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Forex Software → Expert Advisor Studio → Expert Advisor Studio - Wish list

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201 (edited by Finmod123 2019-07-18 18:14:27)

Re: Expert Advisor Studio - Wish list

Hi, Miroslav!

It is really easy to overload account by using several Portfolio Experts.
So I think it would be beneficial for all users to have some control over activity of Portfolio Experts. If Portfolio Expert consists of 100 EA it potentially can open 100 trades simultaneously. To control the risk, I offer to get new Input: Minimum Free Margin of Account/ Balance of Account. For example, users can set this input to 0,4. And portfolio expert should not open any new orders if free margin drops below 40% of account balance.
There are also other inputs that can be used to control this risk....

202

Re: Expert Advisor Studio - Wish list

You are right. The Portfolio Expert is not for everyone. The reason to make it available only for the licensed traders is to prevent the new user to blow their accounts.

For maximal safety, you can set the portfolio to trade on the minimal possible lot size. You may also l use a lower number of strategy. Please note that MT and the brokers have limitations on the maximal count of open positions. It is different for every broker.

I think that limiting the included experts by a number of open positions or a free margin is not a good idea. It will break the trading logic of the suppressed strategies. The experts that open first will have a benefit and you will not be able to evaluate the performance.

Re: Expert Advisor Studio - Wish list

Hi Popov,

It would be great, if you could add a portfolio creation tab, where you can select the number of EAs you want in your portfolio and select your criteria you wish to achieve such as Return/Drawdown or R-Squared,  it will then test different combinations of EAs from the collection tab to achieve the highest criteria.

My reasoning for this is that on the collection tab, the top 10 highest r squared strategies doesn't always result in a high r-squared portfolio as maybe 5 of those strategies do bad on the same year but have overall high r-squared meaning the portfolio will have a big drop on the bad year, resulting in lower r-squared.

Thanks,

Re: Expert Advisor Studio - Wish list

Hi Popov,

Some futures exchanges don't support TP/SL (either on the order or setting them later, obviously they work on netting scheme). So an EA generated with TP/SL don't work and keep returning "Error with Ordercheck: Invalid order". In that case, only way simulate TP/SL is to send pending orders (and cancel the remaining pending order related, after a pending order executed and position netted).

So i wonder if it's possible EA Studio to support these situations?

Thanks.

Re: Expert Advisor Studio - Wish list

Simon wrote:

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.

I get my data from  my broker MT5 and that has been fairly reliable, perhaps your broker has MT5 that you can use

206

Re: Expert Advisor Studio - Wish list

Hi Blaiserboy,

I began using MT5 data some time ago, and finally am getting some good quantities of bars, but i wrote this post since then, as my new problem is large gaps.

Blaiserboy wrote:
Simon wrote:

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.

I get my data from  my broker MT5 and that has been fairly reliable, perhaps your broker has MT5 that you can use

207

Re: Expert Advisor Studio - Wish list

One for the wish list..

Could some functionality be added that automatically confirms the time zone of the server that the data is coming from? I am interested in creating strategies for pairs that are most volatile in different market sessions (London, NY, Tokyo etc), and am not 100% certain that I am entering the correct trading hours on the Settings page.

Thanks,
Simon

Re: Expert Advisor Studio - Wish list

Simon wrote:

One for the wish list..

Could some functionality be added that automatically confirms the time zone of the server that the data is coming from? I am interested in creating strategies for pairs that are most volatile in different market sessions (London, NY, Tokyo etc), and am not 100% certain that I am entering the correct trading hours on the Settings page.

Thanks,
Simon

Popov is about to offer a data source which will serve to eliminate data difficulties. It will probably be culled from a couple of different sources and carefully checked before provided to the users.

This might be worth the wait, I think he is close to releasing it.

209 (edited by Simon 2019-09-23 21:06:36)

Re: Expert Advisor Studio - Wish list

Blaiserboy wrote:
Simon wrote:

One for the wish list..

Could some functionality be added that automatically confirms the time zone of the server that the data is coming from? I am interested in creating strategies for pairs that are most volatile in different market sessions (London, NY, Tokyo etc), and am not 100% certain that I am entering the correct trading hours on the Settings page.

Thanks,
Simon

Popov is about to offer a data source which will serve to eliminate data difficulties. It will probably be culled from a couple of different sources and carefully checked before provided to the users.

This might be worth the wait, I think he is close to releasing it.

Anything that eliminates the data difficulties I've had will be most welcome! Years have passed, and I'm still not out of the starting gate! smile

Re: Expert Advisor Studio - Wish list

I believe he is actively testing the data device, I expect it soon.



Simon wrote:
Blaiserboy wrote:
Simon wrote:

One for the wish list..

Could some functionality be added that automatically confirms the time zone of the server that the data is coming from? I am interested in creating strategies for pairs that are most volatile in different market sessions (London, NY, Tokyo etc), and am not 100% certain that I am entering the correct trading hours on the Settings page.

Thanks,
Simon

Popov is about to offer a data source which will serve to eliminate data difficulties. It will probably be culled from a couple of different sources and carefully checked before provided to the users.

This might be worth the wait, I think he is close to releasing it.

Anything that eliminates the data difficulties I've had will be most welcome! Years have passed, and I'm still not out of the starting gate! smile

Re: Expert Advisor Studio - Wish list

hi popov as i wrote before in one post here..can you add button for adding strategies in portfolio.

Now add top 10 top 20..or all..can you add top 30 40 50 60 or let us make input add top xx what we want..i think its not a big think

Re: Expert Advisor Studio - Wish list

Normalizer now can Reduce Stop Loss and Reduce Take Profit. I noticed i get now much strategies with high SL and small TP.

What about to have an extra option. Reduce Stop Loss and Take Profit but TP must be higher than SL.

Re: Expert Advisor Studio - Wish list

What about that. I dont know how others workflow is.

But i have 6 instances open. I make different settings.. Now after 1 week i forgot my settings or which Tab is what.

My workflow now is too look through the settings. Look on Data Horizion. Look which AC i made. Look of Preset Indicators.

Isnt it better to have a summary of settings or something in one tab. Or an Info button on Generator/reactor near reset that when i click i get a Popup with some informations?

Also i will find it better to let all the Toggle Tabs open. Reactors page let Historical Data open ..strategy properties open. without clicking.

Re: Expert Advisor Studio - Wish list

Hi Popov,

One request I have is that the export settings functions captures every single setting and every ticker box.
At the moment it doesn’t save what boxes were ticked in the reactor/validator and also the data horizon, it will save the amount of bars and dates but this can be confusing as when you reload old settings you aren’t sure if you used the number of bars to restrict the amount of data or if you used the start/finish dates m.

215

Re: Expert Advisor Studio - Wish list

The Reactor options are saved. Data Horizon options also work.

You may open the exported Settings file. The options are human-readable.

For example, these are Data Horizon options I exported for testing purposes:

    "minDataBars": 300,
    "maxDataBars": 99999,
    "isUseStartDate": true,
    "isUseEndDate": true,
    "dataStartDate": "2001-01-01T00:00:00.000Z",
    "dataEndDate": "2019-12-31T00:00:00.000Z",

The same settings imported back:

https://image-holder.forexsb.com/store/ea-studio-data-horizon-options-settings-thumb.png

216

Re: Expert Advisor Studio - Wish list

I see Data Horizon settings are not updated properly if we first Reset them. I'll examine the case.

Re: Expert Advisor Studio - Wish list

Hello Popov,

I have some trading strategies use the MT4 standard indicator “ Ichimoku” and other strategy uses the "Pivot levels".

If possible, I strongly recommend to add those 2 indicators to the "Studio indicators list", they will add a considerable values.

Please consider this recommendation

Re: Expert Advisor Studio - Wish list

Hi Popov

I’d also love to see ichimoku get added to EA Studio,

I’d also like to request the we can add more than 100 strategies to a portfolio and allow more then 100 strategies in a collection. I for one run 20 instances of Ea Studio at a time and generate a few thousand strategies at a time and would love to be able to put more than 100 in a portfolio.

Another request would be to be able to shift the OOS sample window to data previous than the start the date of training. This allows us to train on most recent data while checking results on unseen data. I for one do this quite a bit and have found it to be a great tool to prune over curve fitted strategies.

Re: Expert Advisor Studio - Wish list

Also I might add to that list an ATR based stop loss. This makes much more sense for robustness to allow for variations in volitility in the market on different days.

Have a one size fits SL and TP is a big downfall of a lot strategies

220 (edited by hannahis 2019-10-11 20:26:20)

Re: Expert Advisor Studio - Wish list

Option to improve the Closing Conditions ONLY via Generator

Hi Popov, I would like to have the option to generate new and better closing rules to my existing good Strategies.

Usually, I'll pick good strategies (based on demo trades result) and use them as preset.

My good strategy already have 4 good entry rules and I only want to find/generate better closing rules for my existing good  strategies (with the same opening rules as preset). 

Here are some of my observations and the problems I faced...

1. if I were to run the Generator, using Preset strategy which already has 4 opening rules, the Generator will remove the preset strategy's 4th opening rules and replace them with new ones.  Which will then change my original preset strategy.

2. If I already have 2 closing rules in my Preset, the Generator will remove the 2nd/last closing rules and replace it with new closing rules.

I wish...

1. I can "lock" all 4 of the opening rules and let the Generator change only the closing rules (not just remove the last closing rules).  Currently the Generator will remove the last/4th opening rules and the last/2nd closing rules to generator new ones. 

2. I wish you can increase more opening and closing rules (eg max 6 opening and 6 closing rules), so that I can keep my original good strategy as preset and with the option to let the Generator 1) add in extra closing rules only, 2) add in extra opening rules only 3) add in extra opening and closing rules

3. I wish you can also increase the max 500k bar.  I generate 1min strategies.  When you increased the max bar from 200k to 500k, I get far better quality strategies.  Furthermore with increase max bar, I can have longer duration to perform OOS test.

Re: Expert Advisor Studio - Wish list

It will be nice to have a second or third collection in one instance.

We collect strategies. We get 100 in collection. When i now check the best in editor and say use as preset indicator. Than it will be fine that another collection will be run without loosing the collection before. A button or checkbox to say load new strategies in 2nd collection or something. So with this we can take good strategies from 1st collection set as preset indicator let them run and put in 2nd. Than again another from 1st collection set as preset let ea studio run and put in 2nd collection or better 3rd collection. Now we have 3 collection and can now put them into a portfolio.

Re: Expert Advisor Studio - Wish list

Roughey wrote:

It will be nice to have a second or third collection in one instance.

We collect strategies. We get 100 in collection. When i now check the best in editor and say use as preset indicator. Than it will be fine that another collection will be run without loosing the collection before. A button or checkbox to say load new strategies in 2nd collection or something. So with this we can take good strategies from 1st collection set as preset indicator let them run and put in 2nd. Than again another from 1st collection set as preset let ea studio run and put in 2nd collection or better 3rd collection. Now we have 3 collection and can now put them into a portfolio.

I only take good strategies (not from the Collection) only after I demo test the Collection/100 strategies. 

In another words, I'm not assuming all the strategies in the Collections are definitely going to be profitable (in demo or real trading) despite the backtesting in EAS.  Because backtest results does not necessarily guarantee future results. 

So the way to select good strategy for Preset is to use demo results, not just choosing the best/top one found in the Collection.

223

Re: Expert Advisor Studio - Wish list

Reading above, I see a several forum members are generating hundreds of strategies at a time - well done! Maybe you have super fast computers?...

I only have a laptop which is dedicated to running the Reactor. Many times, after two or three days of running the Reactor, I will end up with only a handful of strategies, using fairly loose common AC, Walk Forward optimization, Walk Forward validation and Monte Carlo settings.

My wish is that instead of choosing how many minutes to set the Reactor to run, we could set it to run until a certain number of strategies have ascended to the collection, and to then receive a notification?

Thanks

Re: Expert Advisor Studio - Wish list

More Filter options in collection.

- Filter Strategies with stop loss > xx
- Filter Strategies with stop Loss > Take Profit

225 (edited by hannahis 2019-11-01 10:45:13)

Re: Expert Advisor Studio - Wish list

There are 2 ways to search for good and robust Strategies....

1) Improve the Generator process

2) Add more filters (which is after the Generator process).

Adding more filter doesn't improve the quality of the Generator process, it only filters out what is deem in your opinion good or bad strategies.  In another words adding more metrics (Acceptance Criteria) won't change how the Generator works, it only determines which strategies are selected (goes into the Collection folder).

However, if we focus on Method 1: Improve the Generator Process, we will in-directly also get strategies with better performance metrics. 

One of the methods to improve Generator Process is to use Preset Indicator (profitable Strategies in demo testing results), as I've previously mentioned. 

Another method is to classify the indicators into 2 Basic types (a. Mean reversal or b. Trend/Breakout strategies). 

I wish the Generator has 3 Modes to choose (Mean Reversal mode, Trending mode and both).

A) Mean reversal mode allows you to use indicators such as falling, cross downward (those counter trending rules or anti trending rules) during the Generator process for a Long/Buy position.

B) Trend/Breakout Generator Mode only use trending indicators/parameter (and eliminate those anti trending rules such as falling and cross downward).  By eliminating these number of options, we also speed up the Generator process for the right search by cutting down the number of iteration needed for the search.   

C) Allow the mixture of rules in a Strategy (the current Generator is in this mode).


From my own personal experience, my robust EA are those that do not have "contradicting" rules, rules that are unidirectional and not bi directional.

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