[Stephen Schilg]

Hey team,

Thought I’d just pop in another post here. I’m quite new to EA Studio – however, I quite often see that others will remove poorly performing strategies from their accounts and not move them to live. I was wondering whether this was the best move given that you develop a portfolio so that one strategies losing streak can be compensated by another strategies winning streak. Surely by removing some strategies that are performing poorly at that given moment, we are altering the portfolio and it’s purpose.

A bit of a ramble, but I thought I would try the following as a proof of concept – and to check whether anyone has done a similar process.

I was going to produce a portfolio of 30 EA’s for a currency pair. Let’s use EURUSD as an example. I’ll perform the following:

• When generating the strategies I’ll make sure that I set the END DATE in the horizon tab to be one month prior to today’s current date. I’ll then perform a generation test with 10% OOS. I’ll pick the best 30 strategies from this result. Especially those that showed promise when OOS.
• I’ll now load that collection and change the horizon date to be TODAY and then refresh the collection to see how it would’ve performed for the last month.

I’ll be interested to then see what percentage of strategies in that collection performed well. Whether it was only 30% of them, 50% etc. From this perspective, I should gain a better understanding of how quickly you can determine whether a strategy is going to perform well or not.

Has anyone performed this before, and can shine any light on the results? I am currently going through the generation process so it’ll be another 1-2 days before I can test this theory.

Thanks,

Stephen

[Stephen Schilg]

Hey Sam,

Thanks for your post. I’m relatively new to EA Studio, but not necessarily algorithmic trading.

Do you have a process that is quite different to what Petko teaches in his courses for generation and testing? I’m still a bit unsure about whether to go ahead with purchasing the software as it’s a lot of money for myself.

It sounds as though you don’t rinse your EA’s as often as others might – have you found more luck on the higher TF’s with consistency? From what I understand 15M and above is best for longer term profitability.

Thanks mate.

[Stephen Schilg]

Hey everyone,

I’m currently at day 7 of the 21 day program so bear with me if this does get explained in later videos.

I’d like to get a bit more insight into how strategies are used once they are generated.

From what I can gather the process is as follows:

• Produce new strategies once a week/month
• Demo the strategies for 2-4 weeks
• EA’s that are profiting can be moved to a live account. Others can be removed / disregarded

Now, this is what I’m unsure of. If I produce another 30 EA’s that have promising results do I put these on a separate demo account to test? Once they pass the 2-4 week trial do I place them on the same live account or another one?

If EA’s are not performing well on the live account anymore do I start removing them? Should I continue trading strategies after 1 – 2 months if I’ve generated new ones that are ready for a live account e.g. out with the old, in with the new?

I’m just trying to think of logistically how people manage portfolios after they’ve found a profitable EA and moved it to live.

Thanks team :)

[Author]

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