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Posts: 1 to 25 of 30

1 (edited by GD 2018-08-01 14:50:45)

Topic: Portfolio expert in Demo and Live account experience

I have an EA portfolio with 8 EAs
When i use DEMO trade and Live StrategyTester mt4 there is good coincidence on number and time of entrance of trades (m30). This is very good for Sidekick.
In my live account there is coincidence also between demo and live account trades except one problem
If more than one Trades have to be executed at the open of one bar of LIve account are not executed except one!
In demo there is not problem, In one bar all trades executed in agreement to LiVE strategy Tester (many trades in one bar is not problem)!!!

So Any idea how to fix it?
Is there a problem with broker?

2 (edited by GD 2018-08-02 10:45:31)

Re: Portfolio expert in Demo and Live account experience

It just happened again

After first trade was executed, In the second trade (same bar open) I received this message which says [too many requests]


2018.08.02 17:59:55.966    '80039634': order sell 0.01 USDJPY opening at 111.563 sl: 111.958 tp: 110.968 failed [Too many requests]

Any idea how to fix that?

3 (edited by GD 2018-08-02 14:15:30)

Re: Portfolio expert in Demo and Live account experience

I use EA Studio
I have few minor problems.
That's all.

Re: Portfolio expert in Demo and Live account experience

Hey GD - Yogi is a scammer and not trying to help you , sorry bro. (Popov - pls delete that guy)

It seems your EA tried to execute too many trades or at once - I imagine this could be an issue with a porfolio EA , but I dont use them myself.  Popov or Sleytus could probably give you some insights.

Did it happen in a fast moving market or new event that could have triggered multiple systems simultaneously?

The fix would be to put a slight delay - or to run an order handling system (i.e send order, wait till fill, resend if not filled - before the next trade gets filled).

5 (edited by GD 2018-08-02 16:52:01)

Re: Portfolio expert in Demo and Live account experience

Hi DoCZero

At first the result is really good. Demo and live coincidence!!! I verify it.
Live strategy tester also coincidence (even many trades in one bar). Demo Account no problems (so no problem with code!!!)
Live account in coincidence except many trades in one bar (only one is executed)
I think i have to play with some parameters i.e. wait state and number of retries and Slippage in Live account.
It looks to be a minor problem except if my broker does not like to execute more than one trade per bar from one EA.
I Trade USDJPY, M30

The work around is to run each EA separate (same for FSBpro) and use sidekick also.
I will be happy to listen some ideas

6 (edited by GD 2018-08-03 09:59:15)

Re: Portfolio expert in Demo and Live account experience

2018.08.03 16:59:59.167    '80039634': order buy 0.01 USDJPY opening at 111.867 sl: 111.406 tp: 112.086 failed [Too many requests]

Problem is repeated.

I think Popov's approach gives a real observaton of situation on brokers way of win money from idiots.

BUT in this life nobody can be perfect!

7 (edited by GD 2018-08-03 11:51:47)

Re: Portfolio expert in Demo and Live account experience

I asked my broka
He said every 2 secs he can receive a new order.

The problem with EA portfolio is that it has to repeat portfolio EA trades from 0 to max for every wait state TIME
The bug is in the trade request as it is not correct to request a trade already existed. I  think this is the bug. BUT I am not sure.

I mean at 00 sec 01 ea trades but not 02. After 2 secs the EA portfolio checks again ALL EAs against ONLY all EAs after 01.
I think there is a minor bug in code without to promise that new code will work
We have to do with mafia.

I forgot to say that I win.

8 (edited by GD 2018-08-03 14:17:45)

Re: Portfolio expert in Demo and Live account experience

Even with simple EAs, my broker cannot accept orders between 2 secs
It is great!
So if you have to exit, you cannot
If you have to entry you cannot.
Just play demo!!! With Demo you can win. with Live account you cannot.
I love it!!!!

In Demo you win in Live you cannot! Lovely.

With EA Studio I win in Live account but not so much I should do.

9 (edited by yonkuro 2018-08-03 14:51:20)

Re: Portfolio expert in Demo and Live account experience

Hi GD,

maybe you can try to increase TRADE_RETRY_COUNT and TRADE_RETRY_WAIT values in mq4 file

#define TRADE_RETRY_COUNT 10
#define TRADE_RETRY_WAIT  3000

I hope it'll help.

Best regards.

What seems too high and risky to the majority generally goes higher and what seems low and cheap generally goes lower

10 (edited by GD 2018-08-03 16:19:11)

Re: Portfolio expert in Demo and Live account experience

I used

#define TRADE_RETRY_COUNT 10
#define TRADE_RETRY_WAIT  10000

nothing...

I think a test script can be important

Re: Portfolio expert in Demo and Live account experience

GD wrote:

I used

#define TRADE_RETRY_COUNT 10
#define TRADE_RETRY_WAIT  10000

nothing...

I think a test script can be important

Did you also get 10 error messages on the journal?

What seems too high and risky to the majority generally goes higher and what seems low and cheap generally goes lower

Re: Portfolio expert in Demo and Live account experience

Hello GD,

I'm wondering whether the error message is caused by too many orders per **tick**, rather than per bar.  I think it is reasonable that MT4 would limit the number of trades per tick since, after all, it was never designed for portfolio EAs running in a single chart.

Are you using a portfolio EA created by Portfolio Maker and using OnTick?  The reason I ask is I recall seeing errors like that in the past, which is one of the reasons why I preferred using OnTimer.

In a different thread I recently wrote about OnTimer versus OnTick.

13 (edited by GD 2018-08-03 17:18:36)

Re: Portfolio expert in Demo and Live account experience

I Use EA Studio

please read my previous comments

14 (edited by yonkuro 2018-08-03 18:11:19)

Re: Portfolio expert in Demo and Live account experience

I created and ran a porfolio EA to test your issue on my real account (XM Micro) and got neither problem or error message on the journal tab.

Here's the sample trades :
https://s15.postimg.cc/kljgbqhqf/SS_03082018.png

The last four trades are closed manually.

The EA will open two buy and two sell orders in the same bar, and it'll close all orders on the next bar opening.

I didn't modify the codes at all.

Post's attachments

Test EA.mq4 29.76 kb, 8 downloads since 2018-08-03 

You don't have the permssions to download the attachments of this post.
What seems too high and risky to the majority generally goes higher and what seems low and cheap generally goes lower

15 (edited by GD 2018-08-03 20:38:19)

Re: Portfolio expert in Demo and Live account experience

Thanks a lot Yonkuro

I run it to my live account and only one from 4 trades was run (sell)
I closed this trade manually

This is what I receive to journal LIVE. 3 trades did not execute.

https://s15.postimg.cc/51l9cvp07/2018-08-04_3-37-27.jpg

NO problem with demo 4 trades OPEN as it is expected!!!!

https://s15.postimg.cc/5uxv5ev07/2018-08-04_3-45-46.jpg

My question is how to pass this error. TRADE_RETRY_WAIT  parameter does not look to have any effect.

Under this situation Sidekick cannot work!


Here is another try to Live account M5

https://s15.postimg.cc/z8y6yps8n/2018-08-04_4-27-18.jpg

I used TRADE_RETRY_WAIT=2010 against of 100

ONLy one trade again.

Re: Portfolio expert in Demo and Live account experience

I Use EA Studio.  Please read my previous comments.

Sorry -- there were a number of messages to look through and I didn't pay close attention.

EA Studio uses OnTick -- so, my question still remains.  Is it possible that multiple requests are being issued within the same tick?

You can see that at 03:34:58:552 there is the initial sell request, and at 03:34:58:663 it was opened successfully.  But then, at exactly the same time -- i.e. at 03:34:58:663 -- a new buy request was issued.

I'm looking at the time stamps and it appears that multiple requests occur at the same time (or within 200 mSec).

Perhaps I am mistaken about the time stamps, but it looks to me like the strategy is trying to sell and then buy within the same tick.

17 (edited by yonkuro 2018-08-03 23:22:11)

Re: Portfolio expert in Demo and Live account experience

GD wrote:

Thanks a lot Yonkuro

I run it to my live account and only one from 4 trades was run (sell)
I closed this trade manually

This is what I receive to journal LIVE. 3 trades did not execute.

https://s15.postimg.cc/51l9cvp07/2018-08-04_3-37-27.jpg

NO problem with demo 4 trades OPEN as it is expected!!!!

https://s15.postimg.cc/5uxv5ev07/2018-08-04_3-45-46.jpg

My question is how to pass this error. TRADE_RETRY_WAIT  parameter does not look to have any effect.

Under this situation Sidekick cannot work!


Here is another try to Live account M5

https://s15.postimg.cc/z8y6yps8n/2018-08-04_4-27-18.jpg

I used TRADE_RETRY_WAIT=2010 against of 100

ONLy one trade again.

The difference between your trades and mine, is yours use instant execution while mine use market execution.

https://s15.postimg.cc/p5intlfuf/SS_04082018.png

Are you using a market maker broker?

BTW that reminds me on moonsky case on this thread https://forexsb.com/forum/topic/7407/ba … l-trading/

I wonder if he got similar issues.

What seems too high and risky to the majority generally goes higher and what seems low and cheap generally goes lower

18 (edited by GD 2018-08-04 01:34:40)

Re: Portfolio expert in Demo and Live account experience

I do not think this is the reason. My Demo account is also Instant order.

My broker said to me that only after 2 secs it can receive a new order.

So I used TRADE_RETRY_WAIT=2010 against of 100 (you have in your mq4 file)
But it has not effect in time.
It looks like this parameter is not used in execution of trades in Live account.

In the past I used FSB Pro and sidekick. There was also problem even by using onTimer.
Like timing is not important.

Popov any comment?

19 (edited by sleytus 2018-08-04 04:24:51)

Re: Portfolio expert in Demo and Live account experience

If all this is occurring within the same OnTick then it could make sense that MT4 (or your broker) would not allow multiple trades.  Your first trade did succeed -- but then there were a series of additional trade requests immediately after -- possibly all within the same OnTick. 

MT4 was not designed for portfolio EAs executing in a single chart.  And preventing multiple trades from occurring within the same OnTick might actually be a way to protect traders from EAs that get out of control.

This would also explain why the TRADE_RETRY_WAIT doesn't appear to work.  Actually, it probably does work if there hasn't yet been a trade during the current OnTick.

I'm not so sure that OnTimer has the same problem.  I'm currently trading over 200 strategies bundled within 4 portfolio EAs and things are working smoothly.  I think the OnTick thread is tightly controlled by MT4 -- whereas OnTimer is not (since it is called by Windows).  That is why OnTimer doesn't seem to have these types of problems -- at least in my hands.

Sorry for interrupting the thread -- I won't add anything more.

20 (edited by GD 2018-08-04 05:00:03)

Re: Portfolio expert in Demo and Live account experience

Dear Sleytus

What I believe is that the problem is with my broker and possibly Sidekick had not any problem as I believed. Even with Sidekick the 20 secs frequency FSBPro/onTimer selection did not work well in Portfolio EA for FSBPro!!!
I lost 10,000 yen because of this situation. With Demo was fine but in LIVE NOT as trades did not enter or exit at the correct bar and after wait for new signals... This is a very serious problem.

I will add that for your information

In what I was informed from my broker no trade can be taken in 2 secs after first trade even for different charts with different currencies and  running EAs.

I will check it on Monday with Yonkuro's EA and I will present results here. Actually I will verify it. I checked History list and no trade at same time even for different currencies. I use only M30.

I start to believe that some functions of MT4 do not work for some brokers.  I think a new software to check quality of broker is a good idea everybody to have.

Re: Portfolio expert in Demo and Live account experience

GD wrote:

I think a new software to check quality of broker is a good idea everybody to have.

That's an interesting idea.  It would be very simple to create an EA that performed the following -- all within the first OnTick() event:

a. Open a combination of 10 BUY and SELL orders.
b. Close all orders.
c. Exit the EA

If the lot size were 0.01 then at most you would lose is one or two dollars -- i.e. basically the commission and spread.  But then you would know for sure how your broker handled these types of trades.

This would need to be tested on a Real account because a Demo account does not include the round-trip portion to the banker.

22 (edited by GD 2018-08-06 13:59:19)

Re: Portfolio expert in Demo and Live account experience

Hi Sleytus

Finally my broker had the problem. So i changed broker and now portfolio expert Yonkuro's looks to work great in Live Microaccount!!! I will test also my portfolio EAs made by EA studio and FSBpro.

In new broker I plan to have a micro account live and a normal account live.
If SideKick does not care on name of currency but only on name of Magic number then I will have a lot of job...
The bad thing is that to use 0.01 lots in micro gives win in yen without decimals. So i am not sure on coditions used by sidekick

Possibly it is a problem. I am not sure.

23

Re: Portfolio expert in Demo and Live account experience

I found a broker where everything works BUT it has only 2000 bars per TF historical data
My EAs cannot fit...Nice!!!

Re: Portfolio expert in Demo and Live account experience

Steve you are right! The Portfolio Expert calculates the signals from all strategies at once. It sends all signals one by one. It waits one signal to complete and receive response and in case of success it proceeds with the rest. However, there is no a delay between the received response and the next signal. it was never an issue before.
If this become a problem we may add a delay between the signals. On the other hand, 2 secs are too much.

25 (edited by GD 2018-08-07 11:29:21)

Re: Portfolio expert in Demo and Live account experience

Hi Popov

I have same opinion. It can be an addition to protect trader.

It should be a parameter easily to change from user together with wait state and number of tries.

My Japanese broker uses 2 secs he said (I Suppose minimum hahahaha, 2 secs limit does not referenced in his page. Why?)
I am not sure if it is only 2 secs... IT NEEDS ReTRIES itself. WHO knows hahahaha .

ALSO, It needs a special script to check quality of broker's data. It is more important than to make ANY EA. There is a lot of dust out there.

Popov, your idea will definitely help to decrease number of rejections. I hope you will finish it in few minutes...
"No rejections" when a broker says, it does not mean 100% NOT rejections but most of it i.e. 90%.
They have many nice tricks. I tried to find a new broker and very few have history bars. They like the limit of 2000 bars... WOW. Hahahaa

We can have a winner EA portfolio, which cannot win because broker does not offer history bars. We have to use the long way. Increase spread etc. BUT this will decrease the wins of trader. Nice!!! Mmmm. Τhey are so clever and obvious...

In my opinion. NOBODY SHOULD USE Brokers who use only 2000 bars for history. it is a trap.

Sidekick is a great software but brokers do not want it...

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