Topic: Questions RE: EA Studio & FSB Pro

Hi Popov,

First of all, I am impressed by your level of personal forum participation and engagement with the users.

I own a competitor's software and am seriously considering buying an EA Studio/FSB Pro Forex Pack. Here are a few questions about your softwares:

Questions:

EA Studio
1. Are the backtests run only upon the same timeframe as the one that the strategy is being created for? (i.e. or can 1M or tick data be used on a higher timeframe?)j
2. Can I filter based upon OOS separately from IS? Can I create an OOS2?
3. Can I set EA Studio to run Monte Carlo tests on only the OOS data portion?
4. When 100 EAs are combined into a single EA (Portfolio), will I get "Trade Context Busy" errors triggered by MT4's limitation of eight simultaneous connections to the trade server? Or do they play nice and take turns?
4a. When 100 EAs are combined into a single EA (Portfolio), does the execution time of the entire (combined) EA roughly equal what would be the execution time if those 100 EAs are separate?
5. Is "Spread" listed in points?

FSB Pro
1. Can I import and improve strategies created by EA Studio?

Thank you for your attention!
John

Re: Questions RE: EA Studio & FSB Pro

Hello John,

Thank you for considering to purchase one of our Forex Packs! It will be a great support to the projects.

Expert Advisor Studio questions.

1.Are the backtests run only upon the same timeframe as the one that the strategy is being created for? (i.e. or can 1M or tick data be used on a higher timeframe?)

FSB Pro uses lower time frames data or tick data in order to improve the correctness of the backtest, which reduces the ambiguous bars.
On the other hand, EA Studio has different strategy structure and backtesting engine - improved, simplified, faster…, you name it. The result is that ambiguous bars are only possible when a strategy uses both SL and TP and also if the indicators are not able to produce a signal (but this is different problem), which makes the algorithm reliable enough when calculates on the current timeframe only.
You may test it in MetaTrader. It shows the same result when you test on Bar open mode, Control points or the fake “Tick mode”.

2. Can I filter based upon OOS separately from IS? Can I create an OOS2?

We have this feature in our ToDo list. It looks awesome in my mind smile (more details later).

3. Can I set EA Studio to run Monte Carlo tests on only the OOS data portion?

You can use the Data Horizon settings to cut out the latest data (the OOS part) and to generate a set of strategies (called a Collection). Later you can change the Data Horizon settings to cut out the older part of the data (IS) and to recalculate the Collection. You have to leave 100 – 200 bars overlapping.

You can do even more with the newest EA Studio tool – Validator. You can load your collection file and to recalculate, optimize, validate against Monte Carlo and Multi Market it with one click.

4. When 100 EAs are combined into a single EA (Portfolio), will I get "Trade Context Busy" errors triggered by MT4's limitation of eight simultaneous connections to the trade server? Or do they play nice and take turns?

It works fine. It sends the orders one by one. However, it always checks if the MetaTrader’s trade context is free. You can start several portfolios on different charts after all.

4a. When 100 EAs are combined into a single EA (Portfolio), does the execution time of the entire (combined) EA roughly equal what would be the execution time if those 100 EAs are separate?

One is sure, it will take a loooong time to start 100 experts on 100 different charts. You will find that the Portfolio Expert works surprisingly well. Please note that this is an experimental feature and you have to test it carefully in your trading environment.

5. Is "Spread" listed in points?

Yes, it is in points.

Forex Strategy Builder Professional questions.

1. Can I import and improve strategies created by EA Studio?

It was possible in the first release of EA Studio, but we remove that options when changed the EA Studio strategy structure. FSB Pro has more complex strategy model, indicators options and a backtesting algorithm. It makes it impossible to import strategies from one of the app to the other and that is the main reason to combine the programs in packs. Most of the traders chose the Packs instead of an individual program.

We love this competitor’s software (Thank you Mark!) Every single day we receive emails from users of this quantish software that choose to take one of our Forex Packs. I even have a copy of a StrategyQuant to FSB Pro comparison document on my desktop (very opinionated and biased of course smile )


Trade Safe!

Re: Questions RE: EA Studio & FSB Pro

Popov wrote:

Later you can change the Data Horizon settings to cut out the older part of the data (IS) and to recalculate the Collection. You have to leave 100 – 200 bars overlapping.

Why is overlap needed? To have sufficient amount of bars?

Re: Questions RE: EA Studio & FSB Pro

Because the stats starts after the strategy's "first bar".

Re: Questions RE: EA Studio & FSB Pro

Popov wrote:

I even have a copy of a StrategyQuant to FSB Pro comparison document on my desktop (very opinionated and biased of course smile )

Would you be so kind as to send me this document (here or via email)?

Thank you for the prompt reply! I'm a bit disappointed that EA Studio EAs cannot be imported into FSB Pro, but I didn't expect all the good answers to the other questions. I wrote custom code for SQ to send orders one-by-one, but it is too slow since the EAs are on separate charts.

On second thought, I chatted with someone a bit about the capabilities of FSB Pro last night, and I guess importing strategies from EA Studio doesn't really make much sense anyway...kind of defeats the purpose for use of EA Studio and you'd basically be starting over again anyway...kind of defeats the purpose.

ThanX!
John

Re: Questions RE: EA Studio & FSB Pro

Yes, you are right.

Exporting EA Studio studio strategies to FSB Pro requires both apps to have equal strategy structure, indicators and backtesting engine. Instead of that, we choose to separate them in two app in order to provide better experience to our traders.  We also offer them together in packs to make it possible to play with the app you want on that day smile

Several days ago I had an ingenuous idea how to implement the best parts of the EA Studio algorithm in FSB Pro. I'll make my best to finish it before the end of the year.

Regarding SQ vs FSB Pro, I'll open a topic in the forum where I hope to see arguments from experienced users from both camps.

Trade Safe!

Re: Questions RE: EA Studio & FSB Pro

Here is a topic that mention FSB Pro vs SQ:

Testing Strategy Builders after StrategyQuant

8 (edited by qattack 2017-08-08 20:13:52)

Re: Questions RE: EA Studio & FSB Pro

I have used FSB Pro for a few days now, and I am very impressed. I will be buying the software within the week.

I am on the fence about EA Studio and have some more questions about it.

My main questions are about "Portfolio Expert". I have seen posts referring to the use of a "server" by Portfolio Expert. Does this mean that somehow all trades conducted by an EA created by PE must go through this server?

Secondly, does FSB have any way to duplicate this feature, or do I need EA Studio to create these combined EAs? Additionally, if I place 100 EAs created by FSB on the same MT4 terminal, will there be execution problems resulting in a "Trade Context Is Busy" error, which causes MT4 to skip a trades? (This is a huge problem with StrategyQuant, and the only easy solution is to put only eight EAs onto one MT4 terminal. I wrote my own script to get around this, but it takes upwards of 20 seconds to execute all 100 EAs.)

If it is possible within FSB to place 100 EAs on the same MT4, how long might it take to execute all the EAs each bar? If it DOES take a long time, does the Portfolio Expert from EA Studio alleviate this problem? If FSB only places EAs individually, is there a limit of one EA per chart as is normally the case?

I have read that EA Studio runs "on the cloud". Does this mean that when I run multiple instances opened in my browser that it uses very little of my CPU? The only reason I would want to buy EA Studio (besides possibly for PE) would be to generate strategies in the meantime while working on more complex strategies in FSB (also running multiple instances of FSB). This would allow me to build up a huge test portfolio very quickly while using FSB for my longer-term goals.

ThanX!
John

Re: Questions RE: EA Studio & FSB Pro

Hello John,

Thank you for considering to purchase our products!

EA Studio's Portfolio Expert is an experimental technology. You have to test it carefully at your testing environment before start using it on a real account.

It sends requests to a calculation server to calculate the signals for the included strategies. It approximately takes 0.5 seconds. After the signals are received, the Portfolio Experts starts executing the one by one. It always check the MetaTrader's Trade context and there are no problems with the execution.

The Portfolio Expert is a unique feature for EA Studio. You have to put the FSB Pro experts one by one in MT, each on a separate chart. I have no idea how much tame takes to MT to calculate and trade 100 experts on 100 charts, but it should not be a problem because FSB Pro experts also checks the trading environment before sending an order.

I have read that EA Studio runs "on the cloud"

EA Studio has both server and client parts, but the main calculations are performed on your CPU. It works faster with Chrome and you can even utilize your CPU cores better if you run several copies of the browser.

The only reason I would want to buy EA Studio (besides possibly for PE) would be to generate strategies in the meantime while working on more complex strategies in FSB (also running multiple instances of FSB).

I recommend you to take take one of our packages with FSB Pro and EA Studio because both programs have their good points.

I'm planning a new development for FSB Pro for the end of the year so it will become even better.

Re: Questions RE: EA Studio & FSB Pro

From time to time. John, I take an idea from EA Studio and input similar into FSBPro, sometimes with nice results.

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

Re: Questions RE: EA Studio & FSB Pro

Thanks Blaiserboy, I will probably buy EA Studio as well.

I read a post you made about that elsewhere and forgot about that possibility.