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Okay, so to my understanding you are using about 50000 bars on M15 with and no reactor.
It sounds like an overly strict acceptance criteria. I see you have set some time settings and say Mon – Fri, does this means you have the check box ticked to close trades on Friday.
I would suggest taking a few screenshots of your acceptance criteria, time setting and the generator after running (to see number of generations and added to collection) and posting here.
But my immediate guess is that if you have restricted the time settings that you probably have too many minimum trades set in the acceptance criteria.
How many minimum trades do you have set? You could initially try removing minimum trades from acceptance criteria and then use the performance filter in the collection to see what is a more reasonable value to use given your time settings.
Of course without more information I am guessing and speculating. Screenshots and more precise information are really needed. I am sure the wordfence block issue will be sorted soon so we can properly resolve.
Another suggestion around this issue is I suspect it is a local issue to you, you mentioned you were using the brave browser have you tried logging into the forum using Chrome instead??|
Hmm, that sounds odd.
Are you able to complete the following for example (if not will need to talk to Petko about what could be causing the problem):
1. Symbol – EURUSD H1 50000 bars
2. Robustness – Monte Carlo only 80/20
3. Acceptance – complete: pf> 1.2, is: pf> 1.1, oos>1.1
Can you replace the info above with your values? Also how many calculations are being performed (the number right of the start button)?
I am almost positive that the issue of so few strategies in the collection is either an overly strict acceptance criteria, robustness check or a combination of them both.
The information on the reactor screen will show what the bottleneck is ie if you see after a few hours that you have 1000 EAs passed to Monte Carlo check but only 2 make it through that check to the collection then that is a problem with Monte Carlo.
Or perhaps you see that of the 200,000 calculations on 2 are making it through the acceptance criteria and then being passed to Monte Carlo, the you know your acceptance criteria is too strict.
Hope that makes sense and you get to the bottom of the issue soon? If not then let me know and there may be a couple of other things but this would be where I would start troubleshooting
Can I ask why are the swap fees so important to you Achimidius?
Also regarding your small amount of EAs in the collection. What settings are you using to generate? It sounds like your acceptance criteria could be too strict?
Specifically can you share timeframe, acceptance criteria and any robustness checks you are performing?
Also what is the number of generated strategies rather than those making it to the collection? That number is more of an indication of how fast EA studio is working, the small number added to the collection is more to do with you overly strict settings.
Happy to help Achmidius,
There is a good list of recommended brokers on the blog btw so I would recommend checking them out.
I like IC markets as easy to open lots of demo accounts and they have tight spreads in raw account but there’s plenty good brokers out there.
Dukascopy is good but their demo accounts expire after 2 weeks which can be limiting, I have a non expiring one that I got when I opened a live account but usually they expire.
I would definitely recommend trying a couple of other brokers out for demo trading. If you follow what I suggested in previous post then as long as you have checked that the strategy is working similarly on that broker over a sensible period then all good to trade on it (demo first of course, don’t rush into live trading until have several positive months of demo trading under your belt)
Hi Kalin,
First point is well done on coming to this portfolio idea independently but Petko does this in most of his courses also (well since portfolio EA became a feature in EA studio) :-). What course have you taken so far? You are getting off to a good start but it may be worth taking a look at one of the newer courses where petko is using portfolio EAs in this way?
So this is a good way to use the portfolio EAs, and I’d say stick to 100 strategies per portfolio personally and you won’t go wrong.
And yes I thought that might be the problem regarding the tabs. Yes the solution is just to use multiple browser windows rather that multiple tabs.
Is there any particular reason that you have chosen to use Brave? EA studio will work on most browsers but chrome is recommended as the fastest and it is considerably faster than Firefox for example when I tested this.
Brave is a good lightweight browser so I expect your think it may have been faster?? Chrome is the way to go :-)
Also, you can do this test importing the data to compare between the live and demo terminals for your broker. What broker are you using?
As for the spread commissions and swaps. Use 10 spread for raw accounts and 20 spread for non commission accounts.
The current swap values will import automatically to EA studio but I would suggest selecting a strategy and then test changing the values on the symbol settings to see how the strategy statistics change, likely you will find that your profit will not be very sensitive to the swap values for most strategy’s.
Timezones are automatically accounted for when importing data from Mt4 to EA studio of course so in doing these checks using different broker data that is all taken care of.
Hi Achmidius, welcome to the forum:-)
Okay, so first of all ideally your EA should be robust enough to work well on most brokers and demo or live. An EA that only works on one set of broker data would not be good strategy to trade.
This is very straight forward to quickly test in EA studio thankfully.
Just open up a demo account with any other brokers you want to test your EA on. The upload their data to EA studio and then backtest your EA using the different broker data.
Your Ea strategy should perform in a similar fashion generally on the different brokers data. If it works well on one but poorly on another then that’s a red flag for me.
Hi Kalin,
Did you resolve your original issue with the multiple EA tabs? Was it that you were running EA on separate tabs rather than separate browsers as I expected? It’s good to clarify for anyone else who may come on the forum looking for an answer to a similar problem :-)
Setting up a vps is pretty straight forward. It is essentially just a remote computer close to the brokers server which will run your MT4 terminals 24/7 and reduce latency (your order signals will be faster).
It is definitely worthwhile. There are many forex specific vps options (will find on google easily) with free trials. Just sign up for a couple and see what one you like best, it’s more about the cost per resources you want (number of cores, ram and hard drive space) which is dependent on how many MT4 terminals you intend to run. Also when choosing an operating system use windows 2012, it uses less resources and is better for this purpose in my experience.
Hi Kalin,
Okay so it sounds to me like you have each EA studio in a seperate tab on the same browser rather than on seperate browsers? If so then that is the problem. The several hundred will just have been generated in the brief moment that the tab was active. Can you confirm if this is the case or not?
As for the portfolio, stick to 100 at most I would say personally. Do you have any great need for anymore than this? If so can you give a little more detail on your system?
100 per portfolio will be absolutely fine (optimal is possibly dependent on how many positions open at the same time but I would need to test this, however don’t feel its really necessary).
Hi Selim,
3.71% loss is pretty measured, and yes it was a tough month.
That’s a shame that your buddies are most likely not gonna continue. Good to see you are though.
You seem to enjoy this method of trading – As do I :-). My opinion is this is probably the most important factor in eventual success. Profits aren’t gonna jump into anyone’s pocket, I have been doing this a while now and although my results aren’t quite where I ideally want them to be (yet) there has been very significant continual improvement ongoingly with occasional leaps. The harder I work and the longer I persist and deepen my knowledge the better my results get (Funny that!).
An enjoyment of the tools and trading style is a such a major key in persisting and improving so we are both very fortunate to have found that! I’m honestly obsessive at times, constantly having ideas to try popping into my head – it keeps me very busy and I love it haha
Keep doing what you are doing and sharing your results and I’m sure we will get some good discussion points that will be to all our benefit :-), tracking things as you are doing is very important so off to a great start.
Are you running any other systems alongside the 12 EA’s?
Happy trading week also! This recent week has been pretty poor for me personally but the two before it were great, cant win all the time ;-)
Hi David,
Well done on your perseverance! Glad you getting everything to tie up nicely now, I don’t doubt you learned a massive amount in the process although I know it can be a headache.
Actually, now that you mention it I do remember a while back having some mis-match issues with the trailing stops. Since then I have avoided them out of habit. I didn’t investigate too thoroughly though as I had no strong reason to use them anyway. Its best I did forget to point straight to this though as you will have learned WAY more in getting to the bottom of it as you have done ;-)
If you do want to use the trailing stop then I would suggest formulating a clear email to Miroslav Popov with all the information he would need to quickly and easily replicate the issue and if there is a problem rather than just our misunderstanding (In my experience its almost always the latter!) then he will fix it promptly.
I’ve also found in breaking down and explaining what I think might be a problem for POPOV I usually solve the problem myself before needing to send the email :-).
It actually a really big step to get everything to match like this in my opinion David. I am pretty sure you will agree now that you have done it that it is valuable to continually check all three match and that confirming that the EA studio is similar to MT4 backtester (I am pretty sure that for the trailing stop EAs the MT4 backtester will match the real results but an initial comparison of the EA studio backtester vs MT4 backtester would have raised a red flag right?)
Totally agree with you Petko, there has been some hugely valuable information in this thread for beginner algo traders!!
Hi David,
Well done on your perseverance! Glad you getting everything to tie up nicely now, I don’t doubt you learned a massive amount in the process although I know it can be a headache.
Actually, now that you mention it I do remember a while back having some mis-match issues with the trailing stops. Since them I have avoided them out of habit. I didn’t investigate too thoroughly though as I had no string reason to use them anyway. Its best I did forget to point straight to this though as you will have learned way more in getting to the bottom of it as you have done ;-)
If you do want to use the trailing stop then I would suggest formulating a clear email to Miroslav Popov with all the information he would need to quickly and easily replicate the issue and if there is a problem rather than just our misunderstanding (In my experience its almost always the latter!) then he will fix it promptly.
I’ve also found in breaking down and explaining what I think might be a problem for POPOV I usually solve the problem myself before needing to send the email :-).
It actually a really big step to get everything to match like this in my opinion David. I am pretty sure you will agree now that you have done it that it is valuable to continually check all three match and that confirming that the EA studio is similar to MT4 backtester (I am pretty sure that for the trailing stop EAs the MT4 backtester will match the real results but an initial comparison of the EA studio backtester vs MT4 backtester would have raised a red flag right?)
Totally agree you Petko, there has been some hugely valuable information in this thread for beginner algo traders!!
Hi David, best practice would be to find a more reliable computer to trade on or vps. Crashes should be very rare and you should turn off automatic updates and do them manually on the weekend when the market is closed.
This is not an issue I ever have but in this instance what you could do is run the metatrader backtester and see if the trade would still be open or closed and take appropriate action to remain in accordance with how the EA would have traded if no interruption occurred.
If there is a trade open with the magic number of an EA that has auto trading enabled then the EA will manage that trade according to its rules. Im sure you can easily confirm that with a quick test also.
Hi David,
Totally agree that things need to be in the right ballpark between demo trades and either mt4 of EA studio backtester.
However from a quality point of view if MT4 backtester isn’t matching the EA studio as you have shown then mistakes have 100% been made and that is the easiest place to start.
Haha, yup I would say trying to do too much again, but I understand the habit ;-)