Topic: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

Here's a link to the web site for Portfolio Maker: 
http://mt4tracker.com/portfolio-maker/

Here's a link to the documentation:
http://mt4tracker.com/documentation/por … mentation/

Portfolio Maker is a new tool that allows you to bundle the individual strategies created by Forex Strategy Builder Professional into a single EA. This makes it much easier to manage and trade a portfolio of FSBPro-generated strategies.

Important features:
* The resultant portfolio EA requires only *ONE* MT4 chart -- though it may include up to 1000 strategies
* The portfolio EA can be back-tested using MT4's Strategy Tester
* The back-testing results can be further analyzed, strategy-by-strategy, by MT4 Tracker (the new version)

The current Beta version of Portfolio Maker is free to download and use. At the end of November 2017 the Beta program will end and the cost of the software will be $49 USD. For those who provided valuable feedback during the Beta release you can contact me via Private Message (PM) in the Forex Strategy Builder Forum and I will send a complimentary license key.

The link above uses a 'Buy Now' button.  When you press the 'Buy Now' button it will simply prompt for an email address.  A message will be sent to your email address that includes a download link plus a license key.

I've been using Portfolio Maker the past couple of months and it has helped me immensely.  It won't create profitable strategies for you -- that's what Popov's software is designed to do.  However, Portfolio Maker makes it so much easier to test or trade dozens of strategies. 

I've tested the performance of strategies running standalone and within a portfolio EA -- their performance is identical.  The only problem here that I foresee is if the portfolio EA contains too many strategies -- this might cause MT4 and your machine to run sluggishly -- which might cause other problems.

In addition to being able to bundle many strategies into a single EA, the other benefit is you can test the portfolio EA using MT4's Strategy Tester.  Though I have greater trust in Popov's software, it is useful to have this additional information as you decide whether or not to use the portfolio EA in a live account.  In my experience, the overall results from Strategy Tester roughly correspond to what FSB Pro predicts.

And, lastly, when Strategy Tester completes its back testing then the portfolio EA creates a log file that can be used by MT4 Tracker to further analyze the results strategy-by-strategy.  It really doesn't get much better than this...

There is one limitation -- and this may or may not pose a problem for some of you.  The filenames of the individual strategies become their magic number when bundled into a portfolio EA.  That is, when you create a strategy with FSB Pro the name of the *.xml file must be a valid magic number (i.e. only numerals and no letters, punctuation or spaces).  If you browse the documentation (http://mt4tracker.com/documentation/portfolio-maker-documentation/) you'll find an example of the format I've been using.  You can use something else -- whatever works for you -- but the filename must be a valid magic number.

That's all I can think of for now.  Again -- with anything related to Forex we all know there are no guarantees -- and this also applies to Portfolio Maker.  So, please do your own testing and develop some confidence in the tool before using it with a live account.

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

Well done sleytus
Suce$$ man, congrats on the new tool

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Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

Very promising project smile

Do I understood correctly that I can include only different strategies per one symbol (e.g. GBP/USD 1h) for one portfolio, so that each portfolio is limited with unique symbol and time frame ?

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

In my case I was unable to compile the EA.

At first I copied all the mqh files to ...\MQl4\include\FSBro\

https://s1.postimg.org/7rl7friyzf/image.jpg

Then tried again, but still uncussessfullty, then tried to copy mgh files to:

At first I copied all the mqh files to ...\MQl4\include\Forexsb.com\

https://s1.postimg.org/3vyo9xori3/image.jpg

Still unsuccessful.

Maybe the problem is related to the way I use the MT4 terminal. I usually start the terminal with command:
terminal.exe /portable

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

zenoni wrote:

In my case I was unable to compile the EA.

It is important to follow the instructions in the documentation (http://mt4tracker.com/documentation/por … mentation/).  There are additional files that are created and copied to your MQL4 folder.  I suspect you are probably correct that because you are launching MT4 using the "/portable" argument then that could be a problem.  The missing files are located in the folder above the one mentioned in the error.  Once you figure out your build and actually create a *.ex4 file then you will be able to copy it wherever you want.

What I would do is to follow the instructions and get the build to work.  Then you can look at the directory structure and see where all the files are located.  In this way you will understand where the files need to be placed in order for the build to work.


zenoni wrote:

Do I understood correctly that I can include only different strategies per one symbol (e.g. GBP/USD 1h) for one portfolio,

That is correct.  MetaTrader uses data feeds to supply tick data to each chart.  There are 100's of different data feeds --
each using a different symbol and time frame.  By assigning a symbol and time frame to a chart, this is your way of telling MetaTrader which data feed to send to the EA (or indicator) attached to a particular chart.  When you combine multiple strategies into a single "portfolio" EA then MetaTrader treats this as a single EA -- it has no concept of what a portfolio EA is.  The concept of a "portfolio" EA is something new -- created by Popov.

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

Thomas reported this thread with the following:

Hello sleytus,Hello sleytus,great idea. Unfortunately, no import is possible (I can not attach graphics here). A change in size (full screen) or a shift I think is useful. Make this thing accessible to all. I'm not in the premium area.Best regardsTHS

P.S. Thomas, use the toolbar on top of reply box, second button from right is for image attachments.

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

zenoni wrote:

In my case I was unable to compile the EA.

I owe you an apology -- you are correct -- there was a bug in the build script.  You should be able to copy the 'FSBPro' folder to the directory '..\MQL4\Include\FSBPro'.  I'm sorry for my misleading response.

I've updated the installation / setup program for Portfolio Maker.  The download link remains the same:
http://nutsaboutnets-downloads.s3.amazo … _Setup.exe

You can use the license key:
PORTFOLIOMAKER-BETA-20171101

When the official release becomes available at the end of this month I owe you a complimentary license key -- if you are interested...

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

Good Stuff...wish you all the success

9 (edited by araza 2017-11-18 11:57:07)

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

Hi
I see that there is a setting "input values" Screenshot attached. We have to enter the lots. I am assuming the following:
1. We cannot change the lot size by going to the EA properties.
2. If I have 2 EURUSD strategies, same TF. One adds 0.01 when the trade is successful to a max of 0.05 (same as in screenshot) and the other strategy does not add or reduce. It only opens a trade of 0.01 lots and is NOT to add or reduce. Can I combine these 2 strategies or we are bound by the "input values"

Thanks

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Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

Hi araza,

To answer your questions:
1. Yes -- that is correct.  Those input values are used *globally* and override the EA's properties.
2. I believe this should be okay.  The global input values apply only to entry sizes and do not affect the add / reduce logic.  So, mixing strategies that add/reduce with those that do NOT add/reduce should work. 

The code for the trading logic is cut/pasted from the original *.mq4 source code.  It's only those 4 input values that get applied globally -- and that was by design.  In my own use of FSB-Pro I find I often don't pay attention to the entry size when generating and optimizing strategies.  So, I have a mix of strategies with different entry sizes.  And when I later apply them to a chart then I have to make sure that I (a) adjust the entry size accordingly (usually 0.01), and (b) set the magic number.  With a portfolio EA with dozens (or more) of strategies, do to this manually for every EA would be a real pain -- plus, you would have to repeat this every time you relaunched the portfolio EA.  So, with Portfolio Maker I decided to simplify thing -- as a result, one of the casualties was different entry sizes for different EAs.

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

Understood that for the portfolio there will be one selection of lot size. So if I choose 0.01 than that applies to all the strategies in the portfolio. No problem there.

On point 2 I am still not clear
one strategy is set to 0.01 but can add up to 1 lot in increments of 0.01 and the other is set to add up to 0.05. Will this be impacted by the values in the input fields.
I understand that the value of the lot size to be traded will be overwritten but what about adding and reduction.

Thanks

12 (edited by sleytus 2017-11-20 06:14:36)

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

The adding / reducing logic is NOT overwritten.  Only the entry sizes are overwritten.  There are 4 entry sizes -- new position, max position, amount to add, amount to reduce.  The 4 entry sizes are overwritten.  New position is used by all strategies, but max position, amount to add and amount to reduce are only used by those strategies that also use adding / reducing logic.

The entry size inputes are completely separate from the adding / reducing logic.  If a strategy does not use adding / reducing then the overwritten values (max position, amount to add, amount to reduce) are simply ignored.  This is also how it works with standalone strategies.  Every standalone strategy has inputs such as "Maximum position amount", "Amount to add on addition" and "Amount to close on reduction" -- and the standalone strategy ignores those values if it does not use adding / reducing logic.

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

Hello Sleytus,

Will you be looking to add % of margin position sizing?

please please please please please hahahaha smile

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

DoCZero wrote:

Hello Sleytus,

Will you be looking to add % of margin position sizing?

please please please please please hahahaha smile

Haha  I was going to ask the same, this gets my vote.

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

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

Will you be looking to add % of margin position sizing?

I think that should be working in the current version -- I mean, that portion of a strategy's code doesn't change.  The only global, input values that Portfolio Maker touches are the 4 lot sizes that each strategy exposes when you first attach it to a chart.

What I mean is this -- if your strategy currently uses % of margin position sizing then I think that should continue to work and it will ignore lot size values -- just like a standalone strategy ignores lot sizes even though it also has global, input values.

None of my strategies use % of margin position sizing -- and I'm not familiar with using it and what kind of results to expect.  Would you mind doing a quick test?  Create a small portfolio EA that includes one or more strategies that use % of margin position sizing and run it in MT4's back tester.  When the test is completed you can check the 'Results' tab and it should be apparent whether or not it is working as expected.  And if it is not working I can then debug the code to figure out the problem.

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

Hello Sleytus,

I have compiled a test with 6 EA's on USDCAD with 1% of margin position sizing.
MT4 wont open the file:


https://s7.postimg.org/a52olqsnr/Capture_USDCAD.jpg

Happy to test further (can over PM if you want to discuss further there) smile

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

DoCZero wrote:

I have compiled a test with 6 EA's on USDCAD with 1% of margin position sizing.
MT4 wont open the file:

Thanks for sending the error log from the MetaEditor build -- that helped a lot.  My apologies -- there was an error in the build script.  It was looking for a particular *.mqh file that is required by only certain indicators, which I think is why I hadn't noticed it previously.

I've updated Portfolio Maker -- so please give it a try and let me know.  The download link and license key remain the same:

Download:
http://nutsaboutnets-downloads.s3.amazonaws.com/PortfolioMaker_Setup.exe

License Key:
PORTFOLIOMAKER-BETA-20171101

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

I wonder how the test worked for Doc......

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

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

Hello Dave,

Still testing - had a few issues, not sure if they are on my side. Steve and I are discussing via PM - will update when its all working smile

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

Super!!

Thank you

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

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

OK - so it works perfectly, but there is a little trick.

When using Portfolio maker - you have to make sure you change the Maximum lot size higher (as it overwrites the maximum lot size from the FSB Ea).

I also tested the adding / winner functions - and it works also!

Enjoy guys!

22 (edited by D5QM54S7 2017-11-24 11:53:59)

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

I only work with percentages, it does not work in my case because errors appear in the compilation and if I modify line 68 70 71 the portfolio does not open any position in the mt4 test.

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Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

D5QM54S7 wrote:

I only work with percentages, it does not work in my case because errors appear in the compilation and if I modify line 68 70 71 the portfolio does not open any position in the mt4 test.

Just so I'm clear -- you're not claiming percentages don't work.  Rather, you are running into a build error -- is that correct?

Referring to lines 68, 70, 71 doesn't help so much because not only do I not have your file, I don't even know what file you are referring to.  And I also don't know what kind of modifications you are introducing.  If you modified the source code so it could build, but then the strategy doesn't make any trades, then you probably inadvertently altered the logic.

I'd like an opportunity to see if we can fix the build error(s) so you can run the portfolio EA to see if percentages work for you.  Could you cut / paste the errors that are reported by MetaEditor and send those to me?  I'm pretty sure I can fix them right away.

Thanks

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

Hey Steve / D5QM54S7

The handful of EA's I tested were very simple - 2 indicators and trailing stops (1 min chart) - setup in a way that they open orders every few minutes.  Had no issue,  I can supply the files there also if you need,

Cheers,

PT

Re: Portfolio Maker - create portfolio EA from FSBPro-generated strategies

DoCZero wrote:

I can supply the files there also if you need

Thanks for the offer.  Yes -- I would be interested.  I'd like to see how you create a strategy that trades that frequently.  It would be very useful for testing purposes.