Topic: Collections compilations results using different "Sort by" settings

I accumulated 16 Strategy Collections of 100 strategies for GBPUSD over roughly 3 days, each having been built with the “sort collection by” = Return/drawdown, so that might be said to be a bias in their make-up. 

I saved them, then uploaded all 1600 strategies to EA Studio using the Validator with all of the visible boxes (Optimized and all Robustness) unchecked. 

For each “Sort by” setting on the Collection page, I was left with the best 100 for each sort method, and then copied all to the Portfolio for easy Summary Stats availability for each sort. 

As a Return/DD fan, I think I am suddenly a fan of Average HPR.

Attached are the results ($10,000 initial balance, 0.10 lot size, GBPUSD M1, 500,000 bars (~16.5 months) of my broker data). 

Do these generally match with what others have found?

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Re: Collections compilations results using different "Sort by" settings

Good job! This the intended way to use EA Studio.

You can pass the strategies through Monte Carlo if you don't do it during the generating process.

Re: Collections compilations results using different "Sort by" settings

The results look excellent!

Spreadsheet is a gret tool, thank you.

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

4 (edited by Blaiserboy 2019-04-18 13:43:37)

Re: Collections compilations results using different "Sort by" settings

question:

Did you run the Validator 16 times to get those results or just change the filter for the initial result.?

I am pretty impressed with your spreadsheet results and want to try to make a comparison.

Thanks

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: Collections compilations results using different "Sort by" settings

I guess I can just gather the results and place them on a sheet, I have no idea as to how to combine the results, I have never learned about spreadsheets..

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

6 (edited by Blaiserboy 2019-04-18 16:12:26)

Re: Collections compilations results using different "Sort by" settings

This is on EURJPY  240 minute

I am not sure which result I prefer to use.  lol

I did not have as many results to start with, just 474, so I am unsure as to the accuracy.

And many of the results are really similar... I have no knowledge of statistics, hard for me to judge  lol

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My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: Collections compilations results using different "Sort by" settings

Hi,

Thank you for the kind words, gentlemen.

Yes, I ran 16 concurrent instances of EA Studio on my 20-CPU computer, running the Generator for each instance with the Sort By set for Return/DD.  After roughly 3 days, I saved the Top 100 results in the Collection tab for each instance, resulting in 16 files.

Then I set the Sort By filter for the first option, imported all 16 files using the Validator, in the process squeezing out the worst 1500 and leaving the top 100 Strategies when sorted by that option, then Added the Strategies to the Portfolio to see the overall stats, and manually recorded them in a spreadsheet.

I then changed the Sort By filter to the next available option and repeated the sequence 11 more times (only showing 11 because the Profit Per Day results were identical to the Net Balance results).


Thank you for doing the same with your H4 chart files.  I would have guessed that the results might show less variance from that what I might call "higher perspective", but am surprised to see how they are generally more similar to each other than my M1 chart files.  I don't suspect your lesser number of  strategies had much to do with it.

Of course there are different philosophies to trading and it is very nice that to have a tool like EA Studio which allows using and exploring such a variety, and so very efficiently.

Successful investing to you,

Re: Collections compilations results using different "Sort by" settings

Part 2

What a difference a development phase Sort By decision can make for combined GBPUSD M1 results.

Being curious if a different Sort By choice would make much of a difference in the combined results table, I followed the same routine,  but selected R-Squared as the choice during Phase 1, as I generally thought I saw more consistent balance line chart growth among the better of them than any other Sort By choice.

Interestingly, some R-Squared Stats still did not fare well—it had no top results and several worst results-- when compared to several other Sort By choices during the squeezing-out-the-worst of Phase 2.

Looking at the results this time, I am more a fan of the Sharpe Ratio results instead of the Average HPR in the first experiment.

All of them can make money, but some combinations of a Phase 1 Sort By with a particular Phase 2 Sort By may generally be a better choice than others.  Your Mileage May Vary.

I will attach both tables together below for easier comparison.

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9

Re: Collections compilations results using different "Sort by" settings

Dunn wrote:

I saved them, then uploaded all 1600 strategies to EA Studio using the Validator with all of the visible boxes (Optimized and all Robustness) unchecked.

Why did you decide not to also filter with optimization and robustness tests?