Topic: Portfolio Expert

Hello Traders,

We have a new feature in EA Studio - exporting a collection as a portfolio expert. It allows us to trade many strategies in a single expert.

Please see this video for more info:

Video: https://www.youtube.com/watch?v=vEy91gvr1PE

You have to set the strategy engine server in the MT options in the Expert Advisor tab: https://strategy-runner.azurewebsites.net/signal

Please note that this is an experimental new feature and it will be further improved. Please be very careful with that.

Trade Safe!

Re: Portfolio Expert

Wow!!!!
You are the god of Coding.

I very very very excited smile

Thank you very much for that smile

Re: Portfolio Expert

One Question for that.

I have now run on Demo 99 Strategies in Portfolio, it work fine smile

But i see 469 ms to server.

What, when to many Users it use?

Is that for your Server good or to much then?

Is the 469 ms ok?

Thank you, Marcus smile

Re: Portfolio Expert

Marcus...... the 469 will affect you if you are using a fast time frame, you may miss a couple trades.

You will have to decide for yourself what is accceptable and use your time frame accordingly.

That is something that you will have to research and study for yourself.

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

Re: Portfolio Expert

Popov -- amazing, amazing software.  I'm excited to experiment with it.

A question / comment -- this new feature won't work on US accounts, is that right?  With the NFA regulations regarding FIFO and hedging, then the multiple EAs trading the same symbol will step on one another's toes.  Any advice, wisdom besides moving to a different country?  It's really tough to find a non-US broker who accepts US clients.

Since the strategy logic lives on a remote server, then I wonder whether it is possible to introduce yet another layer of software (and logic) that makes the 100 EAs appear as a *single* EA to MT4.  That is, the additional software logic layer is the "magic sauce" that converts all the buy / sell / close signals from 100 EAs into a single stream of transactions that appear to come from a single EA.  Do you know what I mean?   One disadvantage to this approach is it would be more difficult to track the performance of each EA because there would be only a single Journal entry.  But the "magic sauce" layer could probably do some of the bookkeeping.  I don't know -- just a thought.  And, again, this new feature is great.  And I can use it for now because I do have access to a couple of non-US accounts.

Re: Portfolio Expert

Marcus...... the 469 will affect you if you are using a fast time frame, you may miss a couple trades.

Currently the strategy calculation engine is temporary on an Azure server. It is very reliable but a little bit slower than my main servers. Let's work there for several months for analysis and I'll make the corresponding changes depending on the load stats and the "marketing" aspect.

We can reasonably assume that with more users it will become slower, but if this ever happens, I'll scale it.

The Portfolio Expert will execute all deals. If it fails, it will not be because of the remote server, but because of MT or broker issues.

The EA prints the server response for information purpose and because I want to be fair with the trades. It doesn't mean that there is no similar delay if you run 100 charts in one MetaTrader. It can be even bigger.

Please note that this is feature is only a prototype. It will be greatly improved, if the traders find it useful.

Re: Portfolio Expert

... this new feature won't work on US accounts, is that right?  With the NFA regulations regarding FIFO and hedging ...

Popov thinks for everything smile

I have great plans for improving this model. It will be so improved that you will be amazed. What you see now is the step number 1 of my 100 steps grand design.

Just be patient and let me have time for working.

How can you help? Yes, you can help much by:
- sharing your opinion and ideas,
- more experienced users to help to the newer ones in the forum
- spread the word for FSB and EA Studio in forums, facebooks, tweeters, tubes...
- buy forex packs, if you haven't done so yet

Re: Portfolio Expert

Hello Miroslav,
thank you for this great new feature.
I have two PE's (Portfolio Experts) running parallel since this night, one with 5 EA's (M1) and one with 9 EA's (M5),server response between 300ms and 63ms. It looks good and is opening and closing trades.
Is there a special reason in your demonstration video, why you implemented the M5 Experts on a M1 chart?
Does it mean the time frame for the PE does not need to be the same as the EA's?
Is it possible/allowed to mix different time frame EA's in one PE-collection?
Have nice day

Re: Portfolio Expert

You are really one of a kind...this amazing!!
Hope soon you implement it on FSB-PRO.
I HAVE SOME QUESTIONS:
1- can we gather multiple strategies from diferrent collections? Say if i had different strategies from diferrent collection, can we put them all in one portfolio expert?

2- the portfolio expert, does it support diferrent time frames in one expert? Say if if i have 5 strategies each for different time frame (1m, 5m, 30,m..) could all these be collected in one portfolio expert and execute properly on MT4?

3- if it need web Url, does it work on VPS(virtual network)?

And finally, when you might implement it on FSBpro?

Let me thank you again for this AMAZING feature...great work!!!

Re: Portfolio Expert

Is there a special reason in your demonstration video, why you implemented the M5 Experts on a M1 chart?

No. It must be a mistake.

Is it possible/allowed to mix different time frame EA's in one PE-collection?

It is possible and allowed, but not recommended! I'll change that.

The strategies do not have information for the market they have been tested.
When you export an EA, it will work on the chart you attach it. You (and obviously I also) have to be very careful to not mix strategies from different symbols and time frames in the collection.

Re: Portfolio Expert

1- can we gather multiple strategies from different collections? Say if i had different strategies from diferrent collection, can we put them all in one portfolio expert?

Theoretically it can, but there are no currently such tools in EA Studio. Alternatively to that, you can empty your collection and to start re-importing single experts in the Editor.  They will be added to the collection. Finally you can export one Portfolio Expert. But as I said, I may add an additional tool called Portfolio for gathering strategies from the Collection and from the Editor.

Re: Portfolio Expert

2- the portfolio expert, does it support different time frames in one expert?

No. Even if you test strategies on different time frames  or symbols, when you export a Portfolio Expert, all these will work on the symbol and time frame where the expert is attached.

Re: Portfolio Expert

3- if it need web Url, does it work on VPS(virtual network)?

Yes, it will work. There is no reason for the opposite.

The Portfolio Expert doesn't work only in the MT tester due to an obvious reason - it doesn't have trading logic.

Re: Portfolio Expert

Hello.

I have this Night 99 Strategies on EurUsd M15 test in Demo.

Installed on VPS, no Problem.

It works fine, but i have a Idea for that.

You can see in Screenshot. It is a good Equity. Is it possible a Button to make Close all Trades? I think with this many Strategys it can every Day a big Result have, and it is good Manual closing.

You understand what i mean?

Thank you, Marcus smile

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Re: Portfolio Expert

Is the new model like a single strategy when using a single MagicNumber for all EA? This is admittedly a philosophical question with the backround of the deployment in the FSBPro and the adaptations of my previously constructed strategies. I hold it, however, for important and, think of the Moneymanagement. I work preferably on higher TF, and there must be a closer look.

Re: Portfolio Expert

Is it possible a Button to make Close all Trades?

Yes, I found that useful yesterday. Here is a script that closes all positions for the symbol.

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Re: Portfolio Expert

Dear, is there any plan on when you will start implementing it on FSBpro?
In a week? Month?...

Re: Portfolio Expert

wow, thank you smile

Re: Portfolio Expert

Is the new model like a single strategy when using a single MagicNumber for all EA?

You set a "Base Magic Number" in the EA. Than it sets individual magic numbers for the different strategies.
Example Base Magic Number: 100
Strategy Magic Numbers: 100001, 100002, ... 100099, 100100

You can track the performance of the individual strategies in the MT Account History. Unfortunately there is no an easy way to manage the strategies. It will require an entirely new tool.

Re: Portfolio Expert

Is it possible to use more then one Portfolio EA?

I mean, i have now EurUsd. Can i use EurUsd and other Pairs? Example: EurUsd, GbpUsd, EurChf. Different Charts, self MT4?

Re: Portfolio Expert

Dear, is there any plan on when you will start implementing it on FSBpro?

There are no such plans. FSB Pro strategies are too complex and the calculations server will be very expensive. Another problems are the custom indicators.

As I said before, this is an experimental prototype. It will be greatly improved and eventually it may be suitable for FSB Pro. But the purposes of FSB Pro and EA Studio are different. FSB Pro is for complex strategies and for greater control from the user. On the other hand, the much, much simpler model of EA Studio allows me to implement many new ideas.
This is the reason I offer Forex Packs with lifetime accounts for both programs.

Re: Portfolio Expert

Is it possible to use more then one Portfolio EA?

Yes, of course. Simply set a different Base Magic Number.

Be careful that the broker can have a limit of the simultaneously open position. I think such limit can be 128, but you can set 10-20 experts for each symbol without problems.

Re: Portfolio Expert

Nicely, the way is the aim.

Re: Portfolio Expert

Popov wrote:

Is it possible to use more then one Portfolio EA?

Yes, of course. Simply set a different Base Magic Number.

Be careful that the broker can have a limit of the simultaneously open position. I think such limit can be 128, but you can set 10-20 experts for each symbol without problems.

Nice, thank you smile

My Broker have 250. But the first Test now in Demo. All ok till now.

Ping Change from 300ms to 960 ms

Re: Portfolio Expert

Ping Change from 300ms to 960 ms

It is because there is a server smile . When I remove the server it will be faster.
Seriously. If it works well, I'll rewrite the server in MQL and will put it in the EA. This is step number 2 in my 100 steps plan.