forex software

Create and Test Forex Strategies

forex software

Skip to forum content

Forex Forum

Forex Software, Forex Strategies, Expert Advisors Generator

You are not logged in. Please login or register.


Forex Forum → Portfolio Expert → Something wrong with the Portfolio Expert

Pages 1

You must login or register to post a reply

RSS topic feed

Posts: 13

1 (edited by hannahis 2018-07-18 08:57:02)

Topic: Something wrong with the Portfolio Expert

Hi Deadlef,

Thanks for taking your time to reply.  Yes I've tried it long time ago, I've disabled all extra function and still the particular Strategy didn't get pass by the validator and hence not in the Collection folder.

The data I use are the default data and I can't "trace" back the date (in order to use the same set of data I generate my Strategies) because the default data doesn't allow you to select any starting date.



Popov, there is something wrong with the Portfolio Expert

Step A) I generate lots of Strategy and when I transferred these strategies to the Portfolio Expert and press "Calculate", there is no statistic and I can't press the "Export" function (sometimes it work and most of the time it doesn't).

Step B) So I went to the Validator to upload that same Collection File and I managed to transferred these 100 EA back to the Collection and then transferred it back to the Portfolio Expert and this time when I press "Calculate" it worked and I managed to Export these strategies out as Portfolio Expert. 

Later, I decided to try again.  I use the same Collection file and I try both steps A) and B) and now both methods didn't work. 

In another words, I generated many sets of Collection files and I can't Export them out as Portfolio Expert because some how, the "Calculate" button won't show any statistics and thus I can't Export these Generated Strategies Out. 

It's by trial and error that sometimes it works but most of the time it doesn't.

Re: Something wrong with the Portfolio Expert

I use the same Collection file and I try both steps A) and B) and now both methods didn't work.

Please send me the collection and I'll check it. You can also open the browser Developer Tools and check for errors. If you see some error, please send me a screenshot.

3 (edited by hannahis 2018-07-18 20:27:58)

Re: Something wrong with the Portfolio Expert

Popov wrote:

I use the same Collection file and I try both steps A) and B) and now both methods didn't work.

Please send me the collection and I'll check it. You can also open the browser Developer Tools and check for errors. If you see some error, please send me a screenshot.

Hi I've emailed to you the files mentioned.

Re: Something wrong with the Portfolio Expert

Hi Popov,

One more thing to add from what I observed about the Portfolio Expert function.

1) I generated strategies and they go into the Collection folder

2) While my Generator is still generating in the background, I refresh and transferred the "latest" 100 Strategies from the Collection folder to the Portfolio.

3) At the Portfolio tab/section, I press "Calculate".  The weird thing is, these 100 strategies are using the same data set in the Generator as well as in the Portfolio and these 100 strategies are the "latest" being generated and they are all profitable strategies (that are pushed into the Collection folder), how then can the Portfolio Calculate function only pass some strategies and not all of the 100 strategies?  How can 1 strategy be deemed profitable by the Generator (using the same data set) and yet deem unprofitable in the Portfolio (Calculate function)?

Re: Something wrong with the Portfolio Expert

Hannah,

My son cooked rice yesterday. It appeared that 2/3rd of the rice was well boiled and 1/3rd was not. How this is possible?

There is a logical explanation for any observation, however without the full info it is difficult to say what is the exact reason.

I see many possible reasons for your case:

1. There was at least one strategy in the initial collection that was calculated on different market. When you passed the strategies to the Portfolio, it preset the most used market and calculated. The strategy that was for the different market was filtered out.

2. When you "refreshed" EA Studio has loaded updated data. The Portfolio was calculated on the updated data and one of the strategies was not able to pass the filters.

3. There is some undiscovered bug.

4. You have did also something other that caused the result.

5. Your initial Portfolio has contained 1 or more strategies from a different market before the transfer.

6. There is some other reason.

..

Please think for the rice. Can you explain it with the provided info? There are at least 4 explanations.

6 (edited by hannahis 2018-07-19 10:00:10)

Re: Something wrong with the Portfolio Expert

Lol so funny...you are giving me rice riddles.

The rice was not evenly cooked because the heat was not applied evenly in the pot.  Only those rice at the bottom nearer to the heat source is cooked first.

The data is applied evenly to all strategies, so the rice analogy doesn't apply here.

1) All the strategies are Generated in the same market or at the same time so there isn't any different market strategies in the same portfolio

2) I refresh the Collection folder while the Generator was still generating to ensure I've the "latest" strategies and immediately I opened another web page to transfer these Collection file to the Portfolio.  So the data used in both the Portfolio and Collection file are both using the current data to calculate the strategies (this collection file is not generated long ago using different data set, it's the most current one at the very moment).

3) I believe there is likely a bug, but you are the expert, you know best

4) Mummm.....I don't think I'm capable of making any impact on how the software calculate strategies.  But then I will never know what I've done.

5) As mentioned, these strategies are not mixed from other collection, they are all generated at the same instance from a single market.

6) I've emailed to you the Collection files for you to replicate the problem.  Are you able to transfer the strategies from the Collection file to the Portfolio and press "Calculate" to export the Portfolio Expert? I can't and so if you can, do let me know.

Tell your son to use a pot that is able to spread it's heat evenly, otherwise the rice will be cooked unevenly.  Otherwise, just wait patiently till the rest of the rice are cooked  smile

Re: Something wrong with the Portfolio Expert

I tested your collection "Strategy Collection 100 EURUSD M30 (26)".

If you remove the Correlation Analysis the app loads all 100 strategies. It pushes all to the Portfolio.

https://image-holder.forexsb.com/store/hannah-collection-100-strategies-9-correlated-thumb.png

The Portfolio shows stats if all of the strategies are calculated. However I found that the last of the strategies (on page 10) doesn't show trades.

https://image-holder.forexsb.com/store/strategy-doesnt-show-trades.png

I opened the strategy in the Editor and found out that the Accumulation Distribution indicator doesn't have a logic rule !?!?!

It is wrongly set in the Collection file:

https://image-holder.forexsb.com/store/accumulation-distribution-logic-index-null.png

I have no idea how that is possible. There is no obvious problems in the Accumulation Distribution indicator.

If you remove this strategy, the Portfolio will be calculated correctly.

Now it is obvious that the reported problem has nothing to do with the Portfolio. I'll examine the Accumulation Distribution indicator further, however the problem can be even on other place. There are at least three more strategies in your collection with Accumulation Distribution.

Please tell me if you have any special treatment of the AD. Is it a preset indicator? 

---

Testing your Portfolio Expert EURUSD M30 no 26.mq4. Found 15 correlated strategies. Transferred to Portfolio and calculated, content of 100 strategies and stats. No problems found.

https://image-holder.forexsb.com/store/hannah-protfolio-expert-calculated-100-thumb.png


--

By the way, you are wrong about the rice. This is not the reason. I want to tell you that it is very difficult or even impossible to explain something with insinuation information. Here are two other possibilities in the rice case: additional rice to be added during the cooking; two different kind of rice to be used. However the real reason was other.

Re: Something wrong with the Portfolio Expert

I found an unlikely, but possible weak point in one of the Generator's algorithms. It  is designed to make the strategies more robust.

I uploaded a new version.

Please refresh EA Studio.
If you see problems with AD or with the newly generated strategies, please report.

9 (edited by hannahis 2018-07-19 15:55:10)

Re: Something wrong with the Portfolio Expert

Hi Popov,

Thanks for taking your time to check what's the problem.

I didn't use any preset indicators and hence I didn't specify any "extra" rules for Accumulated Distribution Indicator etc.

I always turned off the Correlation function and 100 strategies were transferred to the Portfolio but after I press "Calculate", the 100 Strategies were then reduced.  And sometimes I can export it but now, most of them can't be exported. 

For example for this Collection file I've sent to you (no. 26), I upload it to the Portfolio 100 of them.  After I press "Calculate" only 47 were left and the statistic is blank and I can't export it out as Portfolio Expert (even for the remaining 47 that were left, I've turned off all acceptance criteria, correlation etc).

Is there any other ways I know which strategy out of the 100 Strategies are using Accumulated Distribution Indicator?
Unless I were to open every 100 strategies one by one each to remove such strategies?  Do I have to do that (search every 100 strategies one by one to remove it) for all the rest of the Collection files that simply won't "Calculate" in the Portfolio Folder?

Is this Accumulated Distribution issue going to be resolved? Or do I simply remove using this indicator for the time being?

PS: So the reported problem has nothing to do with Portfolio Expert (even though till now I still can't export any of my portfolio out as Portfolio Expert).  Where do you suggest I should post my issue at?  Which thread should I post it under? Should I continue posting here or create another post and name it under what issue?

Re: Something wrong with the Portfolio Expert

For now the problem is an incorrect Accumulation Distribution indicator. I  do not know what is the reason for the malfunction, however the faulty indicator prevents the Portfolio calculation and export. I'll make further tests to find the problem.

For now, check the last strategy page of the Portfolio Content. If you see a strategy without trades, remove it. Then you may be able to Calculate and Export the Portfolio.

Please always reload the program with Ctrl + F5 when you see a "New version" notice. If you don't do it, new versions of the program can be mixed with the already cached old parts. It may not but also may cause such problems.

I will add a error check in the loading functions to remove faulty strategies automatically.

11 (edited by hannahis 2018-07-19 23:25:11)

Re: Something wrong with the Portfolio Expert

Cool, I like your suggested solution for automatic checks.

I think you may be correct about the old n new version clash cos while I was generating these strategies, a new version was updated in the midst. But becos these strategies were still in the process of generating,  I didn't want to disrupt the process in order to refresh the web page for the new version.

What would you suggest users should do, when they are in the midst of generating strategies and a new version comes up?

1) stop the whole process and discard all strategies that have been generated over a couple of days and start all over again? Or

2) continue generate and refresh the web page after the whole processended (this is what i did), or

3) any other better solutions?

Re: Something wrong with the Portfolio Expert

What would you suggest users should do, when they are in the midst of generating strategies and a new version comes up?

Reload EA Studio and start the Generator again. EA Studio saves and recovers all the settings, collections, strategies, portfolios... automatically from the first day of the app.

You can only "discard all strategies that have been generated over a couple of days" by deleting them from the Collection manually. It is the same as to say that you cannot stop your car because you don't want to loose all kilometers you have traveled for the last days.

Re: Something wrong with the Portfolio Expert

Popov wrote:

Reload EA Studio and start the Generator again. EA Studio saves and recovers all the settings, collections, strategies, portfolios... automatically from the first day of the app.

Yes, that's what I thought and experienced in the past long ago but during those pass few days (before your most recent update), this is not the case, the EA Studio didn't recover all the settings.  And each time I opened a EA Studio webpage, I have to re-key in all the settings, AC, data horizon etc all over again and again (and I was puzzled why it didn't recover my previous settings).

I tried this out in my other computers and it's the same, each new webpage I opened, I have to re-input all my settings again.  I did it several times (re-input my settings), so don't tell me I'm imagining it. 

That is why I didn't want to stop my generator and refresh it.

Posts: 13

Pages 1

You must login or register to post a reply

Forex Forum → Portfolio Expert → Something wrong with the Portfolio Expert

Similar topics in this forum