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Posts: 176 to 200 of 228

176

Re: Expert Advisor Studio - Wish list

Hi Mr Popov,
a wish..
One thing that I wonder is,
if I have a batch of EAs (say 20) and lift them in in EA Studio via Validator, only a few EA gets through even if I have unticked everything that has to do with validation in the whole EA Studio?
Is it because they show a negative result?
I still would like to put ALL 20 strategies back into EA Studio (and see them) unregarding if they show + or - result in order to tweak/optimize them..

My question/problem came that I have bought a lot of Udemy trading classes from Petko and he includes new EAs every month for every course, but I could not lift in the hole batch properly in order to tweak them as a batch with my broker data because of filter profit > 0.
And I think its a waste when someones produces something that cannot be used..?

I´m thinking why is there a  > 0 profit filter?
Maybe there should be an option where the user decides?

177

Re: Expert Advisor Studio - Wish list

Restrict the number of Entry Exit Rules. For example i only want one exit rules that i can set it in settings.

This is a reasonable request. I'll add controls that will set how many slots to be generated by the Generator. (This work well in FSB Pro, so I'm going to make it in the same way.)

178 (edited by Roughey 2019-02-10 19:50:54)

Re: Expert Advisor Studio - Wish list

when i load strategies back from a portfolio than i have a different sorting of collection. How about to have option to say sorting  to id number. So everyone can see id 1 is strat 1 of portfolio and so on.

Cause when i load back and want to sort out bad strategies after a while now the collection is sorted e.g profit factor and they change their positions in collections.

So how can we handle it easy to load a portfolio back and fill with new strategies.

So i load back in validator. All EAs shown in collection. Now there must be sorting by ID function. Than its easier to identify the strategie.

Now how can we fill this portfolio with new ones. So there must be a opportunity to load a new collection or validator where i fill in my others strategies. Now there must be something where i can now add from first collection to portfolio and from second collection to portfolio. And now i have new portfolio created with old strategies that i want to be in and filled with new.

Or did someone know a better way to handle this sorting out bad and fill with new strategies?

Re: Expert Advisor Studio - Wish list

Roughey wrote:

when i load strategies back from a portfolio than i have a different sorting of collection. How about to have option to say sorting  to id number. So everyone can see id 1 is strat 1 of portfolio and so on.

Cause when i load back and want to sort out bad strategies after a while now the collection is sorted e.g profit factor and they change their positions in collections.

So how can we handle it easy to load a portfolio back and fill with new strategies.

So i load back in validator. All EAs shown in collection. Now there must be sorting by ID function. Than its easier to identify the strategie.

Now how can we fill this portfolio with new ones. So there must be a opportunity to load a new collection or validator where i fill in my others strategies. Now there must be something where i can now add from first collection to portfolio and from second collection to portfolio. And now i have new portfolio created with old strategies that i want to be in and filled with new.

Or did someone know a better way to handle this sorting out bad and fill with new strategies?


I have no Idea to that, sorry, but can you say me, what you make when strategies no more good, that you make this old strategies good? Maybee Optimization? Or what make you then?

Re: Expert Advisor Studio - Wish list

Hi Popov,

I read a few posts back you said you were going to put in a restriction on the number of entry/exit rules.
I’d like to also request this, do you have any sort of timeframe on when we can expect this feature?

181 (edited by hannahis 2019-02-22 18:10:40)

Re: Expert Advisor Studio - Wish list

Hi Popov,

I'm in favour of having more opening and closing rules.  Can you kindly increase the number of rules available for the EA Studio to generate the rules (with the option to choose how many max/min slots a user wants).

The reason I need more slots because I believe to build/search for robust EA, we need more slots for 2 types/components of rules.

Currently there are only max 4 opening rules and 2 closing rules available for EA Studio.

Over the years of building EA, I've come to realised that a good EA need 2 MAIN components for it to be robust.

A robust EA's rules need to consist of these 2 Main Components.

Component 1: Rules to Trigger a positions (Rules for making money)

These are the rules that identify the trends/conditions to enter.  These rules formed the broader framework in which it allows the EA to find as many opportunities to trade.  These are the signals that often play the part in helping the EA make profit.


Component 2: Rules to eliminate false signals (Rules for not losing money)

These are the rules to restrict/limit the 1st component rules to trade, in another words, it aims to eliminate trades during consolation/ranging/ambiguous trading conditions.  In another words, eliminate false signals, prevent your EA from losing money.

In a nutshell, a good EA is one that not only make money but also that doesn't lose (too much) money.  Often the main reason our EA fail is not because it didn't make money, but rather we having difficulties finding ways to stop it from losing money.

Of course lousy EA are those that not only losing money but can't even have a nice decent gross profit.

If we were to examine the EA's PF value, having a value of 2.0 and below simply means that our EA losing (Gross loss) majority of what it has earned (GP) and hence we ended up with a small Net Profit that resulted to having a PF value of eg. 1.3

Hence, having extra rules to stop the EA from losing what it earned is far more effectively ways to improve our trading rules than to constantly search for new EA and given a limited opening/closing slots, the type or quality of robust EA is hence limited.

182 (edited by GD 2019-02-22 22:12:01)

Re: Expert Advisor Studio - Wish list

Ι think also that except the number of slots to be increased by user (i want to use more presets)
TFs should be included

Relative to multi market validation, selection of data from different brokers like with FSBRO should be included

Money management system also if possible.
Buy, sell, stop to each EA for a portfolio EA i.e. small buttons and inside parameters.

All the best

Re: Expert Advisor Studio - Wish list

Hi Popov,

Can I please request either a snippet of code or better yet the ability to have individual trading times for each day/the ability to not trade certain days. I know this feature is there for Sunday and Friday but doing both back testing and live testing I’ve found plenty of my strategy’s perform better on certain days than others.

184

Re: Expert Advisor Studio - Wish list

I’ve found plenty of my strategies perform better on certain days than others.

I plan to make more strategy slots available in the Generator and the Editor. Also, we may add a "Day of week" indicator. It will make it possible to use the "Preset Indicators" to generate a greater variety of strategies.

Re: Expert Advisor Studio - Wish list

Could I please request more advanced position sizing. Ability to set limit orders and laddering in and out of a position which is fully optimisable.

Also the ability to optimise a strategy through multi market ie we build a strategy on one symbol then can choose to optimise over say 5 symbols to give a strategy which is profitable over a number of symbols to help with curve fitting. I understand the performance will be compromised but it would give a more robust strategy.

Also are there any updates in the bot to distant future with new features?

Re: Expert Advisor Studio - Wish list

Hi Popov,

After running some tests running the reactor I have an interesting observation. If I run 10 of years (just as an example) worth of data with let’s say 20% OOS. Then side by side in another instance of EA Studio the same data set (10 years) but with 20% cut off using the data horizon I find that EA Studio runs approx 20% faster.

So to ‘optimise’ the speed of EA Studio could it be possible to not allow EA Studio to backtest the 20% OOS until X number of strategies have met the given acceptance criteria THEN test the 20% OOS over those strategies?

Of course we can do this manually however it is likely the time saved/time spent by the user outweighs the benifit of generating more strategies over X amount of time.

187 (edited by ats118765 2019-03-05 12:50:47)

Re: Expert Advisor Studio - Wish list

Michael1 wrote:

Could I please request more advanced position sizing.

I strongly support that suggestion. For example if we could adopt ATR based position sizing techniques such as the fixed fractional method, then we would find it far easier to hone in on those solutions that may be suitable for multi-markets. These volatility based methods would also need to be applied to profit targets and stop placement for the generator and reactor.

Unfortunately the current methods employed by EAStudio significantly limit the capability of developing robust EA's capable of multi-market use.

I remember in previous posts within this thread that this request was being considered and was in the development pipeline but I have not heard of any recent updates on this request.

Popov, have you an update at all on this wish list request?

Diversification and risk-weighted returns is what this game is about

Re: Expert Advisor Studio - Wish list

Is it possible to add a range option for Acceptance Criteria?

Like, while searching for Minimum R-Squared 90, at the same time only pick strategies with Sharpe Ratio within 0.4-0.6 range ?

If it is a bit time consuming, any chance to add a "Maximum"  versions of existing "Minimum" ones, like "Maximum Sharpe Ratio", "Maximum System Quality Number". May contribute to reduce curve fitting.

Thank you.

189

Re: Expert Advisor Studio - Wish list

The fact you use a backtesting engine, and filtering and sorting criteria, means that you introduce curve fitting.

Whatever goal you set to the app, it will try to find a strategy that best suits it, by fitting trading rules on the provided data.

The opposite may be right - the fewer criteria, the better strategy. And Monte Carlo for robustness testing.

190

Re: Expert Advisor Studio - Wish list

Hi Mr Popov,

Would it be possible to add R-squared to the Portfolio Summary?
In the Portfolio Stats the balance line stability is included but not R2.

https://i.postimg.cc/F1VpccS2/Note1-2019-04-22-082128.jpg

Best
Tim

Re: Expert Advisor Studio - Wish list

It would be nice to have the option to turn on/off certain trading days or hours of the trading day. Some strategies perform poorly on Mondays or Fridays or during certain hours of the day.

Re: Expert Advisor Studio - Wish list

grantespencer wrote:

It would be nice to have the option to turn on/off certain trading days or hours of the trading day. Some strategies perform poorly on Mondays or Fridays or during certain hours of the day.

The 'Settings' will allow you to configure days and hours to a certain extent.

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

193 (edited by ViniQ 2019-05-04 13:22:58)

Re: Expert Advisor Studio - Wish list

Request: Walk Forward Module, option to run a 'pre-live' optimization stage to get parameters for live trading

@Community and Popov
My two cents on what is wrong with current walk forward approach

The way it is now the user is selecting parameters that works only for the last segment (IN SAMPLE 5) not for the actual trading period ( last in-sample 5 + last oos5 ).

https://i.imgur.com/huh0h7n.png

If you select a walk forward with 5 segments, it should do a additional "pre-live" optimization using the ( last in-sample + last oos) to inform the user the parameters for live trading.

https://i.imgur.com/1cADU4I.png


Hope this make some sense, if you agree reply and help to make this walk forward module something priceless!

Keep the excellent work Popov, cheers

Vinicius Pereira, Full Stack Developer and Support at Forex Software. Olá eu falo português! Se precisar de ajuda entre em contato segunda à sexta: 09:00-18:00 (-3 GMT); via direct MP, e-mail ou acesse (Pt) Grupo Telegram;

194 (edited by yonkuro 2019-05-31 03:40:23)

Re: Expert Advisor Studio - Wish list

Hi Popov,

could you please add options to

1. close the current trades on the opposite signal, or
2. keep open a new trade even if the opposite trade is still open (hedging)

the advantage of these options is we won't miss any signal.

Best regards.

What seems too high and risky to the majority generally goes higher and what seems low and cheap generally goes lower

Re: Expert Advisor Studio - Wish list

Hello everyone,

Given that the data are so important to create a good strategy it would be great to have more information about the quality of the uploaded data,(not only the maximum days off), for example:

-How many gaps with more than X pips have the data and how many days off (or hours)  have these gaps

-Where are this gaps, date and time

-A reliable source of data with many years of data (Metaquotes had a lot of huge gaps), integrated in Expert Advisor Studio

Thank you Mr. Popov

196 (edited by Roughey 2019-06-15 12:22:38)

Re: Expert Advisor Studio - Wish list

ADD TOP 30 ,40,50 .....

or an input field to add custom number


https://i.postimg.cc/K312F384/8.png

197

Re: Expert Advisor Studio - Wish list

Hello

My continuing stumbling block is getting reliable historical data.

If we are to use our brokers data (rather than Tickstory or equivalent), I would like to be able to feel reassured that it is good enough for creating strategies as quickly as possible.

I have seen that there have been some updates to Data Statistics tab under 'Data' in the header menu, in particular, the Maximum Gap and Maximum Days Off statistic readings, which is great, but I wonder if this could be improved further by identifying exactly what "from/until" dates of data are missing?

To go further than that, could EA Studio offer to cut off any data that is before any gaps, giving a nice chunk of accurate and consistent data to work with?

Thanks.

Re: Expert Advisor Studio - Wish list

Roughey wrote:

ADD TOP 30 ,40,50 .....

or an input field to add custom number


https://i.postimg.cc/K312F384/8.png


how about this..

make a link to optimizers ac

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Re: Expert Advisor Studio - Wish list

Hi Popov,

I would love to see the ability to move the window of OOS data from the most recent date, ie having a sliding window of OOS that the user can pick.

Re: Expert Advisor Studio - Wish list

Hi, Miroslav!

It would be great to have ability to switch between anchored  and non-anchored walk-forward optimization.
For some strategies anchored WFO is better because these strategies don't have statistically significant number of trades in each segment of non-anchored WFO.

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