Re: Expert Advisor Studio - Wish list
Dear Popov,
Could you please add an option to sort the OOS result? I think by choosing the best OOS result will help us to avoid curvefitted strategies.
Best regards.
Create and Test Forex Strategies
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Forex Software → Expert Advisor Studio → Expert Advisor Studio - Wish list
Dear Popov,
Could you please add an option to sort the OOS result? I think by choosing the best OOS result will help us to avoid curvefitted strategies.
Best regards.
Most useful update I would like to see is the ability to import a portfolio back into the collection (without having to go through validation). Or Run through validator/or whatever process, so that even losing strategies can be ascended to the collection. Because when I use Premium data to generate strategies and 3 mths later, I want to view these strategies, some of them are not able to be ascended because the new Premium data (different from the one I use to generate, different time period), calculate some of these strategies as unprofitable but I still want to use it for other reasons such as preset or examine the rules etc
Hi,
one big problem at the moment ist that the magic numbers from mt4 and mt5 are different for the same EA.
I will be happy if you use for strategy Id a random number.
Use this number for the magic too.
For example you can name the ea.
id=EURUSD Mx <randomnumber>
mq4file=EURUSD Mx <randomnumber>.mq4
mq5file=EURUSD Mx <randomnumber>.mq5
and this randomnumber in the name will be used for the magic for the EA.
=> mq4 and mq5 file get the same filename
I know the problem, if you start ExpertBuilderStudio in more browsers, it is possible that the magics are not unique more.
yes it can be. But this is not a problem I think the numberrange is very big.
I will happens after a while, but is the same possibility to winn the jackpot.
I install the eas on different metatrader. The possibility that the same magic is on the same metatrader is nearly zero.
advantages of this:
+ mql4 filename is same as mql5 filename
+ you can see the magic directly in the filename
+ I can look in the expertadvisor studio and know the magic and I can compare the results in myfxbook or fxblue
disadvanges of this:
- not uniqe magic numbers (The strategyquant uses random numbers too. It is no problem. I tested more than 6000 eas in this way)
Re-importing strategies back from a Portfolio Expert via Validator often only profitable EA are ascended.
Please allow all the strategies to be ascended irregardless profitable or not and let the users use the acceptance criteria to selection what to keep in the collection and what to discard. Because I have methods to turned unprofitable EA into profitable ones but I've trouble trying re-import them back via Validator (a lot of them) and using import Strategy back one by one is very troublesome.
Hello,
The ability to choose if OOS should be After or Before In Sample.
Thanks
Re-importing strategies back from a Portfolio Expert via Validator often only profitable EA are ascended.
Please allow all the strategies to be ascended irregardless profitable or not and let the users use the acceptance criteria to selection what to keep in the collection and what to discard. Because I have methods to turned unprofitable EA into profitable ones but I've trouble trying re-import them back via Validator (a lot of them) and using import Strategy back one by one is very troublesome.
Right now I'm wasting hours to search ways to ascend the "unprofitable" Strategies because I use Premium Data and over the time, the period when I generated these Strategies are different from the current period and hence some Strategies aren't ascended. Premium Data don't allow you to go back to the data when I originally generate those strategies.
Even when I use my own data source, for some reasons I can't ascend some strategies via Validator because it's deem "unprofitable" and that's odd because only profitable Strategies were generated and when I shortlisted the Portfolio Expert, not all the strategies were allowed back via the Validator.
Secondly, I use different data source to generate my strategies and when I compile them in the Validator to re-import back my selected Strategies via Portfolio Expert, I have to keep trying different data source to try to ascend as many "profitable" Strategies. I have hundreds of Strategies that I want to re-import and combine them into 1 Portfolio but having to make sure all of these selected Strategies are ascended via the Validator, I ended up spending hours and days trying to do it. It so time consuming and such task can solved if you would simply allow all strategies to be ascended via the Validator and let user delete or select what they want in the collection via the Acceptance Criteria and they can eliminate unprofitable Strategies themselves.
Warning: Users who generate 300 in the Collection, when you click "Add All" to Portfolio, Not all 300 get to be added into the Collection and secondly, even if you managed to have 300 in the Collection, Please check the last few pages of the Collection vs the last few page of the Portfolio. Most of the time, they are not the same. For some reason (due to browser memory?), only those older not refreshed 300 gets into the Portfolio and hence you may (and most likely) don't have the final version of the 300 strategies that you been waiting for.
To overcome this problem, download the final Collection (300) and then go to the Portfolio section to upload the 300 Collection, this way, you will ensure you have the final version of the Strategies you wanted in the Portfolio.
2nd Suggestion: Allow the Option to Combine different Collections into 1 Collections so that I can export them into 1 Portfolio Expert.
Right now, I've many different Collections, example Collection 1 has 200 Strategies and Collection 2 has 100 strategies.
When I upload Collection 1 which 200 strategies and when I want to add All to Portfolio, not 200 of these Strategies can be transferred to the Portfolio (I don't understand why, even when I put Max Collection to 300). So I'll go to the Portfolio to upload this 200 Collection. Now Portfolio has 200 Strategies.
Then I'll upload Collection 2 (100 strategies) and when I try to add All to Portfolio (which already has 200 from Collection 1), only some get transferred to Portfolio and thus I don't ended up with 300 Strategies in 1 Portfolio.
So I wish I have the option when I upload Collection via the Portfolio tab, please allow the option to either 1) Overwrite the existing one or 2) Add the uploaded Collection into the existing Strategies (eg 200) that's already in the current Portfolio/Collection.
Dear Mr. Popov,
Would it be possible for you to add Count of trades (descending) as a "Sort Collection by" criterion?
I think it would be a simple, yet very useful feature that could help us find statistically significant strategies.
Hopefully you find it an interesting feature to add. Thank you in advance.
Best regards,
MW
Hello team I want to request statistics metrics for strategy and validation criteria:
Average Loss per trade
Average profit per trade
Those the statistics are in standard MT5 report as "Avg profit trade" and "Avg loss trade".
Hello team I want to request statistics metrics for strategy and validation criteria:
Payoff
What Is the Payoff Ratio?
The Payoff is also know as the average return/risk ratio and it marks the prospective reward an investor can earn for every dollar they risk on an investment. Many investors use Payoff (avg. return/risk ratio)s to compare the expected returns of an investment with the amount of risk they must undertake to earn these returns.
The optimal return/risk ratio differs widely among various trading strategies. Some trial-and-error methods are usually required to determine which ratio is best for a given trading strategy and many investors have a pre-specified Payoff (avg. return/risk ratio) for their investments.
Threshold*: The combination of Payoff Ratio and winrate where profitable trading is possible.
Dear Popov,
most of trading strategies will close the trades when opposite direction signal occured. Please add that option to EA Studio.
Best regards.
Hi,
I'd like to see the current set of EA Studio indicators expanded to include Pivot Points, Fib, Chaiken Oscilator, Chaiken Volatility, TEMA, SAR, Keltner Channel, SuperTrend, etc etc.
Cheers,
Luke
fuzzy logic trading strategy
Dear Mr Popov,
I have a Christmas wish;
EA Studio has already a Multi Market validation, but not a Multi Broker validation tool..? (for eg in Reactor mode)
A robustness test to see whether the strategy cope with different broker data, for eg IG, JFD, Dukascopy
If the strategy fares well in different broker environments, chances are that the strategy is more robust.
Been thinking this idea for a while and since its Christmans, maybe Santa delivers.. :-D
Anyways, Happy Christmas
/tim
CHF option for the account ;D
Miroslav – Would you consider relocating either the “Trash Can” or the Strategies page identifier in EA Studio? I have deleted all strategies by inadvertently pressing the “trash” button rather than the Strategy page number once too many times….
Thank you!
Entry Indicator: Maximum trades per day
It should return false if the current magic number has open 'X' positions for current day.
Wish: Indicators Settings
Can you consider implement a Indicators Settings so we can overwrite the limits and steps for any indicator?
Eg. The Bear / Bull Power has a level limit of -100 to 100 but this indicator can output values that are out this level range for other symbols than forex pairs.
Instead of using steps 0,0001 and limit -100 / 100, the user could change the settings to steps of 10 in a range -500 / 500.
The limit "-100, 100" may not apply for other symbol than fx pairs.
It will also be very beneficial to the generator and full optimization, as it would access this information and generate strategies that are within a range and steps that we expect for indicators.
Wish: Level for Indicator Moving Average of Oscillator can be lower than zero
Moving Average of Oscillator level can be lower than zero, but it's limited to it in strategy editor/optimizer/generator. Can you please extend this limit to a lower threshold value?
Chart with indicator Moving Average of Oscillator < 0.
Wish: Extend the Correlation analysis to do not treat MA method as similar trading rule
I believe we should not consider the smoothing method for moving averages as similar trading rule because the type of moving average ( Simple / Weighted / Exponential / Smoothing ) will change the output completely.
Those strategies have the same logic with different smothing method. Not similar at all.
My wish is to extend the correlation analysis. The user should also consider if the Price used in indicators is a similar strategy.
Settings > Correlation analysis > Detect similar strategies
Detect strategies with similar Trading logic
Detect smoothing method ( Simple / Weighted / Exponential / Smoothing ) as similar rule
Detect the price applied in calculations (Open / High / Low / Close / Median / Typical / Weighted) as similar rule
If the user "uncheck" the last two options it will find much more variations of the strategy logic.
in the comment more information about the BID the ASK and spread.
risk calculation lot per amount
Dear Popov,
Is it possible to add brute force optimization option as a part of optimizer tab? so the optimizer can search any possible combination for a certain strategy, just like the optimizer in MT4 with genetic algorithm unchecked but MT4 optimizer is really slow and doesn't have complex acceptance criteria.
Brute force optimization should be separated from reactor, because it'll take a lot of time to process.
I hope you consider it
Best regards.
Forex Software → Expert Advisor Studio → Expert Advisor Studio - Wish list
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