Topic: Expert Advisor Studio - Faster and More Precise than Ever

Hello traders,

New EA Studio version is uploaded. I worked hard on this update to make EA Studio backtest to show results as near to the MT tester as possible. There is some additional work and polishing, but the results are visible even now.

With some minor fixes and updates to the data exporting scripts and the backesting engine, EA Studio shows equal results with MT most of the times.

https://s26.postimg.org/8k4hqevrd/screenshot_427.png

Now the data export scripts detect more swap variants, which improves the backtest correctness.

I also added a new option in the Settings - "Start the backtest at bar 100". It is necessary to make the first deal matching the first deal in MT.

The option is switched on by default and imitates the MT work closer. However, if you set Start date in the MT Tester, it is better to switch the option off.

During the tests of the new release I found a relatively easy way to optimize the speed of the backtester. Now it showed to be twice as faster as before.

Please test the new release carefully and report all issues.

Trade Safe.

Re: Expert Advisor Studio - Faster and More Precise than Ever

Wow, again big thanks for that very very nice Software smile

Re: Expert Advisor Studio - Faster and More Precise than Ever

Hello Mr Popov,
I just wanted to say thank you for this new great improvement. Thanks a lot.

I'm using EA studio to build portfolios and what I usually do is once I have a collection of strategies I download them one by one (I would like to be able to download them all in a zip or something and not having to go downloading one by one) and once I have them all downloaded I backtest them in MT4 (I have created scripts to automate that). Only the best strategies in MT4 backtester are uploaded to a new collection in EA Studio that I use to build a portfolio EA. In my experience some of the original EA Studio strategies don't work well in the MT4 backtester and I prefer not to trade them (I can build so many strategies that I don't care rejecting those that don't work well in MT4). So, I guess with this new improvement most of the strategies built with EA Studio will work the same in MT4 backtester and I won't have to download and backtest them in MT4. That's great!

One question though: I understand the MT4 strategies that are built with EA Studio and that I download and backtest in MT4 are quite similar to EA Studio backtester. But the "problem" is I'm trading those strategies not as individual downloaded MT4 strategies, but as part as a portfolio EA whose logic is coded in your (azure?) web server. May I ask if this logic is also the same as the results I would get in the MT4 backtester? As I cannot use this Portfolio EA in the MT4 backtester we don't really know if they are performing the same as they would do if they were individual strategies. Do you think the Portfolio EA server could need fixes too to perform the same as they would do if they were individual strategies?. Alos, If we find a strategy performing well in the portfolio EA is it going to be a good idea to trade it as an individual MT4 EA or there could be diferences in results? I think the Portfolio EA feature is the best I've seen in a software to build forex strategies, although I would like to use it in the backtester.

Uf, sorry for posting such a long post, I just wanted to say thank you, but I started thinking about the Portfolio EA strategies being diferent from individual MT4 downloaded strategies. What do you think about that? Thanks!

Thanks a lot for your good work in your great tools. I'm working with EA Studio everyday and I have big expectations on it wink
Best regards!
Rj

Re: Expert Advisor Studio - Faster and More Precise than Ever

Thank you for the good words!

I'm aware of the traders needs to download the collected strategies whit one click, however there are technical difficulties to do that. The browsers complain when an app tries to download multiple files. You idea to zip the experts is great and it seams it is the only viable solution, but as usual there problems with that also. We will find something that to do the job.

About your Portfolio Experts question, the Azure code doesn't need an update for now because there are no changes in the indicators and the signals.

Re: Expert Advisor Studio - Faster and More Precise than Ever

Hello Popov,

I had a question about MT4's Strategy Tester.  I see from this thread you worked hard to make EA Studio back tests compatible with MT4's Strategy Tester.  EA Studio is a wonderful tool and I've returned to using it on a daily basis.  I've read mixed opinions about MT4's Strategy Tester.  Does this mean you do have confidence in MT4's back tester?

Thanks...

Re: Expert Advisor Studio - Faster and More Precise than Ever

sleytus wrote:

Hello Popov,

I had a question about MT4's Strategy Tester.  I see from this thread you worked hard to make EA Studio back tests compatible with MT4's Strategy Tester.  EA Studio is a wonderful tool and I've returned to using it on a daily basis.  I've read mixed opinions about MT4's Strategy Tester.  Does this mean you do have confidence in MT4's back tester?

Thanks...

I am sure Popov will have a better explanation but what I have read and seen is that people use MT4 and want to see similar results when they backtest. The backtesting capabilities of MT4 are OK...but imagine if I have an EA that shows me a certain result and when launched in MT4 it gives different result. MT4 backtest should emulate the real world as that is the trading platform we use to trade not EA studio or FSB. I would not launch that EA as I will not be sure as to how it will behave due to contradictory results. I think it is not the QUALITY/PRECISION of the tick data but to see if the trades match or not...meaning if I had launched the EA..would it have given me the same result as EA studio is showing.

Re: Expert Advisor Studio - Faster and More Precise than Ever

There is a difference in how the two programs process the data.

There will always be confusion between the two. Personally, I use MT4 as the 'bridge' to the broker, not for backtesting or optimization.

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

8 (edited by araza 2017-12-16 05:43:10)

Re: Expert Advisor Studio - Faster and More Precise than Ever

Great stuff...love EA Studio.
Can you please add
MAX Equity drawdown in Money (meaning how many dollars) along with percentage
Stagnation in no. of days..it is in %age
The same as in FSB.
Thanks

Re: Expert Advisor Studio - Faster and More Precise than Ever

It's a good idea.  I added recently "Months on Profit %".
I want to add also "Time in position %" as stats and a criteria.

However every new stats and criteria makes the programs a little bit slower.

Re: Expert Advisor Studio - Faster and More Precise than Ever

Can I return to MT4's Strategy Tester?

Popov said he has put a lot of effort into ensuring EA Studio's back testing matches with MT4's Strategy Tester.  I use EA Studio for generating, training and back testing new strategies.  I also use MT4's Strategy Tester + MT4 Tracker to further analyze the strategies in a *portfolio EA* and then decide which to prune before finally adding the portfolio EA to a trading account -- I can't do that with EA Studio or FSB.

So -- after reading many negative posts both here and elsewhere about MT4's back tester, here Popov comes along and announces that EA Studio results now match with MT4's back tester -- which is great.  To me that sounds like he gives "two thumbs up" to Strategy Tester.

I'm just trying to get a sense of how much confidence Popov and others have in MT4's Strategy Tester.

Re: Expert Advisor Studio - Faster and More Precise than Ever

Popov wrote:

It's a good idea.  I added recently "Months on Profit %".
I want to add also "Time in position %" as stats and a criteria.

However every new stats and criteria makes the programs a little bit slower.

I am sure that the speed vs additional feature will be a better compromise. More stats means better decision making. So in case Max Equity drawdown could be in $ only as percentage does not do justice. I will give you an example. I start with a $1000 account and do a backtest and it turns out that over the last 2 years I would have lost 30% which is $1345. Now the numbers are correct as equity had gone up by so much that 1345 was 30 of the equity at that specific time. Now imagine I say 30% is not bad lets go ahead...now it has probability of going down and wiping my account...1000-1345. I would never trade that EA on a 1000 account. I might do it on a 2000 account to keep myself covered. The %age of just 30% means nothing in this case. Anyways my 2 cents but do put stats that help people make better decision. Yes 30% is fine to input while generating but very very tricky when looking at the results.

When one is new to the algo world..such stats throw new users out and like all human beings we blame someone else...in this case bad software...it said 30 percent but wiped out my $1000 account...rather than blame our lack of knowledge and understanding...

Also, please dont forget to answer Sleytus query as I have hijacked his question again.

Re: Expert Advisor Studio - Faster and More Precise than Ever

I'm just trying to get a sense of how much confidence Popov and others have in MT4's Strategy Tester.

It must work well with the EA Studio strategies. However, because the MT's bug with wrong ticks around the Bar Closing, it has a little value for testing the FSB Pro strategies. This bug was the reason to design EA Studio to produce strategies closing at Bar Open. I may add such option in FSB pro also.

Re: Expert Advisor Studio - Faster and More Precise than Ever

Thanks, Popov.

MT4 Strategy Tester + EA Studio-generated strategies  ==>  smile
MT4 Strategy Tester + FSBPro-generated strategies      ==> sad

This is very interesting.  Now that I'm spending more time with EA Studio -- truly a wonderful tool -- then I am also using MT4 Strategy Tester + MT4 Tracker as a "sanity" check and to prune the portfolio before adding to an account.  I'm getting nice results with MT4 Strategy Tester.  So, I'm glad to hear you have confidence in that combination.

And as for FSB-generated strategies, I won't bother with MT4 Strategy Tester -- unless one day you add a Bar Open closing option.