1 (edited by Popov 2017-06-21 07:34:02)

Topic: MT4 Tracker -- new tool for monitoring & pruning EA portfolio

Here's a link to the web site for MT4 Tracker: 
http://MT4Tracker.com

Here's a link that describes the software:
http://mt4tracker.com/software-info/

MT4 Tracker is a free, Windows application that is designed to monitor an account with many EAs running -- e.g. individual strategies developed by FSB Pro or Portfolio Experts created by EA Studio.  Popov's software creates amazing portfolios of EAs and the problem for me then became how to keep track of everything, determine which strategies actually perform well, and identify and remove the poor-performers from among dozens or 100's of EAs.  Though MT4 Tracker can be useful for evaluating *any* MT4 account that runs multiple EAs, it really is designed to complement FSB Pro and EA Studio.

MT4 Tracker works by parsing the Account History report (*.HTM) generated by MT4.  It collects statistics for each strategy (based on Magic Number).  You can view the statistics and performance chart for each strategy, along with the portfolio as a whole.  MT4 Tracker allows you to perform "what if" tests to see how the portfolio would have performed if certain strategies had been excluded.

If your account is running strategies created by FSB Pro you can then use the results to determine which EAs to keep running and which to shutdown.  If your account is running a Portfolio Expert created by EA Studio then MT4 Tracker can take the original *.MQ4 and generate a new one where the poor-performers have been "pruned".  To "prune" the Portfolio Expert MQ4 file the application substitutes a "dummy" strategy for the original one in the strategyList[] array.  In this way the Magic Numbers for the Portfolio Expert do not change.

For questions / comments please post to this thread and I will attempt to respond in a timely fashion -- but no guarantee.

Re: MT4 Tracker -- new tool for monitoring & pruning EA portfolio

Wow smile

Do you plan to expand the metrics part a little? I'm thinking that calculating correlation between strats is a good thing as it would help to diversify the portfolio.

It looks great, hats off!

Re: MT4 Tracker -- new tool for monitoring & pruning EA portfolio

Wow, that is nice, thank you smile

Re: MT4 Tracker -- new tool for monitoring & pruning EA portfolio

I become a Error by put the statement inside

show picture please

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Re: MT4 Tracker -- new tool for monitoring & pruning EA portfolio

Looks interesting thanks for sharing.

"Robustness is a mustness" - jimmy

Re: MT4 Tracker -- new tool for monitoring & pruning EA portfolio

That's cool, thanks Sleytus

I’m working on improving my English and trading skill

Re: MT4 Tracker -- new tool for monitoring & pruning EA portfolio

We can plan the future development of this tool and the Portfolio Expert from EA Studio to be compatible.

Re: MT4 Tracker -- new tool for monitoring & pruning EA portfolio

rantampla wrote:

I become a Error by put the statement inside

Could you upload the *.htm file and I will fix the parsing problem.


footon wrote:

Do you plan to expand the metrics part a little? I'm thinking that calculating correlation between strats is a good thing as it would help to diversify the portfolio.

Sounds interesting, though I'm not sure how best to do that.  Do you mean to compare their trading pattern -- e.g. the time stamps when they open and close trades?

Re: MT4 Tracker -- new tool for monitoring & pruning EA portfolio

sleytus wrote:
rantampla wrote:

I become a Error by put the statement inside

Could you upload the *.htm file and I will fix the parsing problem.


footon wrote:

Do you plan to expand the metrics part a little? I'm thinking that calculating correlation between strats is a good thing as it would help to diversify the portfolio.

Sounds interesting, though I'm not sure how best to do that.  Do you mean to compare their trading pattern -- e.g. the time stamps when they open and close trades?

Here is the File
I habe detailed File attach, Detailed and normal File....same Error.

Thank you for helping smile

The File dont upload with .htm
i have change to .xxx
please change it after download

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DetailedStatement.xxx 558.26 kb, 10 downloads since 2017-06-21 

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Re: MT4 Tracker -- new tool for monitoring & pruning EA portfolio

wonderful!!!  Amazing.!

I wonder if it is limited to 5 digit data.....  as I use 4 digit and it would not load....

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

Re: MT4 Tracker -- new tool for monitoring & pruning EA portfolio

sleytus wrote:

Sounds interesting, though I'm not sure how best to do that.  Do you mean to compare their trading pattern -- e.g. the time stamps when they open and close trades?

Principally yes!

Re: MT4 Tracker -- new tool for monitoring & pruning EA portfolio

Juts an idea how we can calculate the correlation of two experts:
- check all bars one by one and sum a figure of equality as follows:
   - 1 -  if both experts trade in the same direction
   - 0.5 - if one of the experts has a position and the other is flat
   - 0 - if the experts have opposite positions.

- divide the sum of the figures to the count of bars (optionally multiply the result by 100).
So a result of 0 will mean a completely opposite strategies and a result of 1 will mean 100% correlation.

Re: MT4 Tracker -- new tool for monitoring & pruning EA portfolio

Will it accommodate a 4 digit data....?

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

Re: MT4 Tracker -- new tool for monitoring & pruning EA portfolio

Blaiserboy wrote:

Will it accommodate a 4 digit data....?

Could you upload your *.htm file?  Actually, rantampla had problems uploading *.htm and had to rename the extension to *.xxx.

I have a few live and demo accounts -- so my testing has been limited to these.  It would be nice to have a greater variety of *.htm files to test with.  I'm pretty sure it is a parsing issue caused by a slightly different format.

Re: MT4 Tracker -- new tool for monitoring & pruning EA portfolio

I do not know how to change the format......

Please advise......  thanks

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

Re: MT4 Tracker -- new tool for monitoring & pruning EA portfolio

Blaiserboy wrote:

I do not know how to change the format......

Sorry -- I should have been more clear.  I didn't mean you had to change the format.  I meant the formatting of the HTML created by MT4 might be slightly different depending on the type of account.  This is something I would need to fix in the parsing.  Since joining the forum one of my favorite words now is "robustness".  In the forum we are referring to strategies.  Turns out it also applies to programming and parsing -- that is, I need to make the parser more robust to take into account different types of records that may appear in the Account History that I missed because my Account History didn't include them.

If you could upload an example of your Account History then I could debug the parsing to see why it doesn't load.  And then I would modify the parsing code to handle these additional cases.

Re: MT4 Tracker -- new tool for monitoring & pruning EA portfolio

I seem to have to change the file format to upload it.....

please advise how to do that.

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

Re: MT4 Tracker -- new tool for monitoring & pruning EA portfolio

Blaiserboy wrote:

I seem to have to change the file format to upload it.....

rantampla had the same problem.  He got around it by changing the file extension of his account history file from *.htm to *.xxx.  If you are using Windows' File Explorer, simply select the file, right-click to bring-up a popup menu, and select 'Rename'.  You can then change the .htm to .xxx.  For whatever reason, the Forum software blocks .htm files from being uploaded.  The simplest way to circumvent that restriction is to rename the file, giving it some extension other than .htm.  You could even use something like .txt -- it doesn't make a difference.

Re: MT4 Tracker -- new tool for monitoring & pruning EA portfolio

try again.... lol

I did change the file name and the suffix..... and I got the message that Can't add an attachment with 'htm' extension.

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

Re: MT4 Tracker -- new tool for monitoring & pruning EA portfolio

Blaiserboy wrote:

I did change the file name and the suffix..... and I got the message that Can't add an attachment with 'htm' extension.

I just tried it again and it seemed to work.  I renamed 'DetailedStatement.htm' to 'test.xxx', used the 'Choose File' button to select it, and then pressed 'Add file' -- and that worked.  If I rename the file to 'test.htm' then, yes, it complains about the .htm extension.

Here is an alternative -- it's pretty neat.  The service is called "UploadFiles" and here is the link:
https://uploadfiles.io/
You simply go to their home page and drag / drop your .htm file into the box that says 'Drop file here...'.  The file will then automatically be uploaded to their storage.  As soon as that has finished it will display a link -- e.g. something like "https://ufile.io/qcdu7".  Send me that link and I will be able to download and retrieve your file.

Re: MT4 Tracker -- new tool for monitoring & pruning EA portfolio

You can attach *.htm files in the forum now.

..

Sleytus,
A possible reason for failure is the number format for the different localization. For example some countries use dot for the decimal points and other use comma. The date format also can be different. I had many similar issues in FSB in the first years of the project.

Re: MT4 Tracker -- new tool for monitoring & pruning EA portfolio

rantampla wrote:

I become a Error by put the statement inside

Thanks very much for uploading your .htm file -- your account history included some entries that I hadn't seen before.  I've fixed the parsing code and have uploaded a new version of the application.  Here's the link:
http://nutsaboutnets-downloads.s3.amazonaws.com/MT4Tracker_Setup.exe


Popov wrote:

A possible reason for failure is the number format for the different localization...

I am aware of the dot vs comma problem.  In the RF world where I work, frequencies are often expressed in tenths or hundredths of a MHz, and the dot vs comma issue is always a headache to deal with.  In the case of MT4Tracker I tried to avoid any parsing that involved dots or commas.  However, since the only .htm files I've had access to used dots then I can't be sure this issue won't come up.  Perhaps if someone uploaded a .htm file from a non-English, European broker I could test that.


footon,Popv wrote:

...diversity..

I will noodle on this.  I think there are a couple different kinds of diversity here.  First, the overall diversity of a portfolio with many strategies.  And, second, a correlation metric that compares two strategies.  Popov described a recipe for comparing two strategies.  I'm thinking I'd like to create a metric that describes the diversity of a portfolio as a whole.  Perhaps something like a volume chart (I've attached an example) -- that tracks buy (green) and sell (red) opens.  I think "opens" are more important than "closes" when it comes to comparing strategies, since many (or even most) of my strategies close with T/P.  I'm thinking that a portfolio with a diversity of strategies would have trades roughly spread evenly across its time course, whereas a portfolio that included correlated strategies would display clumps of trades.  I don't know -- it will be fun to experiment with.  Again -- interesting idea, footon.

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Re: MT4 Tracker -- new tool for monitoring & pruning EA portfolio

ok, lets try this..... lol

https://ufile.io/k6amp

I hope that will work ok

Thanks

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

Re: MT4 Tracker -- new tool for monitoring & pruning EA portfolio

Ok, very much thanks for update, now it works fine smile

Re: MT4 Tracker -- new tool for monitoring & pruning EA portfolio

rantampla wrote:

...now it works fine...

Excellent -- thanks for letting me know.


Blaiserboy wrote:

I hope that will work ok

I found the parsing error -- an unexpected "Deposit" record caused the parsing to ignore everything that followed.  Not a big deal, just that in my sample .htm files I hadn't encountered that before.  When programming a parser one really needs to know in advance all possible inputs -- but that's hard to do in this case.  Over time as I collect more problematic .htm files then eventually the parsing should be sufficiently *robust* to handle all variations.

Here's a link to the updated version:

MT4Tracker_Setup.exe