• zenoni
  • zenoni
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  • Registered: 2009-10-25
  • Posts: 339

Topic: How to track performace of several FST on the same instrument ?

I have a such question that how can I track performants of several FST on the same instrument ?

Fore example I have 4 instances of FST with different strategies that all running on EUR/USD. How can I monitor the performance difference from each of them ?

On the current state I don't know haw to monitor the performans of each FST in this situation. I can see the overall account balance.

I have two proposals:

- I think that is important to add "ID=xx" of the FST into the MT "Account History" Comment field. It enables to monitor performance of each separate strategy based on it's ID.

- The other way is to improve FST Journal tab (or generate eacy to Excel importable log file) that tracks only losses and profits of each order.

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Updated:

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  • Popov
  • Popov
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  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 8,026

Re: How to track performace of several FST on the same instrument ?

I'm going to publish new release this weekend. I'll include ID=XX

Popov's Website

  • Registered: 2010-01-05
  • Posts: 7

Re: How to track performace of several FST on the same instrument ?

Hi!

In this context, a problem also encountered.

I connected with a Broker:
Once ID = 11 EUR/USD M30 and a second ID = 12 EUR/USD D1.
Both of them exit 'Bar closing'.
Occurred: ID = 12 open position and ID = 11 it closes!!! ID = 12 should do though.
The two strategies may take a blur, though this would not be free!

  • Popov
  • Popov
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  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 8,026

Re: How to track performace of several FST on the same instrument ?

Both strategies trade one and the same couple. Actually they control one aggregate position. If ID11 closes the position, ID12 will see it as closed.
A situation may arise when both strategies send close orders simultaneously. In that case the first order will be executed and the second order will be canceled (an error message may be returned). This will not break the trade.

Popov's Website

  • Registered: 2010-01-05
  • Posts: 7

Re: How to track performace of several FST on the same instrument ?

This I understand. But I want to test two different strategies at the same time a broker. I is not good, if ID = 12 end of the day to close down and ID = 11 before closing at the end of half an hour.
But I also understand that if it is not possible. I can not stay another way, the various currency pairs as I run a broker.

  • Popov
  • Popov
  • Lead Developer
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  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 8,026

Re: How to track performace of several FST on the same instrument ?

It's possible to trade several strategies on one and the same couple but you have to make a little change in the expert.

1. Find on line 30 of the expert:

#define EXPERT_MAGIC  20011023

2. Change this to

extern int EXPERT_MAGIC = 20011023;

3. When starting the expert set unique ID number and EXPERT_MAGIC number. Let's say ID=12, EXPERT_MAGIC = 12.

4. For the other instance of the expert set different numbers like: ID=13, EXPERT_MAGIC = 13.


Now both experts will work with their own magic numbers and the positions will not interfere each other.

Popov's Website

  • Registered: 2010-01-05
  • Posts: 7

Re: How to track performace of several FST on the same instrument ?

This is great! I rewrote everything, I set successfully, as you write. Now only needs to be tested, that's all right.
Thank you.

  • zenoni
  • zenoni
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  • Registered: 2009-10-25
  • Posts: 339

Re: How to track performace of several FST on the same instrument ?

http://img27.imageshack.us/img27/8559/fstjan.png

This is very important issue because I have 4-5 experts running on the same pair. I discovered similar anomaly, but I didn't understood the issue completely. I'm glad that this issue is solved now.

Maybe you should publish the bug fix realase of the FST expert.

Great work indeed.

Popov wrote:

It's possible to trade several strategies on one and the same couple but you have to make a little change in the expert.

1. Find on line 30 of the expert:

#define EXPERT_MAGIC  20011023

2. Change this to

extern int EXPERT_MAGIC = 20011023;

3. When starting the expert set unique ID number and EXPERT_MAGIC number. Let's say ID=12, EXPERT_MAGIC = 12.

4. For the other instance of the expert set different numbers like: ID=13, EXPERT_MAGIC = 13.


Now both experts will work with their own magic numbers and the positions will not interfere each other.

  • zenoni
  • zenoni
  • Licensed Member
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  • Registered: 2009-10-25
  • Posts: 339

Re: How to track performace of several FST on the same instrument ?

I found a free service for advanced EA statistics. Please see the updated info on the top.