Topic: Strategy Reactor

Hello Traders,

I'm very excited to a announce a new tool - Strategy Reactor in Expert Advisor Studio.


http://s10.postimg.org/xkp8h5szt/screenshot_182.png

There are new tools available in addition to the Strategy Generator.

http://s24.postimg.org/n9gwjl3ed/screenshot_167.png

Each option can be switch on and off separately. When you do it, the Generator shows the corresponding option stats on the right side of the screen.

This tool is extremely powerful and there are many ways to use it.

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.

I'll post brief details for each option in the following posts.

Please test everything and post your opinion!

Trade safe!

Re: Strategy Reactor

http://s24.postimg.org/95l1b6w6t/screenshot_168.png

If you "Use optimization", the Automated Workflow tries to optimize every strategy produced by the Generator.

You can use individual settings for this optimization tool different than the main Generator settings.

After the optimization is ready, the app validates the best found strategy against the Acceptance Criteria.
If the strategy fulfills the criteria, the app continues to the next workflow tool. If no more tools are enabled, the app pushes the strategy to the Collection and runs the Generator.

You may find it useful to increase the Generator's working minutes in order to let it run longer.

Re: Strategy Reactor

http://s24.postimg.org/61eys54s5/screenshot_169.png

The "All data validation" tool calculates the strategy against the full data series and validates it with the Acceptance Criteria.

This is very useful in two cases:
- when you don't use Acceptance Criteria for the previous tool - Generator or Optimizer.
- you use OOS for the Generator and here you want to validate the strategy against the full data.

With good Acceptance Criteria, this can be a very good filter for the performance at the OOS (the green) area.

http://s24.postimg.org/u6fo9up2t/screenshot_170.png

Re: Strategy Reactor

http://s24.postimg.org/d76puldv9/screenshot_171.png

The Monte Carlo validation tool performs random test of the strategy and validates the output.

You set the percent rate of the tests on profit. In the shown example, all simulations must finish on profit in order to pass the strategy to the next tool.

Re: Strategy Reactor

http://s24.postimg.org/6w1ie6cmt/screenshot_172.png

The Multi Market tool tests the strategy against different markets. Your validation criteria is the minimum count of tests on profit.

We have 6 markets on the example above and the validation threshold is 3. That means that if 3 or more tests finish on profit, the strategy will ascend to the Collection.

Re: Strategy Reactor

I have a problem with multimarket validation. A false positive case, non-profitable strat is validated, settings and multimarket on screenshots. I'm using everything OOTB, so default data and everything that goes with it.

http://s30.postimg.org/6cz5w2wzj/bal.jpg


http://s29.postimg.org/6ijf7n3ed/bal.jpg

Re: Strategy Reactor

Update: about half of collection strats are false positives according to multimarket tool.

I'll write down this problem again: I set up the generator this way that all markets have to be profitable, when I double-check the strats one by one in the multimarket tool, half of them finish below the starting balance, hence unprofitable strats, which should have been discarded as per validation setting.

I hope I have the right understanding of the working principle.

Re: Strategy Reactor

Footon, you have 6 markets on the Multi Market validation tool. The original EURUSD market + 5 additional. Therefore 1 failed market is permissible. 

Probably I have to make the original market in the same kind of boxes to prevent misleading.


Edit:

The User experience issue fixed. Now it must be more clear:

http://s24.postimg.org/wuni36bn9/automated_workflow.png

Re: Strategy Reactor

I see now, great work!

Re: Strategy Reactor

Weldone! Great great update, that will save us a lot of manual work!

I just met a problem that i am not sure where came from. When i test one by one all the new validations - if i include the last one - MultiMartket and a strategies reach this section, the generator stops working.

Do you have an idea why is that?

Re: Strategy Reactor

Generator stops working the moment it has a strategy, which has passed initial acceptance criteria. Then it goes through with all validations, after that generator resumes the generation. It works in steps in other words.

Re: Strategy Reactor

Ya know, it is so lovely to wake up in the morning and see a bundle of new strategies all ready to attach to charts.

And to think.... this all was created while I cleaned my house and slept......

I didn't do anything except set up EA Studio.

The worst thing is...... I have to invent stuff to do today because I am so used to being at my computer all day.

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: Strategy Reactor

I ran 4 copies overnight..... I had no problems,

In a couple cases I had uploaded data for 9 pairs.

My only concern, and it is not that great. is a power interruption and losing many hours of work.

I need a little more experience with the setup as I try to replicate FSBPro which is not always correct to do.

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: Strategy Reactor

I reloaded the data and it works fine now. I guess it is because the data was there before the update was released!

Great job Mr Popov!

Re: Strategy Reactor

Hi Popov, does the acceptance criteria also apply on multi market validation?

I’m working on improving my English and trading skill

Re: Strategy Reactor

Hi Popov, does the acceptance criteria also apply on multi market validation?

Good question!

Currently no. It only counts the symbols on profit. However, we will add more metrics and thresholds for the tools.

We are considering also adding a possibility to customize the order of the workflow. I'll think on it that week and probably it will be more clear in several days.

Re: Strategy Reactor

Thanks smile

I’m working on improving my English and trading skill

Re: Strategy Reactor

Hi Popov

I've been using EA Studio for almost half a year, I don't know if it's just me, but lately I feel that EA Studio isn't as fast as it used to be (before the advanced workflow was launched). I tried to turn off the advanced workflow, but it didn't change anything.

Does the advanced workflow affect the EA Studio speed?

I’m working on improving my English and trading skill

Re: Strategy Reactor

Does the advanced workflow affect the EA Studio speed?

No it doesn't. EA Studio is faster than light.

Check your computer power settings and be sure it is on "High Performance".

http://s23.postimg.org/n2462xyxn/screenshot_2017_02_08_at_00_38_03.png

Use the Chrome browser.

Make sure the tab with the EA Studio is selected.

Check if you use some suspicious browser extension.

Check your antivirus program.

Re: Strategy Reactor

One minute test run on a 4 years old laptop.

http://s23.postimg.org/pxh99t2xn/screenshot_2017_02_08_at_00_44_54.png

Re: Strategy Reactor

Yes changing the power plan and little tweaks using powercfg command works.

Thanks

I’m working on improving my English and trading skill

Re: Strategy Reactor

I also changed the power plan and it seemed to boost production.

WillI have to get a loan to pay my power bill?  lolol

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: Strategy Reactor

Hello Traders,

The former "Automated Workflow" is moved to a separate page - Strategy Reactor

You can switch from the Generator to Reactor from the main navigation menu.

http://s10.postimg.org/xkp8h5szt/screenshot_182.png

We can add more options to the tool when it is in its own page.

Trade Safe!

Re: Strategy Reactor

LIKE..!!!

This is great.........  thank you

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: Strategy Reactor

I have a question,
Whenever i run the ea studio for a good strategy, i take that strategy and try to make it manually on FSBpro with the same parameters...it gives total different results!
The question, what is the difference between ea studio and Pro (in entry/exit term...)?