Trouble with portfolio calculations and different data

[Roni Lenhardt]

Hi everyone! Hope you are all doing well.

 

I need help with some trouble I’m having using the portfolio.

I just uploaded data from Pepperstone using the MT4 script. Now I’m trying to check if the results using different data sets are similar.

Data horizon is set like this:

I uploaded a random Collection and added the first 100 strategies to the portfolio:

When I press Calculate, it only uses 77 strategies out of the 100, and the result is this:

 

 

I deleted all the strategies from the portfolio and added the same 100 again. Changed to the data set that I got from the broker and the result is this:

I don’t understand a few things.

1 – Why is it not using all 100 strategies?
2 – From the strategies it selects, why is it not including all of them in the calculation? (77 on the first and 53 on the second)
3 – Since I set Data Horizon to the dates above, why is it not respecting it on the second run (Peppertone-Demo02) ?
4 – First run is using 28 strategies and got 104 trades. Second run uses 23 strategies and got only 31 trades. What explains that?

 

[Alan Northam]

Hi Roni,

I will answer your questions based on info provided:

Answer to question 1) The reason why it is not using all 100 strategies is because some of the strategies are similar to others and so they are not moved to collections. In the collections tab there is a Records Stats box that will show the reason why some startegies are removed.

Answer to question 2) When you use premium data you have much more historical data than you do when you download data from pepperstone. This can be seen by the count of bars. With the preminum data there is a count of bars of 984, and with peperstone the count of bars is 300. So with the preminum data EA Studio can collect more strategies than with peperstone so the number of strategies moved to collection will be more with premium data than with peperstone.

Answer to question 3) This is because premium data has more history than you get with pepperstone so EA Studio cannot start collecting strategies as far back in time as it can with premium data.

Answer to question 4) Not all brokers are the same as their historical data is not the same. As a result you will get a different number of trades when you use different brokers. One thing you can do is to run the same EA on several different brokers in a demo account and let it run for a month. Then look at the results. The broker you would then want to use for live trading would be the one with the best performance.

Alan,

[Author]

Posts