Topic: Development Progress at 2017

Hello Traders,

2017 is well started and I'll start posting my current working goals.

Several days ago I had a very constructive talk (as always) with Justin and Rimantas from In the course of the talk we figure out several small and one large goals that can make the EA Studio even better. As a result, I spend the last three days in active development (hmm isn't it what I do all day and night) on that goals and the result is already online:

- Added Indicators list in the EA Studio and BO Tester Generator settings. It allows us to select the indicators we want for our generated strategies. However, probably the best usage is to remove (uncheck) the indicators we don't want. For example I don't like indicators that use the whole length of the data series, which makes the comparison of the backtests in EA Studio and MT difficult.

Such indicators are:
  - Accumulation Distribution
  - ADX
  - BearsPower
  - Bulls Power
  - Directional Indicators
  - MACD
  - MACD Signal
  - Moving Average of Oscillator

As you see on the screenshot, you have to select at minimum 3 entry rule and one exit rule indicator. This is because EA Studio's Generator uses up to 3 entry rule slots and 1 exit rule slot and needs at least one indicator for them. Of course, BO Tester needs only entry rules since it exits unconditionally at the expiration time.

Other new things are:
- Added a Moving Average Crossover indicator with the corresponding support for MT4 and MT5. Please test it carefully and report issues.

- Added minimum deviation in steps for the Monte Carlo parameters. This fixes an issue when the indicator has an initial value equal to 0. Obviously +- 20% of zero is zero and the Monte Carlo calculates one and the same values multiple times. Now this problem is fixed and there is guaranteed range for each parameter.

Re: Development Progress at 2017

amazing development popov,
woukd you develop also the FSB PRO?

Re: Development Progress at 2017

Now I'm working on a "super cool" smile feature of EA Studio - an "Automated Workflow"

This is a new set of tools that expands the standard Generator in EA Studio. Here is the basic:

If you have any experience with StrategyQuant, you know how it works. You run it and after several hours or days, you have a set of strategies. Then you can analyze and filter these strategies and to select the best of them for trading. You don't need to know how exactly the strategies work and what conditions they have.

On the other hand, FSB Pro and EA Studio put the accent on the logic of the strategy. We want to know what exactly our strategies do, what indicators they have and how they trade.

Fortunately, we already have the know-how to make a super tool that takes the best from the both designs.

So I'm very excited to show you a prototype of the "Automated Workflow" mode of EA Studio Generator.

How it works
  - it generates a strategy (with the corresponding goal, criteria and OOS),
  - optionally it can optimize the strategies. You can use a separate settings for that.
  - then a strategy may be validated on the complete data series. This is useful when you use OOS for the Generator or the Optimizer
  - the strategies may be additionally validated against the Monte Carlo and the Multi Market tools.
  - finally, if the strategy passes all validations successfully it ascends to the Collection.

The final goal of the tool is to provide strategies that are passed all robustness tests. So we can start EA Studio for a night and we will have ready for trading strategies set at the morning.

Re: Development Progress at 2017

alamehmazen123 wrote:

amazing development Popov,
would you develop also the FSB PRO?

Yes, it is a truly amazing filling to be able to create all you want.

FSB Pro is our main product and I'm going to work hard on it.

Actually I planned to implement this Automated Workflow on FSB Pro first, but I decided that EA Studio is a good test-bench.  I'll release it first in EA Studio and BO Tester. Than I have some work on the EA Studio documentation and want to start making new videos. Then I can return back to FSB Pro. I have "must to do" things in my list for this year.

Re: Development Progress at 2017

Love to hear your enthusiasm indeed...keep it up!!

Re: Development Progress at 2017

alamehmazen123 wrote:

amazing development popov?

I concur,

Re: Development Progress at 2017


Unfortunately my first attempt to make the Automated Workflow running failed. It appeared that it works fine when I'm in the Generator page, but if I leave it and return back, it freezes. The problem is that the generator was initially designed to work continuously (you can leave the page and it still works), but this was not the case with the the other tools - Optimizer, Monte Carlo...
Yes, it is not a big deal, but I have to start the tool from scratch. Also don't like how I sis the settings of the new tools. Today I reset almost all the changes I made and tomorrow will start to make it in the correct way smile

I still believe that I'll provide a prototype withing a week.


Noted also a minor issue in the Collection page. When there are more than 10 strategies and the page buttons appears at the top, and if you change  the filtering criteria in way to have only few strategies shown, the page buttons doesn't refresh. It must be not so difficult to fix it next week.

Re: Development Progress at 2017

I wonder if on the work flow settings, we will be able to set the number of strategies required by the generator before moving on to the next step.

Some people may want 50 strategies generated while some others may want 500.

Re: Development Progress at 2017

We actually don't need it.
We will provide a better workflow than StrategyQuant. Instead of first generate strategies and then going to the Optimizer, EA Studio will generate 1 strategy, will pass it through all the tools and if it ascends successfully, it will be added to the Collection. In that way we can receive our first strategy in minutes.
When the Generator finishes with a strategy, it will start generating a new one...

The Generator will display stats of the current progress. It will show also the fail rate of each validation step, so it will be clear where the rules are too strict or too loose.

Re: Development Progress at 2017

ohhhhhhhhhhhhh  well that sounds much better than what I was imagining......

Re: Development Progress at 2017

This is a big step!!!!
Very it

Re: Development Progress at 2017

It works like crazy!!!!

I'm very excited to see how the numbers moving. I have to take a rest to calm down.

Probably I'll be able to post a prototype later tonight.

Re: Development Progress at 2017

I managed to find a strategy that makes a profit (even smaller) on 6 markets with the new tool:

Re: Development Progress at 2017

That is amazing....... especially re Multi Market!

Re: Development Progress at 2017

Ok, the new Automated Workflow generator is available online.

Please test all possible variants of using this tool.

This the first release of one very complex feature. Honestly I cannot be sure there are no bugs there. Please report all issues and we will catch them easily.

Trade Safe!

Re: Development Progress at 2017

It's astonishing so far.

I do get a a slight issue (older thing, I think), that when I open another tab, calculations slow down considerably, re-open the gen and it carries on with good speed again.

Re: Development Progress at 2017

I do get a a slight issue (older thing, I think), that when I open another tab, calculations slow down considerably, re-open the gen and it carries on with good speed again.

The browsers do that. However there is a cheep cure for that. Open EA Studio in different copies of Chrome and thet all will work fast. Please note that when you close a tab, it will override the previous setting and collections. Download the collection to your local file system before the closing.

Re: Development Progress at 2017

here is a way to create multiple instances of Chrome Browser … hrome.html

Re: Development Progress at 2017

After three minutes I got a collection of 28 strategies..... all of them 30%OOS and the ret/DD of the top ten was over3.98, this was using 3 in the MultiMarkets.

It would have taken me10 or 15 hours to get these results using the desktop, plus I would have had to do a lot manually

Re: Development Progress at 2017

Having a bit of difficulty with Multi MarKets getting different pairs to appear..... Only One pair will show

The last test I did seemed to be fine but after I started into a second one. no luck getting MultiMarkets

I have a test running in another browser.... no problems with Multi Markets

Update..... I went to another page and then back.... Multi Markets worked fine!

Then...... loaded new data from Mt4 and it failed again..

Clicking on Generator Settings can cause a whole project to disappear

Those were the bad news...... the good news is that I have already several strategies that look excellent and more to come as the thing works overnight

Re: Development Progress at 2017

Dave, you don't need different accounts in Chrome. Simply drag and drop the tab out of the Chrome and it will appear as a new instance.

Re: Development Progress at 2017

ohhhhhhhhhhhhh   lol  thank you

I am truly amazed with 'Work Flow'

Re: Development Progress at 2017

Multi Markets is fine until I change the data source.....

Once I do that, Multi Markets deletes the extra currencies and will not allow me to add new ones...

But that is not always what happens.. sometimes it will allow me to change MM after my data is loaded

If I change back to the supplied data. then the extra pairs reappear......  so the problem I think, arises when new data added.

Re: Development Progress at 2017

Do you have enough symbols in the new Data Source? Multi Market gives the opportunity to use symbols only from the active data source.

Re: Development Progress at 2017

wont allow me to have other than EURUSD even if I open several boxes... and try to change

But for some reason, I got it to work a couple times

The source is MT5 and I have all the forex pairs open on 1 hour charts

I have three browsers open...... one is fine on my data, the second one will not work on my data and neither will the third

I did get the third one to work....... BUT  I loaded 50,000 bars and it is processing 15,500.....