• Popov
  • Popov
  • Lead Developer
  • Online
  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 8,066

Topic: Added Inidces and more timeframes.

Hello Traders,

I worked hard on this application for the whole 2024 year.

Many new features have been added to the application.

- Account size / Risk calculations - we can set the initial account size and the desired risk per trade. The application will calculate the corresponding entry lot size.

- Added M5, M30, and H1 timeframes. Now, the Top 10 App shows the top 10 strategies sorted by profit regardless of the timeframe.

- Added Out of Sample stats.

- Added sorting menu


https://image-holder.forexsb.com/store/top-10-robots-app-thumb.png


The application looks great now. However, I still have a lot of work to do to improve the strategies selection algorithm.
From 50% to 80% of the listed strategies are making a profit on the real market for some time. So, we need further testing and analysis to choose which strategies to use on live accounts.

I have ideas for improving the validation process and will see if it will help.

Happy Christmas!

Popov's Website

  • Popov
  • Popov
  • Lead Developer
  • Online
  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 8,066

Re: Added Inidces and more timeframes.

My Christmas present for you who read this topic is a free one-year account for the Top 10 Robots app.

Please send me a personal message or an email, and I'll create your account.

Happy Holidays!

Popov's Website

  • From: France
  • Registered: 2018-07-26
  • Posts: 82

Re: Added Inidces and more timeframes.

Wow, thats generous, thank you Mr Popov!

  • Popov
  • Popov
  • Lead Developer
  • Online
  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 8,066

Re: Added Inidces and more timeframes.

Many thanks to all traders interested in the Top 10 Robots app.

I'm working to improve how the strategies are validated and selected for the application.

Since the start of the program (exactly one year ago), it was using the following data set for the generator:

;; Data Horizon
server          = BlackBull
period          = M15
max_data_bars   = 200000
use_data_start  = true
data_start      = -1825

Note:
data_start   = -1825
means that the Express Generator loads data for a maximum of 5 years.

The Generator currently works on two dedicated computers. (I'll post more details later)

Recently, I set the Generator to search strategies for M5, M30, and H1 periods.
Today, I removed the 5-year limitation, so we will generate the new strategies on the all available data.
The current offline strategies will also be revalidated.

By design, the online application fetches new strategies on Saturday morning. I assume that the newly generated ones will be slowly propagated online.

I'll monitor the progress, the rate at which the strategies are generated, and the number of them that pass the Monte Carlo validation.

If everything is all right, I'll add an additional cross-validation step. I think to use Eightcap data for that.
I plan to pass the strategies through at least three brokers before showing them online.

Happy Holiday season!

Popov's Website

  • Registered: 2023-02-23
  • Posts: 8

Re: Added Inidces and more timeframes.

This is one of the things I wanted to tell you after I started using the app. Some strategies perform well on blackbull data, but changing brokers the results are completely different... this is not a good sign of robustness, in fact one of the first things I do is download the robots and re-evaluate them on different brokers.

This can also include ‘time shift’ testing, i.e. testing the strategy on a broker with a different timezone.

  • Registered: 2023-02-23
  • Posts: 8

Re: Added Inidces and more timeframes.

Popov, just a little bug report: by setting account size = 100.000 and risk 1%, many strategies in the app report a huge DD% (some goes to 99% or so) but downloading and retesting the strat on EA studio with same settings shows that the DD% is much less.

  • Popov
  • Popov
  • Lead Developer
  • Online
  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 8,066

Re: Added Inidces and more timeframes.

> by setting account size = 100.000 and risk 1%, many strategies in the app report a huge DD%

I know that. The stats are scaled depending on the Account size / Risk percent. The DD formula does not work well (or at all smile ). This is only a cosmetic bug, but I'll try to fix it,

Popov's Website

  • Popov
  • Popov
  • Lead Developer
  • Online
  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 8,066

Re: Added Inidces and more timeframes.

I just tested the newly validated strategies on all available data: 2008-09-04 - 2024-12-27.

I was afraid most of them would be filtered out. However, they appear to be better than I expected.
Most strategies passed the validation on 11 years of new and unseen data ( 2008-09-04 - 2019-12-27).

https://image-holder.forexsb.com/store/validating-starts-on-all-data-thumb.png

I'll add cross-validation through EightCup next week.

..

The newly generated / validated strategies will not appear immediately in the app. They must propagate through the online strategy holder and replacing the ones that does not perform well on OOS.

Popov's Website

  • From: Egypt- Saudi Arabia
  • Registered: 2009-12-12
  • Posts: 969

Re: Added Inidces and more timeframes.

Popov wrote:

My Christmas present for you who read this topic is a free one-year account for the Top 10 Robots app.

Please send me a personal message or an email, and I'll create your account.

Happy Holidays!

Many thanks for that fantastic gift

  • Popov
  • Popov
  • Lead Developer
  • Online
  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 8,066

Re: Added Inidces and more timeframes.

Hello Traders,

Happy New Year!

I wish health, love, and great success for all of you.

I'm closing the Top 10 App Christmas offer.

Trade Safe!

Popov's Website