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Good day Petko. I hope you are doing well. It has been, more or less, a year since I have enrolled in your courses and now I’m taking time to review them, and decided to take action. I do have some questions I wanted to ask you.
1. Can I get a copy of the codes for the algorithms generated by the EAS/FSB?
2. It is evident that you have a lot of experience in algorithmic trading. I just wanted to know your opinion as to why you chose EAS/FSB over other expert advisor builders such as: Strategy Quant, EA Builder, FxDreema, etc.
What made EAS/FSB stand out for you? Also, if you could share your experience with the other expert advisor builders and why you didn’t stick with them it would be much appreciated.
3. I’m planning to run the strategy testing of FSB through a VPS. For this reason, I think it is needed that the FSB should be installed in the VPS. Does that mean I need 2 separate licenses (1 for my laptop, and 1 for the VPS)?
4. I understand that inorder to have accurate data collection the data that I should get from my broker should be based on the same server.
Currently, I have a LIVE razor account with Pepperstone existing for a few months now. However, I just opened a new DEMO razor account also with Pepperstone.
In the meantime, can I use the data from my live account and use them with my demo account?
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Hello Jay-R,
Glad to hear from you.
1. Yes, when you export the EAs, you get the code. After that, you need to compile the file.
2. I am not a person who likes to criticise or give bad feedback to products. Everyone places some efforts in something, so I really do not like to give bad feedback to anything. I have tested most of them and these 2 are best for me and have many features that others are missing.
3. For example, Strategy Quant does not have this visual editor that builds a logical strategy, Its generator finds strategies randomly. It could give you entry rule, for example, RSI*MACD/Stochastics or something like that. It just finds such combinations but it has no logic as a trading strategy.
4. The best thing is to test a Demo and Live account and see if they have similar data. You can do that by backtesting one and the same Expert Advisor. If you generate, for example, one EA in EA Studio and import data from the Live and the Demo account. Just switch between the two data sources and see if the backtest is similar.
Anyway, you should be looking for similar data in the Live account and the Demo account. Anyway using Demo account would be useless and lost time.
Of course, you can spend some time testing other software like Strategy Quant or any other. I have tested the and saw that EA Studio and FSB Pro so far are top products.
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I have tested the Strategy Quant as well…nothing in common with EA Studio and FSB Pro.
No Reactor there to automate the process, no Portfolio Expert Advisors. I wouldn’t imagine trading without those nowadays..
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Hello Code D,
for sure there will be other pieces of software developed with the time just as strategy quant or any other. The thing is that EA Studio and FSB Pro are so ahead of their competition that I do not think that in the next 10 years anyone can create anything better. And they are being updated all the time. There is a Normalizer from yesterday….have you ever heard of that? :)
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Yeah, this is if you do not have same Historical data on your live server and your demo server. Basically you will be testing the EAs on one server with one data, and then place the best ones on different server with different data.
The data from the live and demo should match.
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Thanks for making it clearer Petko. I’ll keep that in mind.
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You are welcome, let me know if there is anything else.
And the easiest way to compare if the data from the Demo and the live server matches is to upload both on EA Studio. After that open any strategy and switch between the two Data sources. You will see if there is a difference in the backtest equity lines.
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Good day, Petko.
I did what you suggested regarding testing my live and demo accounts using the same strategy, and to check whether there is a huge difference between the profit lines. I chose to test EURUSD using the m1 timeframe, with data starting from August 19, 2019 up to October 2, 2019, and was able to generate 12 strategies. I noticed that out of the 12, there were 4 that did not really match very well. Does this mean that my live and demo accounts are not similar when it comes to consistency of data?
Attached below are the screenshots of these 12 strategies. I would appreciate it if you would take a look at them to double-check my observations. The 4 strategies I mentioned earlier that didn’t match very well are strategies number 3, 4, 10, and 11.
Best,
Jay-R
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1st Strategy: Demo
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1st Strategy: Live
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2nd Strategy: Demo
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2nd Strategy: Live
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3rd Strategy: Demo
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3rd Strategy: Live
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4th Strategy: Demo
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4th Strategy: Live
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5th Strategy: Demo
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5th Strategy: Live
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6th Strategy: Demo
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6th Strategy: Live
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7th Strategy: Demo
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7th Strategy: Live
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8th Strategy: Demo
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8th Strategy: Live
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9th Strategy: Demo
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9th Strategy: Live
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10th Strategy: Demo
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10th Strategy: Live
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11th Strategy: Demo
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11th Strategy: Live
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12th Strategy: Demo
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12th Strategy: Live
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Hello Jay-R,
very good job! This is an important test that everyone should do.
First, you are doing the test on M1, which is the most active time frame and normally there come to the most differences between the Data.
The first strategies match perfectly. Strategy number 3 I see it matches just the recent period is different…
Actually the difference with you very very small….and there are 2 reasons for me from what I see:
1. The number of trades that are in your Demo and Live data is different. Small difference but it can cause small differences in the backtest.
2. I think there is a gap in your data. Meaning that there are days missing.
You can check your data if you go to Data – Data Statistics – Statistics.
Look at Maximum Days Off. If there is no missing data, it should be no more than 2-3 days (weekends and holidays).
If this is the case, there might be different data missing in your Live and Demo data, which might coauses the difference.
BUT your data is just fine! The tests are fine. If couple of trades are different, it is alright.
Difference normally we consider when the backtest is totally different.
But in your case, it is just because of missing bars, which is normal for most brokers and it does not affect the future trading.
Regarding the data, we expect new data in EA Studio that will be 100% matching and without any missing bars.
I hope it will be ready next month.
Cheers,
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I appreciate the very detailed answer, Petko. I’ll do what you suggested.
Regarding what you mentioned that “new data in EA Studio that will be 100% matching and without any missing bars.” Can you explain that further?
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You are welcome Jay-R.
Yes, the thing is everyone has issues with the Historical data, just because the brokers do not really care about that. They do not provide enough data, or there are gaps, missing days etc.
The best data so far is from Ducascopy, but the problem is that they provide tick data which is not applicable in EA Studio and FSB Pro.
So now from Forex Software they are developing a program that will convert this data from ticks to bars and we expect that the result will be fanstastic….no gaps no missing days and 100% match between Demo and Live.
I will let you know when it is ready.
Cheers,
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That’s interesting. That would be a very good upgrade to the software. Thanks Petko.
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Very interesting topic here, Jay-R,
I will do such tests for my data as well.
the feedback from Petko is always useful.
I would be looking for this historical data from Ducascopy.
I was planning to open an account with them but I will wait for the data, because if I just download it and it is tick data, it will not work for me,
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