One of my wishes: two different acceptance criteria sections, one for the Generator, one for the Optimizer. The reason is this: I would like to accept strategies from the Generator (via the Reactor) with a little more relaxed settings, but with more strict settings once they have passed through the Optimizer (if they haven´t improved, they will then be thrown away). So have "Acceptance Criteria Set 1" and "Acceptance Criteria Set 2" in the "Settings" would be great, we could then select which Set to apply where (so one could still use the same criteria-sets for the Generator and the Optimizer, in case not everyone might need that feature and more advanced users can use the two sets instead).

It would be great to have strategies that act on EVERY signal. Right now the strategies that EA Studio generates do not reverse the trade if the entry signal changes direction. To make the generated EAs trade-chain-independent, the generated systems should act on *every* signal. So if there currently is a short position and the entry-signal generates a long entry, it should close the short trade and enter a long trade. Right now it does not do that and only exits via the exit indicator / trailing or TP.

the only one thing my wish,
Multi markets tool can compare the performance of strategies on the different market. like fsb pro
It's usefull for increasing robustness.

Hi!
Another feature that I think it could be of help is a check to allow automatic pruning of a collection based on performance filters. We do have a check for automatically pruning the correlated strategies so they do not go to the collection. If we had a similar check to automatically prune the strategies not fitting the "performance filters" it would be great.

The issue is we have only one Acceptance Criteria. Acceptance criteria is checked when generating the strategies and before (and then after) the optimizer. As we only have one acceptance Criteria, if it is very hard to pass it then very little strategies are generated and go to the optimizer. On the contrary having a not so hard acceptance criteria for generations gives optimizer the chance to create very nice strategies (most will be overoptimized but that's another story -montecarlo is after that to help with that-).

If we had a method to automatically prune the strategies in the collection not passing the "performance filters" that would be an ideal second Aceptance Criteria and all the collection will be full of strategies with the desired parameters (min return to drawdon, max stagnation, min sharpe ratio, and so on).

And if it is a check (=optional) the same as it is in "automatically prune the correlated strategies" it won't be a destructive/problematic feature.

Best regards
RJ

1. Increase the maximum number allowed in the Collection

Hi Popov, I'm trying out E Studio and I'm pleasantly surprised, I demo tested my top 10 EA in the collection during this recent difficult trading period and I've 3 really good EA with PF 2.0 (Net Profit $2k), PF2.3 (NP$3.5K), PF3.0 (NP$3.5K) in 1mth.  That's 30% success rate consider 3 out of 10 EA are profitable.  Though 1mths demo testing results is nothing to brag about but considering this 1 month is one of the most difficult trading period, such performance results is considered relatively good cos a lot of EA tend to lose money during this difficult trading environment.

That's really good result to have for someone who didn't do much about it to work for such outcome.

I'm thinking that it's such a "waste" that the E Studio is generating so many EA but only 100 are collected.  As I've the habit of demo testing thousands of EA, I would prefer the E Studio to generate as much as I would like and test them all out in demo to verify their results..

Since E Studio store our collection in the web server, increasing everyone's max collection may be an added stress to your server storage.

So is there any ways to work around this issue?

1. A setting that allow the E Studio (when login) to direct where the collection can be stored in our computer, in one of our folders (when this function is chosen, it allows us to set the maximum number of EA in a collection, while the default top 100 will still be in the server)

In another words, the E Studio is storing the generated EA in the website's collection (default mode) and storing the EA also in our computer's folder simultaneously, at the same time.

We can upload these files any time to prune them further and then download it again once we are done.  But the website will only store the top 100 at all time only. 

Or When we need to prune our own folder (eg with 300 EA), the E Studio is able to access our folder (in our computer) and working directly from this folder to prune etc.

2. Please add the Winner's function to E Studio

The Winner's function is a very important "performance filter" function

Even if we are not going to use the Winner's function in real/live trading, it is still a very important function to use.

Winner's function help one to identify whether an EA really has a trading edge.  One of the best way to weed out bad EA and find robust EA is to use the Winner's function because it will easily show you which EA is robust.  Those with good trading edge will show exponentially high returns and those with poor trading edge will show exponentially bad results.  This method of search is far more effective than using those "normal" acceptance criteria.

As for me, I need this function in my live trading too cos whenever there is a good trading period, I don't want my EA to just open 1 position.  It's such a waste of trading opportunity.  I waited so long for the good trading environment to come and to trade only 1 position at a time is tremendously "slow" and affects the performance outcome.

Popov,

The Winner's function is the same one in FSB Pro for Additional lots for the next signal (Add, Winner or none etc)

Though I wish the Winner only add when the previous position is positive instead of the aggregate positive (cos if you choose aggregate positive, it will keep adding till the overall positions are in negative).

Hi Popov - For both FSB & EA Studio  , it would be nice to see in the report - Max Consecutive Wins  (we have losses - but why not wins also?) 

Thanks

Hello Vini,

Yes, this is reasonable. I may show the corresponding indicator params in the stats tab. We may add also an "Edit" button that to load the chosen version in the Editor.

I'm now experimenting with different settings to understand which is the most ideal settings so that I can plan out a workflow that can replicate the success rate.  In another words, so that any users, if they were to follow certain settings or workflow, there is high success rate in the kind of strategies generated.

Because I'm trying out with different settings, it is crucial to journal these settings down.

Popov is it possible to save these settings as "Templates" or "Profiles" just like MT4 we can save our EA set ups under different profiles?

In another words, I can save several settings such as Setting 1, 2, 3 etc and so I can record my Strategies (base magic number to relate to the different setting) so that when I compare the results of different Strategies, I would know which strategies (i.e based magic number = Which settings)  produce the best results.

For example, currently I'm doing an experiment to test

1) Does longer historical data produce more robust EA (better trade results) or Shorter Historical data has better trade results (because it's parameters are not "flatten" out due to longer historical data).

2) Does the use of Preset Indicator really improve the search results or a normal generating process is better

3) Does the use Reactor produce better, robust strategies or a normal generating process is better

4) Acceptance Criteria - which filter enable one to search out strategies with high trade expectancy?

All the above required different settings and sometimes, I'm afraid I didn't journal these settings carefully and when I finally found which batches of Strategies did well, I may have "forgotten" or misplaced their recorded settings.

So if you can enable users to save the settings, then it's far easy to retrieve these settings for me to replicate the success rate.

Thanks Popov, each day I'm learning more n more the wonders of EA Studio. Thanks for your kind patience to answer my queries

The weird thing is, I do come across the setting management feature you pointed out but somehow it didn't register in my mind that it's serve my need/wish.

Thanks for pointing it out. Sorry to ask so many "obvious" questions. Do bear with me, I'm learning my roles to use EA Studio only recently as I've completed my FSB Pro projects and extra time to spare to learn another new software.

EA Studio is far more easier to pick up and produce really good results. I'm falling in love with it

I'm considering a similar option also. I have that request in my ToDo and probably will work on it next weeks.