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Posts: 9

1 (edited by seanFRF 2019-10-05 11:42:06)

Topic: How to Identify a Trading Strategy from Portfolio Expert

I generated 21 strategies based on AUDNZD M5, exported them to Portfolio Expert Hedging MT4 format, loaded the PE (Portfolio Expert) to MT4, use the default magic number 100, let the strategies to run for a few days and completed a lot of trades. The following image is the history of the trades.

https://i.postimg.cc/W1nF4322/1.jpg

Now, if I want to use only the strategy with the magic number of 100012, how can I relate the magic number to the 21 strategies that I generated? I need some suggestions.

Currently, I think of a way:
1) Open PE with MetaEditor
2) Scroll to SetSignals(Signal &signalList[])
3) Look for the signal with number 012
https://i.postimg.cc/HL8cdCkz/2.jpg
4) Read the SL:29, TP:92, or the variables of the indicators which will help to identify the strategy.
5) Go to expert-advisor-generator > Collection
6) Look for the strategy which has the same SL, TP or variables value.
7) Add the strategy to Portfolio
8) Export the strategy to Portfolio Expert Hedging MT4 format.

I can use the above steps to extract more than 1 strategies that I want. By this way, I can keep the strategies of a particular symbol that I want in a single PE.

Anyone has any other ideas or better solution to trade a particular strategies from tens of strategies in a PE?

Re: How to Identify a Trading Strategy from Portfolio Expert

you can download the strategies separately instead of as a portfolio

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

3 (edited by hannahis 2019-10-09 08:43:42)

Re: How to Identify a Trading Strategy from Portfolio Expert

seanFRF wrote:

I can use the above steps to extract more than 1 strategies that I want. By this way, I can keep the strategies of a particular symbol that I want in a single PE.

Anyone has any other ideas or better solution to trade a particular strategies from tens of strategies in a PE?

Read here https://forexsb.com/forum/post/54210/#p54210

Another easiest method is to delete all the other in the list and keep only the Strategy you want. 

1. For example, delete all codes in SetSignals(Signal &signalList[]) but keep your codes line 683-685.  ie. Delete signal 000 to 011 and signal 013-099 so that only 012 is the only one remain.


2. Save and then compile the file

3. Go to EA Studio and use the import strategy back function. 

You should be able to see your single, selected Strategy.

Regards
Hannah

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Re: How to Identify a Trading Strategy from Portfolio Expert

hannahis wrote:
seanFRF wrote:

I can use the above steps to extract more than 1 strategies that I want. By this way, I can keep the strategies of a particular symbol that I want in a single PE.

Anyone has any other ideas or better solution to trade a particular strategies from tens of strategies in a PE?

Read here https://forexsb.com/forum/post/54210/#p54210

Another easiest method is to delete all the other in the list and keep only the Strategy you want. 

1. For example, delete all codes in SetSignals(Signal &signalList[]) but keep your codes line 683-685.  ie. Delete signal 000 to 011 and signal 013-099 so that only 012 is the only one remain.


2. Save and then compile the file

3. Go to EA Studio and use the import strategy back function. 

You should be able to see your single, selected Strategy.

Regards
Hannah

That's a good method to keep those strategies that I want in a single PE. Thanks for sharing your method!!

Re: How to Identify a Trading Strategy from Portfolio Expert

seanFRF wrote:

That's a good method to keep those strategies that I want in a single PE. Thanks for sharing your method!!

Sean, use your selected strategy (good strategy) and use it as a Preset to generate better ones.  This is an excellent method to improve your trading results.

To improve your strategy further, while using as a Preset, you can also varied the SL range to "tighten" it and force the software to find better and more accurate entries, i.e. eliminating false entries.

Regards
Hannah

Re: How to Identify a Trading Strategy from Portfolio Expert

hannahis wrote:
seanFRF wrote:

That's a good method to keep those strategies that I want in a single PE. Thanks for sharing your method!!

Sean, use your selected strategy (good strategy) and use it as a Preset to generate better ones.  This is an excellent method to improve your trading results.

To improve your strategy further, while using as a Preset, you can also varied the SL range to "tighten" it and force the software to find better and more accurate entries, i.e. eliminating false entries.

Regards
Hannah


Its a good way running on this method. But i miss it in ea studio when i have a running instance . This generates 100 strategies in collection. I choose one and set as preset indicators.. Now here is the problem. You have to start again your collection is full. now it adds strategies to your collection. I miss it that i say set as preset indicator start again. and a second collection will be make. that will be very good.

7 (edited by hannahis 2019-10-17 07:53:37)

Re: How to Identify a Trading Strategy from Portfolio Expert

Roughey wrote:

I miss it that i say set as preset indicator start again. and a second collection will be make. that will be very good.

Yes, start a new generator procedure with a good selected Strategy as Preset.

As for the Collection, it seem like most people just create lots of instances and let the Generator run for a long time and then collect the "final" Collection at the end of the hours.

I prefer to download the Collection file (and export it as Portfolio) at every few hours interval (the initial intervals shorter and as it goes further, the interval between each file saved is longer because the 1st few couple of 100 strategies are replaced faster in the initial process).

After a number of test/experiment, you will soon find the most optimal duration to run your Generator.  Running your Generator any further (beyond this optimal point is a waste of time and resources).

Why do I prefer to collect different interval Collection for each instance?

Curve Fitting is the issue.  We all know as the Generator  runs longer, it's simply finding the best fit that has the highest yield (performance metrics).  So if you are only saving the last Collection file after many hours of running the Generator, the strategies you are getting are most likely to be more curve fitted than those earlier strategies.

So you can do an experiment to test out whether strategies in earlier Collection do better/worst than strategies save in later Collections.

1) Save the Collections in several intervals (for the sake of the experiment, use a short and reasonable time intervals)

2) Demo test your Collections results and see which Collection files yield better results.

From my experiments, it varied (due to the intervals I use).  Usually it's the collections found in the middle.  Hardly any good ones (relatively speaking) at the last collections. 

Take Note: The result varied due to many circumstances, I'm not saying "ALL last collections" are bad.  I'm asking people to test out instead of assuming that the Last Collection is the Best.  If people agree that the common problem in strategy search is the issue of Curve Fitting then it is important to understand how long you run your instances will result to increasing the effects of Curve fitting issues occurring in your collections.

Regards
Hannah

Re: How to Identify a Trading Strategy from Portfolio Expert

I came across a method by EA Forex Academy on youtube.

Go to 7:20

Re: How to Identify a Trading Strategy from Portfolio Expert

Sean, thanks for sharing.

The method is good for removing a few strategies from portfolio if you plan to keep the majority and the other method we discussed is good for keeping a few and removing the rest.  Both are very useful.  Thanks once again for highlighting it to us.

Regards
Hannah

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