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Forex Software → Portfolio Expert → Rolling Algo Portfolio with EA Strategie Samurai & EA Sudios

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1 Topic by S118 (edited by S118 2023-11-17 11:28:37)

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Topic: Rolling Algo Portfolio with EA Strategie Samurai & EA Sudios

Hello everyone, im here to starting a new project called rolling algo Portfolio. I will share my results for everyone here.

My plan is to make a batch of 33 EAs a 3 exposure neutral assets.

EURUSD
GBPUSD
EURGBP

Those are my settings.

100 Top EAs on 3 Assets, Exposure neutral, 33 EAs per Asset, find the 5 Best of the Best

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EA Studio, 5M, 150 Trades, 10% Outside of Sample, SL 10-40, TP 40-80, R-squared 70

EA Studio, Outside & Inside of Sample R-squared 50, Working Time 800m

EA Studio, Monte Carlo only randomize Spread, Correlation & Strategy recognition 0.98

EA Studio, Trading Session 01:00-23:00 Friday Close, Best Account Balance Growth Stability

EA Studio, too few strategies, 100 Trades, Increase Entry Criteria, Working Time 1000m

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Demo Trading for 2 weeks, using EA Strategy Samurai to find the best 5 EAs

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EA Strategy Samurai, Short-Term Filter, min. 5 Trades, Return to Max Drawdown, Sort Top 5

EA Strategy Samurai, min. 1.5 Profit Factor

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Live Trading, the Best 5 EAs for 2 weeks of Live Trading

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EA FXBlue Copier, send the trades of the confirmed Magic List to the Master Account

EA FXBlue Copier, set risk to Fixed Lot, per 100 K = 1 Lot

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EA Risk Manager, Max DD 10%, Max Daily DD 5%

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Rolling Algo Portfolio, create & test a new Algo Set every 2 weeks, Benchmark ALG

Rolling Algo Portfolio, create Algo Set with the same process

Rolling Algo Portfolio, Magic Set1-Set2, EURUSD 100-110, GBPUSD 200-220, EURGBP 300-330

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EA FXBlue Copier, switch sender to the current AlgoSet

2 Reply by S118 (edited by S118 2023-11-17 11:36:19)

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Re: Rolling Algo Portfolio with EA Strategie Samurai & EA Sudios

hello everyone,

The third week of trading is now over here are some results.

I let the EAs trade 2 weeks under demo environment, in this time strategy samurai filtered all the strategies and gave me back those 5 magic numbers with an awesome looking equity curve on Friday.

3025.2020,2009,2015,1016

I did set up FXbluetradecopier to send only the approved list of magic numbers to my master account.

In the middle of the week those strategies did not performed well and they felt out of the top 5 of the magic list.

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3 Reply by S118 (edited by S118 2023-11-17 11:57:53)

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Re: Rolling Algo Portfolio with EA Strategie Samurai & EA Sudios

During this week there came a sigma 3 event across, with a questionable faked CPI print from november(other theme). So many EAs got fucked so bad, because they are too dumb to recognize news. And the list of the approved magic numbers did change completely during this week. The equity curve from the 5 starter list, went from awesome to really bad.

From this point EA Strategie Samurai is making a great job, filtering every non performing EA out. But it seems like those EAs which he's sorted out are not the right ones.

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4 Reply by S118 (edited by S118 2023-11-17 12:20:12)

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Re: Rolling Algo Portfolio with EA Strategie Samurai & EA Sudios

This are the results of 1 week "Live"demo trading.
I used this set of EAs now for 3 weeks. And even the filtered ones are not able to deliver a single day a profit. When these EAs can't make money on a sigma 3 event week, will they ever im asking myself at the moment.

I hope some senior quant traders see this here and can tell me what im wrong doing here.

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5 Reply by S118 (edited by S118 2023-11-17 12:31:25)

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Re: Rolling Algo Portfolio with EA Strategie Samurai & EA Sudios

In this week the numbers of the approved magic list did changes several in the middle of the week. Those are at the moment the new ones. And again the equity curve looks amazing. Im really want those curves on my master account.

1021,3000,1008,2010,2009

I will posting again when I have some new results end of next week. I wish you all a great trading week!!

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Re: Rolling Algo Portfolio with EA Strategie Samurai & EA Sudios

interesting.

it will be ever great to have a tool..to let eastudio run...make a collection of thousands eas..let them run on a cloud where metatrader trade in demo and a tool will send the good ones to live account...

7 Reply by S118 (edited by S118 2023-11-18 01:43:01)

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Re: Rolling Algo Portfolio with EA Strategie Samurai & EA Sudios

@Roughey I think in compare to manually creating strategies, so how it is now, is already awesome! thanks to mr. popov and all third parties here that working so hard to getting this software done.

3015,3027,3002,1021,3000

Back to the project. These are the best EAs for next week. They are changing every 1 - 2 days, but I think now in the third week the strategies should be stay longer and overall it should be robuster.

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8 Reply by S118 (edited by S118 2023-11-19 22:53:13)

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Re: Rolling Algo Portfolio with EA Strategie Samurai & EA Sudios

Little update i use a higher count of trade numbers instead of 5 im using now 7. This should result in a robuster set of EAs

1021,3000,2010,2012,2009

EA Strategie Samurai, ShortTermFilter, min. 7 Trades, ReturnToMaxDrawdown, Sort Top 5

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Re: Rolling Algo Portfolio with EA Strategie Samurai & EA Sudios

Interesting approach, how did this week go?

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Re: Rolling Algo Portfolio with EA Strategie Samurai & EA Sudios

How do you use Strategy Samurai?

11 Reply by S118 (edited by S118 2023-11-26 02:36:18)

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Re: Rolling Algo Portfolio with EA Strategie Samurai & EA Sudios

Update to the "live"demo results, in this week I had a planned power outage so 2 EA where lost after the outage EA samurai calculated new and this resulted in two abandoned positions, I closed them manually at friday 22:00. The results are exact in the planned range of 1.5 profitfactor.

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12 Reply by S118 (edited by S118 2023-11-26 02:39:10)

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Re: Rolling Algo Portfolio with EA Strategie Samurai & EA Sudios

A new week a new set of EAs are online, and again I did test them now for 2 weeks in demo and now on the fly im going to change them, with this handy dandy FXBlueTradeCopier tool the work is really easy to handle. I changed the settings in EA strategy samurai to LongTermFilter for more robuster strategies. And again awesome looking equity curves!

11021,11027,22026,22007,11018

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13 Reply by S118 (edited by S118 2024-02-16 10:57:39)

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Re: Rolling Algo Portfolio with EA Strategie Samurai & EA Sudios

My first approach failed and I was breaching my 10 % DD rule now I will change some things before I restart and do it again. Interesting after I just let it run without working on it the curve goes nicely up.

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