Thanks Steve.

Thanks for the follow-up.

You've got the essence of my thought now.

I think you are absolutely right: forget trying to predict the future and just let real time stats tell you  which strategy to trade and which side (long or short) of the strategy to trade. A strategy is only in the groove episodically.

How can we identify those episodes? Maybe it is when the side of a strategy has two consecutive wins, or when a side is above a minimum winratio, or maybe when it's above a minimum return/dd ratio - i don't know. But there has to be something.

I really think you're on to something with Sidekick.  Popov has done an excellent job with strategy creation, now we need a solution to strategy activation (or toggling as you say).

Samuel

Hi Guys

Interesting discussion. I manage my demo accounts on FXBlue which through it's portfolio function keeps full statistics for each magic number and is unlimited in it's ability to handle a huge array of thousands of individual strategies across separate accounts.

My demo incubation accounts of standard lot size are maintained in FXBlue and you can use the mirror function which sends trade signals to your live accounts. You just attach sender EA's to each strategy (chart) in your Demo account and the FX Blue Internet Trade Mirror copies trades from the Sender EA's to Receiver EA's on your live account charts.

Senders (in this case your demo accounts) can control which trades are broadcast and Receivers (in this case your live accounts) can control which trades are copied, and can change the lot sizing and risk settings. For example you can risk weight and compound your lot sizing in your live accounts while using standard lot sizing from your demo accounts generated by EA studio.

I like to download demo statistics from FXBlue on an ongoing basis (monthly) and manage which strats are turned off or on using correlation and return to drawdown statistics. It is not fully automated but once your spreadsheet models are up and running is an easy process to update and manage.

Anyway...just thought you might be interested in another tool that can be added to the arsenal of this great EA studio approach.

Cheers

Rich

Hi Freebird. I am a newcomer to EA studio as well but have spent a fair bit of time in my shady past in the portfolio management space. :-)

So I am also coming to grips with the EA studio workflow myself. I am certainly very impressed so far mate.

For me it is simply finding robust strats that seem to have a small edge. Once I have got my hands on them then risk-weighting, skew and correlation are the main areas I focus on to pump up the returns 'to infinity and beyond'.

EA studio certainly takes a load off in data mining suitable strats. Popov's process is fantastic in that regard.

At the moment I am focused on working with the outputs from EA studio to get the portfolios humming but I am looking forward to future additions that specifically address portfolio management and then we can all tan ourselves at the beach while our PC's do the hard yards in compilation.

Rich B

Sorry for the delay in responding...

In the current version -- no.  There are only those two choices of Policy #1 or Policy #2.

In the near future I'll revisit MT4 Sidekick and one of the things I plan to change is to allow users to better tailor which strategies are temporarily ignored -- more like how MT4 Tracker works.

And I'm very glad to hear you are having success -- that's great news.  Thanks for letting me know.