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  • #120697
    Alan Northam
    Participant

    Hi Samuel,

    The Reactor on my second laptop has completed it’s run and collected 15 strategies.

    What is interesting is that after the Reactor has run for 4 hours it has already collected 14 strategies.

    #120715
    Samuel Jackson
    Moderator

    Hey Alan, that’s definitely sounding more reasonable and giving you something to work with.

    Make sure you save all your work and build up a nice pool of robots so that you can save yourself a lot of time in the future by reusing your results with the validator 🙂

    Also am I right in thinking that you have already purchased petkos Ea package and get robots every month?

    You run the reactor to generate from scratch but you can also load in as many existing EAs as you can to the validator and run with the same settings, that way you will get lots of EAs into your collection MUCH faster.

    Also make sure you check how running a few reactors at same time on each laptop goes as I’m pretty sure that would be the optimal amount for your hardware (6 reactors in total is absolutely plenty), and always keep an eye on those generations rather than only what’s collected and make sure that after 10 hrs you have equivalent of roughly 1000 a minute for 10 hrs straight on each reactor

    Sounds like all is well now though and you just need to get to work in building up a nice pool of robots for yourself now right? 😉

    #120764
    Alan Northam
    Participant

    Hi Samuel,

    I will answer your above questions.
    First of all I took all 440 robots generated to date and ran them through the Validator with the normal settings and came up with a nice small pool of 42 robots.  I will continue to generate more robots to add to this pool each day.  I can now further filter this pool of robots to chose those to add to my portfolio of 10 MT4 accounts.

    In addition to generating my own robots I have a few courses from Petko where I get an assortment of robots he has generated each month.

    Now that I have run the Reactor several times since all the issues have been resolved I will be adding more Reactors over the next several days to see how many Reactors I can run at one time without reducing the number of robots generated per minute.

    Right now I am generating on average 1200 robots per minute.  Also, I am collecting on average 8 robots per hour.

    #120787
    Samuel Jackson
    Moderator

    That all sounds great Alan, you are well on your way now :-).

    Glad we got it resolved eventually. Was a puzzler for a while there!

    In my experience each extra reactor will slow down things a little bit but there is a sweet spot, for example adding a second might mean that each reactor generates 1000 a minute which means combined you are getting 2000 a minute, a third might reduce this the each getting 800 a minute which is still 2400 combined so an over all improvement but then suddenly a 4th might slow it down more considerably to only getting 500 a minute and then thats 2000 combined and so the sweet spot is 3 reactors.

     

    #120794
    Alan Northam
    Participant

    I have a question:  When I run the Reactor and collect 40 robots and then run those 40 robots through the Validator is then collects something like 34 robots.  The Validator is using the same filters as the Reactor.  I would have expected all 40 robots to pass through the Validator.  What is going on?

    #120810
    Samuel Jackson
    Moderator

    Hey Alan,

    If you are using the Monte Carlo on the validator then that is what is going on. There is randomness in the Monte Carlo sometimes s strategy may just pass the 80% threshold and sometimes it may just fail it for example. But that’s okay the 34 going through are only the ones that have passed the Monte Carlo twice 🙂

    #120813
    Alan Northam
    Participant

    Yes the robots are going through the Monte Carlo twice.

    #120815
    Alan Northam
    Participant

    I have another question:
    I have Reactor Collections for several days now.  Should I further filter them by combining them together in the Validator?  How do you handle Many days of Collecting robots?

    #120821
    Samuel Jackson
    Moderator

    Yes combining them by running through validator is a good idea. Mainly because it will remove correlations and duplicate strategies and also it’s good to run the Monte Carlo a second time. But even if not running a second Monte Carlo and just running through the acceptance criteria the validator will trim out the correlated strategies that wouldn’t have been collected had they all been generated in a single reactor.

    #120830
    Alan Northam
    Participant

    Hi Samuel,

    Yes that was my thinking to run them all through the Validator at one time to remove correlations.  I am also thinking that it puts the best strategies at the top of the list. And, it also allows me to further filter the complete collection so I can find the best 10 robots to use.

    Do you normally use the Multmarket and Walkforward after you have selected the best robots to use before live trading or do you just use the Monte Carlo?

    #120841
    Samuel Jackson
    Moderator

    Yep Alan, that’s the way to use the validator to organize your collections and yes also combining in this way will be the best point to sort and filter the final 10.

    For general robustness the Monte Carlo is enough.

    Unless you are trying to target something specific with the Multimarket or Walk forward validations but otherwise Id just stick to Monte Carlo. That’s what I do.

    It sounds like you are building up your pool of strategies nicely now right?

    #120862
    Alan Northam
    Participant

    Today I ran a test of my two laptops.  I ran the EA Studio Reactor for 60 minutes using my normal settings.  The following is the results:

    Main laptop
    System: 4 core, CPU 2.80GHz, 16.0GB
    60 minutes, Generator = 114358, Collected = 2
    60 minutes, Generator = 116435, Collected = 5
    60 minutes, Generator = 115576, Collected = 3
    60 minutes, Generator = 114678, Collected = 3
    60 minutes, Generator = 116109, Collected = 8
    Average: 4 robots collected per hour

    Second laptop
    System: 4 core, CPU 1.6GHz, RAM 20.0GB
    60 minutes, Generator = 57265, Collected = 3
    60 minutes, Generator = 50597, Collected = 5
    60 minutes, Generator = 48698, Collected = 3
    60 minutes, Generator = 49929, Collected = 3
    60 minutes, Generator = 48915, Collected = 2
    Average: 3 robots collected per hour

    What I noticed is that the CPU speed is important in hour many  robots are generated per hour.  However, what was a surprise to me was that the only difference in how many robots actually pass all the filtering is 1 robot per hour (4 vs 3).

    My next test will be to see how many robots (EA’s) are collected per hour when I run 2 Reactors on each laptop.

    #120913
    Samuel Jackson
    Moderator

    Hey Alan that is all sounding good and yes now the next step is to see how many reactors is optimal for each machine. I am guessing 3-4.

    The number generated is the most important bit here, I’m sure if you left the above test running longer then difference in the number collected gap would widen but then also as you get more strategies the likelihood of correlated strategies not making it through increases. Main point is all is looking well now and you are fine tuning and starting to get to work on your personal pool of robots 🙂

    #121212
    Alan Northam
    Participant

    In the “EA Studio Professional Course” in the section called “The Pool” Petko talks about when he has collected too many strategies he further filters them in the Validator.  Unfortunately, Petko skips over how he further filters strategies when there are too many to handle.   It is the middle of the month of August and I have been running the Reactor twice every day on two laptops and I am already getting a very large amount of strategies.  By the end of the month I will be over burdened with strategies.  How is the best way to further filter all these strategies so I have a nice collection for August?

    #121255
    Samuel Jackson
    Moderator

    Hi Alan, having too many strategies really isn’t much of a problem. But lets say the you are aiming for roughly 1000 strategies in your pool per symbol timeframe pair.

    If at the end of the month you have 2000 and want to trim a bit you could load your existing collections into the validator in chunks to get the best 250-300 and then just keep the final 3-4 collections that come out of the validator. Also as you will be moving the validator end date forward a month some may just naturally fail the acceptance criteria and if you are getting too many passing you can simply increase the acceptance criteria a little and filter the top 300 however you want when you run them through the validator.

    How many strategies are you expecting to have??

Viewing 15 posts - 46 through 60 (of 64 total)

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