Re: Portfolio Expert

I studied programming at college in the 70's, hahaha, a long time ago....
There are many things online as guides and courses...... you do not have to buy books.

I do suggest that you have a look at the structure of the ea's produced by FSBPro because they are very tidy, well documented and they will serve as a start.

From there you can start to look for understanding as to how they are built.

I do not mean that we ask Popov to teach us coding, this is something we have a duty to learn on our own. I am sure we can build a thread for this purpose and I know there are some people in the forum who have a very good idea as top what is needed.

You can search for 'Coder Guru' on the net, He has written a manual geared to MT4. a great resource and a good starting point. You may find that helpful. I have referred to that numerous times... and there are other excellent writers on the MQL%.com site.

In any event.. we all need to understand coding to some degree. so that we are not dependent on others. Trading involves many different areas and it is up to us to gain some familiarity so that we can advance.

Enjoy the journey!!

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

77 (edited by qattack 2017-08-14 17:01:44)

Re: Portfolio Expert

I compiled a Portfolio Expert of 51 strategies. They are M30 generated over eight different instances of EA Studio.

I watched your PE video and set it up carefully according to instructions. I get a Server Response time of between 50ms and 650ms, but none of the EAs are trading.

I placed that same PE EA on M1, and still no trading after ten minutes. Each individual EA trades at least 50 trades on M30 in one year, so I would expect at least some trades on M1 after a few minutes (especially seeing that in your demo video, positions were immediately opened.).

I have a smiley face on both charts, indicating that Live Auto-Trading is enabled. If it matters, I checked "allow DLL imports" in both the Tools>>>Options and individual EA properties.

How do I begin trouble-shooting?

ThanX!
John

Re: Portfolio Expert

Popov wrote:

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.

There is a very simple solution to do this. Download each collection you wish to be combined. Switch to "Validator", set Acceptance Criteria to essentially zero, drop each collection file into the Validator, and press Start.

This will pass every strategy in the Validator to the Collection.

The caveat to this is that you must not add Collections that increase the total number of strategies beyond 100, or there won't be enough room in the new Collection to accommodate them.

You may then Download the new Collection as a Portfolio Expert with all of your original Collections combined.

Re: Portfolio Expert

qattack wrote:
Popov wrote:

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.

There is a very simple solution to do this. Download each collection you wish to be combined. Switch to "Validator", set Acceptance Criteria to essentially zero, drop each collection file into the Validator, and press Start.

This will pass every strategy in the Validator to the Collection.

The caveat to this is that you must not add Collections that increase the total number of strategies beyond 100, or there won't be enough room in the new Collection to accommodate them.

You may then Download the new Collection as a Portfolio Expert with all of your original Collections combined.

Just upload your collections in the Collection, it will add them into one and you can download it as one collection.

Re: Portfolio Expert

Hi
I wonder when it will be available on FSB PRO?
Is it gonna take months?
I'm looking for the "MyMT4book " plugin as recommended on this forum. But can wait if you gonna make it available on FSBPRO soon. Thx

Re: Portfolio Expert

I wonder when it will be available on FSB PRO?

I don't have such plans for now.

Re: Portfolio Expert

Re: Magic Numbers

Mr Popov, I apologise if you have already answered this, I've done a quick search and haven't found the answer.

How are magic numbers assigned to the relative strategies in the actual EA produced?

For example: Let's say I have 10 strategies in a collection in EA Studio and I export them as a portfolio (single EA) to MT4. Magic numbers are assigned as 100000, 100001, 100002, all the way up to 100010 in the EA.

Does the magic number relate to the order I sort the strategies in EA Studio before I export them? For example the first strategy in the collection is 100000 in the EA, the 2nd strategy is 100001, 3rd strategy is 100002 etc?

Many thanks!

Re: Portfolio Expert

Does the magic number relate to the order I sort the strategies in EA Studio before I export them? For example the first strategy in the collection is 100000 in the EA, the 2nd strategy is 100001, 3rd strategy is 100002 etc?

Yes, you are correct.

Re: Portfolio Expert

Fabulous - thank you for the quick reply!

Re: Portfolio Expert

Any update on a better way of weeding out bad strategies in the portfolio expert rather than counting numbers and then deleting it from the code.
If one has 50 strategies then counting numbers etc is painful and prone to mistakes.
Looking forward to hearing for better ways to manage this.
Thanks

Re: Portfolio Expert

araza wrote:

Any update on a better way of weeding out bad strategies in the portfolio expert rather than counting numbers and then deleting it from the code.
If one has 50 strategies then counting numbers etc is painful and prone to mistakes.
Looking forward to hearing for better ways to manage this.
Thanks

https://forexsb.com/forum/topic/6728/mt … portfolio/

Re: Portfolio Expert

footon wrote:
araza wrote:

Any update on a better way of weeding out bad strategies in the portfolio expert rather than counting numbers and then deleting it from the code.
If one has 50 strategies then counting numbers etc is painful and prone to mistakes.
Looking forward to hearing for better ways to manage this.
Thanks

https://forexsb.com/forum/topic/6728/mt … portfolio/


Thank..I thought that tool was just to review trades and analyse..not actually change the file...thanks though.

Re: Portfolio Expert

I just discovered this thread and the option of portfolio export, Its crazy amazing )))

Amazing work Mr Popov

Re: Portfolio Expert

Hi,

I ran the portfolio expert on a chart, loaded the results in MT4 tracker and spotted a few proftable.
I opened the mq4 and searched for the 001 002 ID of the portfolio as in the mq4, but now where to isolate this strategy from the portfolio ea or from the collection?

I loaded back the collection into the EA studio, but hard to find it open 1 by 1 and search the correct combination of indicators to spot it??

Is there a faster and easier way?

I read below link to the mt4 tracker already and tried in the program, but i want to extract 1 strategy instead of excluding 99 strategies.

Thanks,
Kind Regards

Boe

Re: Portfolio Expert

You can import your Portfolio Expert in the Validator and recalculate all strategies for a given market. Then you can choose the best ones from the collection.

Re: Portfolio Expert

Popov wrote:

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.

Hi Mr Popov,

When do you expect to have above step 2 implemented? wink))

Thx

Re: Portfolio Expert

Popov wrote:

You can import your Portfolio Expert in the Validator and recalculate all strategies for a given market. Then you can choose the best ones from the collection.

Thanks,
ok you mean to back test the portfolio in the validator instead of MT4 demo?

(i did it just to see the functionality, its still difficult to compare the results from mt4 demo with the validator.

I run it for lets say 1400 bars (1 day) to simulate yesterday.
It's giving 11 strategies in the collection.

How i will know which strategy in the collector is the which strategy in Mt4?

thx

Re: Portfolio Expert

The Validator pushes only the profitable strategies to the Collection.

Currently there is no way to manage the separate strategies from a Portfolio Expert. We will release another application that will be specially designed to work with portfolios.

Re: Portfolio Expert

Ok thanks, i will try to manage till then...

smile

Re: Portfolio Expert

Maybe its a bug, or maybe not, but what I experience is that when running a portfolio expert, after few days it start to change the lot sizes by itself?

For example I have set it to 1.00 and then it start to take trades at random lotsizes, 0.13 0.01 anything.

I will attach some screenshots.
for usdjpy the lotsize is set to 1.0
for eurusd its either 2.0 or 1.0 or 0.5
all the others showing up are the changed ones

Re: Portfolio Expert

Quick question guys;

Popov wrote:

Hello Traders,

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

Trade Safe!

Am I correct in thinking this is no longer a requirement?

In the portfolio expert I have created there is no serviceUrl string.

Thanks.

Re: Portfolio Expert

Hello Spock,

You are right. Now the portfolio is calculated by MT locally. It doesn't need this setting.

Re: Portfolio Expert

Will it be for MT5 soon?

Re: Portfolio Expert

Unfortunately MT was initially designed to trade only one strategy per Symbol. Now there are so called Hedging accounts, but it is a real pain to make it trading as supposed to trade. even worse, most of the accounts require FIFO trading. It means that the strategy that opens first, must close first. All these means that the portfolio will not work for all traders, which is a receipt for disaster.

Let's see what MetaQuotes will do with the next versions of MT5. It is so messy now, that we have problems even with the single experts.

100 (edited by hannahis 2018-07-02 19:16:21)

Re: Portfolio Expert

Popov wrote:

The Validator pushes only the profitable strategies to the Collection.

Currently there is no way to manage the separate strategies from a Portfolio Expert. We will release another application that will be specially designed to work with portfolios.


Hi Popov,

Can you add an EXTRA function to the Validator, that is that it will push all strategies (we upload the Portfolio Expert) to the Collection, without having to "validate" profitable Strategies.  Because in the process of "trimming" off those "unprofitable strategies, the validator may remove the strategies we want to keep.  If you can turn off this "trimming" process, we will be able to import our strategies back to the collection and that will help us zoom into a particular strategy.

If you can add this function, you will resolve all the problem users faced in trying to identify or pick a particular strategy that they want to work on individually via....

1) We use the MT4 Tracker (Sleytus Product) to prune (delete) unwanted strategies and keep only that particular Strategy we want and save it as a NEW Portfolio Expert (new version).


2) We upload the (new version) Portfolio Expect back to the Validator (in EA Studio) so that it will add back to our collection (keep your collection empty to begin with).


So if we have any particular Strategy magic number we like to keep, use the MT4 Tracker to prune (throw) all the rest of the strategies away so that we only have 1 particular strategy we want to examine. 

If you have narrow down 10 Strategies in your original portfolio that you want to examine, save each one of them as individual Portfolio Expert using the MT4 Tracker to prune (delete) the rest.  In another words, you will ended up with 10 Portfolio Experts (with only 1 strategy in each Portfolio Expert).

Popov if you can add this extra function in the Validator, it will provide the solution to what many users are asking for, the ability to re-import a particular strategy back to the EA Studio for us to work on it further or at least understand the trading rules and thus know why this particular strategy is good.  Then we can use it's trading rules in the Editor section to create similar strategies with greater success rate.