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  • in reply to: portfolio calculations vs reality #116949
    User AvatarDavid Archambeau
    Participant

    Hi everyone,

    for the courageous that read this thread to this point, I eventually found where the problem is 🥳

    After more than one month of tests, here are the results. 21 strategies generated in total 110 trades. The tests has been made on 5 different trading pairs and on 5m,15m,30m and 1h timeframes. And the same EAs were working simultaneously on two different computers at the same time. One on Windows, and another one on Ubuntu.

    For all the differences that I’ve found, I made a double check to be sure that I didn’t made a mistake somewhere.

    Between mt4 tester and EA studio, I only had 1 difference, which is really good.

    Between the two computers, I had 2 differences. I guess it’s due to loss of connection, or latency, or ???

    Between reality and EA studio/mt4 tester, I had 37 differences, which is fairly huge (more than 33%). But after some analyses, for 34 of the trades, they all were fired at 00:00. So my big discover is that some brokers (like IC Markets that I use) prevent trading near 00:00, so these trades never opened.

    So in conclusion, if I remove these trades, I had 3 differences on 76 trades. I don’t know if we can consider that as good or bad, but it’s fairly less dramatic than I first thought. Now for my next generations, I’ll change the opening hours of the trades in the EA studio params and see the results. But nothing seems linked with trailing stops as I first thought. It’s just that strangely in my case, these strategies seems to open almost all positions at this specific hour.

    And in term of prices, almost all prices are the same between EA studio and mt4 tester. And with reality, the difference was rarely more than 1,5pips. I just had one trade with 15 pips difference, but I guess it was due to abnormal market conditions.

    It took me long hours to do theses tests, but I learned a lot and I’m really happy that I did. Without this issue and the desire to share my results, I wouldn’t have taken the time to do it but now that I did it, I personally think that’s something that has to be done at least once when you start with this system, because now I’m fairly confident with the system and the strategies generated 🙂💪

    The next step now is to find profitable ones, and that will be harder that I thought at first place 😅

    Thank you Samuel for your help and your support during this process 👍

    I wish everyone a great day and happy calculations

     

    in reply to: EA Studio Professional Course #116763
    User AvatarDavid Archambeau
    Participant

    Hello,
    I had the same issue with browser tabs. It’s a “by design” feature of every browsers to minimize the processor activity when the tab is not visible, and they always try to improve this. I tried Edge, Firefox, Brave, Opera, Chrome and less known browsers but all had exactly the same behavior 🙁
    There are tutos to change some advance configuration to disable this but I never found any that really works.
    The only way (I’ve found) is to separate the tabs and keep them all visible.
    Another way that I use now, is to create some virtual machines, and on each machine I run one browser, and I’m very happy with that system, because my settings stays the same on each machine when I restart the browser, as EA studio saves last configuration when the browser is closed.
    And with all the tests that’s I’ve made, I got better results with chrome…

    in reply to: EA restart best practice #115922
    User AvatarDavid Archambeau
    Participant

    Hi Petko,

    Thanks for the reply.

    The disconnections only happened on Sunday evening when the week starts again. This time, I’ll reconnect my account before the restart to be sure that it doesn’t happen again.

    I had the same issue with two different brokers, so I guess it’s a vps issue…

    in reply to: portfolio calculations vs reality #115921
    User AvatarDavid Archambeau
    Participant

    Hi everyone,

    After two weeks of testing, here is a small update for those who followed this thread. Up to now, 35 trades have been triggered on 16 different strategies (using 4 timeframes 5, 15, 30, 60).

    EA Studio and mt4 tester are almost always the same and there are only few pips of difference between reality 🥳 except for two strategies, and these two strategies use trailing stop. I don’t have enough data to contact the developer yet but I’ll continue to supervise all the strategies and keep you informed with the results, but it seems that there is an issue when the strategy uses trailing stops (and that’s probably why I opened this thread, as all my first strategies a month ago only use trailing stops).

    But I really feel reassured with these results. I’m glad I had the perseverance to continue my tests 🙂

    I wish you a great week-end

    David

     

    in reply to: EA restart best practice #115698
    User AvatarDavid Archambeau
    Participant

    Hi Samuel,
    thanks for your response. Last week everything went right. This time I’ve disabled updates 🙂 but I was wondering what is the best thing to do in such situations. For example, today when I checked my robots, all my mt4 were like disconnected and I had to login again. Same issue on two distinct servers. Fortunately, I had no open trades this time.
    Thank you for the backtest idea to check open trades if it happens in the future, never thought of that.

    in reply to: portfolio calculations vs reality #115559
    User AvatarDavid Archambeau
    Participant

    Hi Samuel,
    And thank you again for your time and interest in my case, I really appreciate that.
    I understand your point of view to check things piece by piece and not doing too much at the same time. But as my questions relates to the execution of strategies compare to reality, my main concern is not the fact that both mt4 tester and EA studio are the same, but the fact that the trades are the same when I put them to work. At my point of reflection, I even don’t care that the price differs from one pip or the profits are not exactly the same, I’m just comparing times of executions, because if I don’t trust the system on that point, everything else doesn’t care for me. Having a good strategy that works exactly the same on mt4 tester and EA studio but doesn’t deliver the same when I put it on a chart is useless in my opinion. That’s why I even didn’t compare prices in my previous test.
    But you are totally right about myself. I want things to go too fast and do to too much things at the same time. I need to work a lot on my patience 🙂
    All the backtest quality were 100%, and I only choose 1 min to have more trades to compare in a short period of time (again patience…). But what I’ve seen is that for some strategies, if I change the starting date of the test, the result for the week I was checking may defer completely. So I think it was not a good idea to test on this timeframe with rapidly generated strategies only for a few days.
    I know that you will tell me again that I do too much, but here I’ve grab the 2 best strategies that I have on 5, 15, 30 and 60mins timeframe on a pair. I’ve set the 8 strategies on mt4 and mt5 on two different computers and I’ll let them work for a few weeks. And after that, I’ll compare the results, that I think will be more realistic and I hope more accurate, and if I have again such huge differences, I’ll accept your proposition to check with me a chosen strategy. And during this time, except for checking if everything is still running fine on metatrader, I’ll take a pause with EA Studio, because I’m not in a good state of mind to continue to use it now.
    Thanks again for your response.
    I can’t wait to see the first videos. I was very excited when Petko told us that there will be some videos with real live users that gets good results with the system. I think it will help me a lot to get confidence again.

    in reply to: portfolio calculations vs reality #115470
    User AvatarDavid Archambeau
    Participant

    Hello,
    for those who are interested by the results, here there are.
    colors on first block compares reality with mt4 tester, and colors of second block compares mt4 tester with EA Studio.


    Methodology:
    I’ve generated 20 strategies on 1 minute time frame. It’s not a time frame that I would use in real world but it was the only one that could give me enough trades in one week.
    The ea traded all week but as my wonderful windows automatically restarted on Thursday evening, I’ve only took the trades from Tuesday to Thursday evening. So three full days.
    In my strategies, there was 5 fixed SL on GBPJPY AND AUDUSD, and 5 trailing SL on same pairs, so I had 20 EAs running at the same time.
    I’ve only analysed the fixed ones, but if someone here is interested in the trailing ones, he can tell me and I’ll make the effort to analyse them.
    And what I’ve discovered completely confirm my doubts and first impressions, there are real differences between real trades and calculations.
    Out the 10 strategies analysed, only two have full correspondance between real trades, mt4 tester and ea calculations. But EA Studio make a good job with 8 full correspondance with mt4 tester (only 4 different trades on 34, every others correspond to the minute).
    So in summary, for 8 strategies out of 10, the results are not the same between reality and theory.
    The worst strategy is probably the first one (101001), where no single trade correspond between the three systems (I’ve verified everything 10x, for those who wonder). So I checked the system to see if it’s a complicated one, but here is the configuration. It could not be more easy…


    I’m so depressed. I’ve already lost so much time on this for nothing but frustration.
    I’ve been thinking a lot about where I could make an error, but there is no difficult operation in the process. I’ve renamed all the robots and initialized every magic numbers. I’ve imported directly the robot in EA Studio to be certain that I compare the right things. Some times there are more trades, sometimes less, sometime same, sometime different. I really can not see any explanations…
    I’ll put tomorrow more realistic strategies on 5min and 30min time frame, that I’ll put on two different demo accounts on two different computers and I’ll let them run for a few weeks until I have enough trades. I hope that it’s only the 1m time frame that give more chaos and that I’ll get better results like that…

    in reply to: EAs not working (not opening any trades) #115175
    User AvatarDavid Archambeau
    Participant

    Hi Daniel,

    May be you can also look at the expert tab (on mt4, don’t know about mt5), sometime you have very useful information like wrong lot size, not sufficient margin, …

    French in my case, but you should find it easily 🙂

     

    in reply to: portfolio calculations vs reality #115166
    User AvatarDavid Archambeau
    Participant

    Hi Samuel,

    You’re right, we’ve covered a lot of subjects here 😅

    The differences in live accounts were only on EA Studio, where I was testing my portfolio to explain my case here, I never tried same EAs on different accounts. For my curiosity, I’ll come back to all these questions afterwards. But my primary goal now is to prove myself that the system is reliable, following your steps, because without this assomption, everything else is useless.

    So I really can’t wait to check the results this we, hoping that I’ll have enough data to see something interesting 🙂

    And to answer your question, my mt4 are running on a virtual machine on a dedicated server in Germany. For my two IC Market live accounts, the average latency is 90-95, but I don’t know it it’s good or bad…

    in reply to: portfolio calculations vs reality #115090
    User AvatarDavid Archambeau
    Participant

    Hi Selim and Samuel,
    thank you for your insights 🙂
    I’ve never thought that time zone could such important here. I naively thought that for most indicators, it’s just a succession of bars where hour has no importance at all.
    But I’ll see it very rapidly during my tests 🙂 And if that’s the case, I’ll have to change the timezone in premium data, that’s it ? I didn’t change any time settings up to now.
    If it’s possible, I would prefer to keep working with premium data, because it’s free and it has more bars and up to now I use short time frames. I just change the spread and commission to reflect reality. But with higher time frames, I’ll probably use the broker history to be more precise. Because if I test a system with ICMarket-live10 or ICMarket-live12, I have completely different results. I found that amazing and also disturbing. But may be it’s because I work with short time frames too…

    in reply to: portfolio calculations vs reality #115056
    User AvatarDavid Archambeau
    Participant

    Thank you for your concern 🙂
    It’s not much the money I’ve lost but more the idea that the system could not work that gives me more despair. Because I had so much faith in it and I really fell in love with the process.
    As you assure me that the system works fine, I’ll really try to find out what is the problem. It can be fun too and I’m sure I’ll learn a lot in the process.
    I’ll test 8 EAs. 2 with trailing stop and 2 without on two different pairs. And as soon as I get enough data to work with, I’ll come back with the results 🙂
    And to answer your question, I don’t have any preferences for trend following. I use these parameters because with all the tests that I’ve made up to now, they give me the best and stable results.
    Thank you very much for your time and responses

    in reply to: portfolio calculations vs reality #115050
    User AvatarDavid Archambeau
    Participant

    Hi Samuel,
    And thank you very much for your response.
    To be honest I’ll only be reassured when I’ll find my error or when I’ll see with my eyes that the system correspond with reality, but I’m happy that my message has been posted on the forum and that assure me that the system is not scam or dream seller.
    I didn’t talk about the way I’ve calculated the strategies because in my opinion, it was not relevant concerning my issue. Whatever the system, the results should match. Of course not to the cent, but not with these differences.
    I’ve watch a lot of Petko’s videos, here and on Udemy (where I first heard of this software), but not all, I must confess 🙂
    In this case, the collection has been build on GBPJPY 5m, with only trailing stops 1->250 (may be that’s the problem) and no TP, with all available data from premium and my acceptance criteria were more than 100 positions and a profit factor >= 1.2. I used the reactor with everything checked except multi market. The software calculated more than one week and I build a collection of 300 filtered with best net profit. I think that more than 1000 strategies were pruned by the software to get this 300 collection.
    With that collection, I’ve created two portfolios:
    1: 20 best system quality number
    2: the stategies that passed multi market validation in validator (in my case 26)

    Of course your right with your two points. I’m not ready to trade live and I must analyse the situation with one ea at a time to get my confidence back. With portfolio, it’s merely impossible to really check backwards what happened.

    I’ll do that this week and I’ll share my results 🙂

    Once again thank you for your response

    Have a great day

    David

Viewing 12 posts - 1 through 12 (of 12 total)
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