Topic: Better Filtering Options for the Collection

Hello Traders,

We have a new version of EA Studio uploaded. It improves the way the collection works. Now each collection record contains the full backtest stats and that gave us the possibility to apply all available acceptance criteria for  filtering the Collection.

You can add and remove individual filtering criteria. Every change applies automatically.

Trade Safe!

https://s9.postimg.org/fwq2k1jdr/screenshot_76.png

Re: Better Filtering Options for the Collection

Nice -- thanks, Popov.

I have a question that would probably be answered with a little bit of testing, but I'm feeling lazy...

In your example it shows that 7 out of 93 strategies passed the performance filter criteria.  If I now go to the 'Portfolio' tab to add strategies to a new portfolio does EA Studio think the collection has 7 strategies or 93?  In other words, can I add just those 7 strategies to a portfolio?

Thanks...

Re: Better Filtering Options for the Collection

The Collection is a set of records. It has 93 in that example.
The filters make an "active" subset of records. The passed strategies (7 out of 93) are shown on the screen. The "Download" collection and "Add to Portfolio" functions operate only with the active subset of the Collection. This is useful if you want to save different "collections" by using different filters.

Also if you now click on Add to Portfolio -> Add All, it will add only the passed 7 strategies.

The Portfolio behaviour is the same. If you export a Portfolio Expert, it will contain only the passed 7 strategies.

I added the "Use performance filters" option in order to make it very easy to switch all criteria off and to act on the complete collection without loosing your settings.

Currently the Collection and the Portfolio share the same settings. I may separate them in the later versions.

Re: Better Filtering Options for the Collection

This is excellent.  I was hoping this is the way it worked.  Thank you...

Re: Better Filtering Options for the Collection

Great....right step in the right direction.
Popov..I really want you to add a filter on ID of the strategy. In the screenshot you shared it would be 798...416..371
If I optimize a strategy it will produce lets say 14 new strategies with the ID 798.1 .2 .3 .4 and so on. Now the filters available will sort them all over the place...and finding all 14 strategies with ID 798 is a nightmare. I want a filter so that i can work on only those 14 strategies...keep..delete the ones I want and move on.
Thanks

Re: Better Filtering Options for the Collection

Popov..I really want you to add a filter on ID of the strategy.

It will be there in the next update.

I'm working on a Correlation Analysis. It will be implemented on steps. The first one will be to detect "similar" strategies. It means strategies that has equal indicators and logical rules no mater the exact numeric values. Here the major ID number takes place because it is designed on that purpose.

Back to your question, the Optimizer always produces "similar" strategies. The correlation tool will resolve such case by removing all similar strategies except the one with the best "Collection sorting" stat.

Edit

Back to your question... You can load in the Editor the strategies you lake best and to use the "Remove other versions" option. 

https://s9.postimg.org/kvsqq0dvz/screenshot_77.png

Re: Better Filtering Options for the Collection

Thanks...looking forward...great gifts for the holiday season

8 (edited by rjectweb 2017-12-26 12:47:05)

Re: Better Filtering Options for the Collection

Hi,
thanks a lot for the new filtering function.

Now, in the Collection section my goal is to select the strategies I want to pass to my portfolio (Portfolio section). Then, in the Portfolio section I can use different data (my broker's) to verify if those strategies work well. Many times, only a few work well. So, I can download only those, but, I cannot prune the Portfolio Section / The Collection section right now.

I think it would be useful if once we have filtered the strategies with the new filtering options we also had the chance (a button) to prune the collection. An additional button to "Prune the Selection" next to the "Apply Filters" I think it could be of help.

Please, consider if you find this new button useful.

Best regards form Spain
RJ

Re: Better Filtering Options for the Collection

Hello RJ,

It is a very good idea. I'll implement it.

Re: Better Filtering Options for the Collection

Now we can remove the "not passed" strategies.

https://s9.postimg.org/z2hb45w27/image.png

Re: Better Filtering Options for the Collection

Thanks a lot! I think this button is really useful. Thank you for this new addition. Warmest regards