1 (edited by yonkuro 2017-06-01 12:45:07)

Topic: Portfolio EA Template (EA Studio)

Hello,

I want to share my Portfolio EA template where I usually merge multiple strategies generated by EA Studio into one EA, each strategy can be turned on or off.

I know that EA Studio already has a Portfolio Expert feature, but maybe some of you might want to learn it.

You can use this EA as a template for your own portfolio, this EA can be backtested on MT4 so you can see how the whole portfolio performs.

The things I add on this template are :
1. Money management (entry percent)
2. Maximum spread
3. Minimum equity, so the EA will stop opening a new position if equity falls below this value
4. Special money management (can be turned off), so the lot size won't be decreased.

Portfolio 10 has 10 strategies and portfolio 100 has 100 strategies (quite heavy due to momentum indicator). You can add more strategies if you wish.

Post's attachments

Template Merged EAs.zip 114.48 kb, 56 downloads since 2017-06-01 

You don't have the permssions to download the attachments of this post.
I’m working on improving my English and trading skill

Re: Portfolio EA Template (EA Studio)

Wow -- thanks very much.  I am interested in experimenting with it.  I will add it to a demo account and insert some of my EA Studio strategies.  I will let you know how it performs in my hands.

Re: Portfolio EA Template (EA Studio)

Sharing is caring. Thanks man!

"Robustness is a mustness" - jimmy

Re: Portfolio EA Template (EA Studio)

Hi yonkuro,
thanks for your work on this. Do you have a way to create this portfolio EA or do you add your individual EAs manually? I think it could be possible to build a skeleton Portfolio EA made with comments (for example) and using a script put all the EAs in a folder inside that skeleton to builda portfolio EA. I'm just thinking in a way to build this Portfolio EA in an automatic way and not having to build it manually... Please if you have a way to automatically build the Portfolio could you please share it with us too? Thanks a lot for your Portfffolio EA templates!
Best regards

Re: Portfolio EA Template (EA Studio)

rjectweb wrote:

Hi yonkuro,
thanks for your work on this. Do you have a way to create this portfolio EA or do you add your individual EAs manually? I think it could be possible to build a skeleton Portfolio EA made with comments (for example) and using a script put all the EAs in a folder inside that skeleton to builda portfolio EA. I'm just thinking in a way to build this Portfolio EA in an automatic way and not having to build it manually... Please if you have a way to automatically build the Portfolio could you please share it with us too? Thanks a lot for your Portfffolio EA templates!
Best regards

Sorry, unfortunately I haven't figured out yet how to do this automatically, so I did it manually.

If this process can be done automatically, it'd be a dream come true, and I hope the next version of portfolio expert will be an indvividual script, so it can be backtested and we won't depend on server anymore.

I’m working on improving my English and trading skill

Re: Portfolio EA Template (EA Studio)

Hi yonkuro,
thanks a lot for answering. Yesterday I tried to build a portfolio EA based on your templates and it took forever! You did a very good work building your portfolio templates. Thanks once more for sharing them. Personally I feel I'm not patient enough and I don't have enough time to build these portfolios manually, so I'll have to wait untill the new versions of the Portfolio EA from EA studio doesn't use a server. Hope it will be soon wink.
Best regards

7 (edited by yonkuro 2017-10-08 03:41:26)

Re: Portfolio EA Template (EA Studio)

Another portfolio EA is attached
here is the result
https://s1.postimg.org/3hzbroqtln/Tester.png

The drawdown is high though

You add the your own EAs by replacing  these lines
https://s1.postimg.org/4e8klaxd3f/Strategy_Parameter.png
https://s1.postimg.org/9t733qenmz/Open_Logic.png
https://s1.postimg.org/1qj4ay91ij/Closing_Logic.png

Regards.

Post's attachments

Portfolio 100 08102017.zip 99.12 kb, 19 downloads since 2017-10-08 

You don't have the permssions to download the attachments of this post.
I’m working on improving my English and trading skill

Re: Portfolio EA Template (EA Studio)

Hi Yonkuro,
thanks for sharing this awesome portfolio. I would like to make some questions:
- Are all the strategies for the same pair and time frame?
- If the strategies inside the portfolio are for different pairs and time frames, do i have to attach the porfolio to the different charts and activate o desactivate the EA'S?

thanks,

yonkuro wrote:

Hello,

I want to share my Portfolio EA template where I usually merge multiple strategies generated by EA Studio into one EA, each strategy can be turned on or off.

I know that EA Studio already has a Portfolio Expert feature, but maybe some of you might want to learn it.

You can use this EA as a template for your own portfolio, this EA can be backtested on MT4 so you can see how the whole portfolio performs.

The things I add on this template are :
1. Money management (entry percent)
2. Maximum spread
3. Minimum equity, so the EA will stop opening a new position if equity falls below this value
4. Special money management (can be turned off), so the lot size won't be decreased.

Portfolio 10 has 10 strategies and portfolio 100 has 100 strategies (quite heavy due to momentum indicator). You can add more strategies if you wish.

9 (edited by yonkuro 2017-10-09 14:07:26)

Re: Portfolio EA Template (EA Studio)

dperales wrote:

Hi Yonkuro,
thanks for sharing this awesome portfolio. I would like to make some questions:
- Are all the strategies for the same pair and time frame?
- If the strategies inside the portfolio are for different pairs and time frames, do i have to attach the porfolio to the different charts and activate o desactivate the EA'S?

thanks,

Hi dperales,
Yes all of strategies in a portfolio must use same pairs and TF.

I’m working on improving my English and trading skill

Re: Portfolio EA Template (EA Studio)

Thanks Yokuro.
So, is this a portfolio of EA's or a template?


yonkuro wrote:

Hello,

I want to share my Portfolio EA template where I usually merge multiple strategies generated by EA Studio into one EA, each strategy can be turned on or off.

I know that EA Studio already has a Portfolio Expert feature, but maybe some of you might want to learn it.

You can use this EA as a template for your own portfolio, this EA can be backtested on MT4 so you can see how the whole portfolio performs.

The things I add on this template are :
1. Money management (entry percent)
2. Maximum spread
3. Minimum equity, so the EA will stop opening a new position if equity falls below this value
4. Special money management (can be turned off), so the lot size won't be decreased.

Portfolio 10 has 10 strategies and portfolio 100 has 100 strategies (quite heavy due to momentum indicator). You can add more strategies if you wish.

11 (edited by yonkuro 2017-10-09 16:11:01)

Re: Portfolio EA Template (EA Studio)

This is an EA (mq4 file) that contains 100 strategies, you can replace the strategies with your own by replacing some lines, which I alerady posted the screesnhots.

It works just like the official server based portfolio EA on EAStudio except it doesn't depend on hosting server

The purpose of this EA is to measure overall risk of your portfolio using MT4 strategy tester, you can also see if your strategy is properly hedged.

Sorry if my English is not perfect.

I’m working on improving my English and trading skill