Topic: Portfolio Optimization

Popov,
Is there ever going to be optimization of the portfolio.
15 strategies in the portfolio....market changes like never before or new data after one month of trading.
PRESS optimize and it optimizes all 15 strategies.
Thanks

Re: Portfolio Optimization

Hello Araza,

We have it in the app.

Load you Portfolio in the Validator and use optimization. It will optimize all strategies one by one and will collect the results in the Collection.

Re: Portfolio Optimization

Thanks..will start using validator as never used it as did not understand its full function...workflow now changed
Regards,
Ali

4 (edited by araza 2018-01-09 09:55:57)

Re: Portfolio Optimization

Popov,
I took 3 strategies that EA Studio generated. I did not apply any filters to keep my testing simple.

I then took each strategy and optimized it..using default values. I have them sorted by system quality number.

EA studio weeded out and agave me 3 final strategies. I created a portfolio and saw the results. Portfolio 1 screenshot attached.

I then went to validator and dropped the collection of the ORIGINAL 3 strategies. Clicked on the optimization and pressed start.
I was left with a collection of 3 strategies. I created a portfolio. Portfolio 2 screenshot attached.

The results of the 2 portfolios are very different. Shouldn't they be the same. If not then what is the best way to use validator as in this case the portfolio created using validator is not good compared to using reactor or generator.

EDIT still not clear on validator functionality

Thanks
Ali

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Portfolo 1-2.pdf 183.2 kb, 12 downloads since 2018-01-09 

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Re: Portfolio Optimization

Hi Araza,

I don't use EA studio but I've some things to comment in general

1) even in FSB Pro, with the same EA, if I were to run the optimizer 2 times, I don't expect the 1st batch to yield the same results as the 2nd batch.  There are just too many combinations for 1 optimisation process to capture all the possibilities.

2) Pay attention to the historical data you choose.  Because different historical data also yield different results even if you are using the same tools.

I hope my 2 cents worth of comments would help.  But I believe Popov would be the best person you can count on your comment

Re: Portfolio Optimization

The Validator uses the very same Optimizer you see under the Strategy tab. No matter where you optimize your strategy they will work on the same way. You may expect similar results only if you use the same settings.

Here is a screenshot of the Optimizer settings in the Validator too.

https://s9.postimg.org/5yaaszk8f/screenshot_98.png


Here are the Optimizer settings under the Strategy tab.

https://s9.postimg.org/b9p7e03tr/screenshot_98.png

Be sure you have the same settings.

Re: Portfolio Optimization

Popov
My results are different. Please find attached the 3 strategies. Please test and advise as I am getting different results in optimization.

Attached file is Original strategies...NOT Optimized

Thanks

Post's attachments

Strategy Collection 3 EURCHF H1.json 17.92 kb, 5 downloads since 2018-01-09 

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