opinion, as "better" can mean something completely different for every trader - one might look for max profit, another for best R-Squared, another for best return / drawdown in terms of the selected trading hours. By simply adding the "Entry Time" indicator to an existing strategy, you can just optimize quickly for the "best" trading time range by also using your optimization goal of what is "best" for you. And no, EA Studio does not limit you to a global session because it has this indicator for that :-)