[Angelo]

Hello Alan,

ok, do  you mean the 2 EA portfolios (M15 and H1) with “2 options” ?

I understood the 2 MC (MonteCarlo) options selected.

Please let me know, in the meantine my discussion is: what are the benefits of focusing on M15 (of course it works for Petko and you and many others here) if “it seems” that finding MC approved strategy in m15 requires more time to find them in H1.

In the same time, the reactor seems to find much more MC approved strategies in H1 then in M15. It’s just my point of view.

Have you noticed the same thing? And overall, what is the benefit to focus on M15 if H1 coould provide much more strategies to filter?

I like your feedback and it’s important, I’m not saying I’have the absolute truth 😀 ahahaah

I just want to know your experiences about this.

Thanks!

[Angelo]

Hey Alan,

thanks a lot for your feedback. I’m talking about the 2 MonteC variations:

1) Randomize indicator parameters

2) Randomize backtest starting bar.

I wanted to say: much more strategies are MonteCarlo passed in backtest compared to Ma5. I’m not saying that all these strategies have much better results in live trading.

Thanks!

[Angelo]

Hey Alan,

thanks again for replying, just telling you that you’re read even if you’re not commented by me 😉

1) So, you DO NOT optimize the strategy, right? Just Generation + Montecarlo. No optimization, no normalization.

2) So, from the Montecarlo you choose 1 EA for Pair based on the best balance line.

3) Which pairs you test the EA on? The following 8?

EURUSD

GBPUSD
USDJPY

GBPJPY

EURJPY

AUDUSD

USDCAD

NZDUSD

Thanks!

[Angelo]

 

Hello Alan,

great results and thanks for sharing, it would be great as Petko asked if you could share the EA creations process of thes 10 EAs.

Timeframe, data period, robustness test… any info is appreciated.

Happy challenge!

Angelo

[Angelo]

Hello Alan,

thanks for sharing your results. So, can you confirm you use:

M15

5 years data

300 minimum trades

1.2 minimum Profit Factor

Reactor with Generator + Montecarlo (80% passed on the last two options: Strategy variations flagged)

Once passed MonteC, how do you select the best? 10-20 trades for pair with highest BalanceLine? SQN? Profit Factor? Winloss?ReturnDrawdown? All of these?

On average, after how many weeks do you create new Portfolios from scratch because the first does not profit anymore?

Any detail can make the difference here…

Thanks a lot!

Angelo

[Angelo]

also same swap long, swap short and commission of course. Maximum spread 20 on EA Studio while the challenge account has a lower spread in average.

[Angelo]

Hello Alan,

of course, the propfirm data (the 5%ers) in strategy platform and the same in the challenge account (the 5%ers).

Thanks

Angelo

 

[Angelo]

Hello Alan,

thanks a lot for your reply, yes of course there are period of drawdown, but I wanted to highlight that Strategy Portoflio Summary shows a profit day for trading the 14th of February, while, the same strategies, sent “live”, in that day, considering trades opened and closed on Feb 14th, like in Ea Studio, had a strong loss.

According to Strategy Portfolio Summary, Feb 14th had 5,1% profit.

In reality, in live trading, Feb 14th had -1,84% loss.

You can check from my screenshots.

You can see that the live trades have been opened all on Feb 14th, so, they’re not coming from the previous day. It’s the same condition of Strategy Portfolio: started trading on Feb 14th and finished trading on Feb 14th.

Same 22 EAs, same leverage, maximum spread slightly higher in EA Studio than in live trading.

If there’s no other reason, this is a big bug fo EA Studio which can completely mislead the user in evaluating a good strategy while actually is bad.

Please inform the developers immediately, thanks!

[Angelo]

Hello Alan,

12 years of history in H1 are around 75.000 bars.

5 Years of history in M15 are around 75.000 bars.

 

So, are you talking about 5 years in H1 or 5 years in m15?

Thanks

[Angelo]

sure Alan, but it’s “realistic” or too much overfitting to obtain a 100% win rate with a HIGH SL and a strict TP (around 11:1 SL_TP ratio in this case)? How could this kind of ea will perform in coming days weeks? Is better to always test every EA on demo account, or the exclude in advance the overfitted ones?

Thank you!

[Angelo]

Hello Alan, great to have a prop funding firm data on EAStudio!

Suggestion: an additional entry rule I would find really useful is the “Entry WeekDay”.

Many times, using the “Entry Time” is not enough:

Thanks and regards

[Angelo]

Thank Alan, I understand the importance of demo testing, but, considering that it’s a strategy with strict TP and large SL, is it unrealistic in live trading or it could have some similar result? The answer is not binding of course, but just to understand if expecting good result is justified or not. Is it ok to aim at generating this kind of strategies? Or are they over-optimized and too good to be true!

Thanks.

[Author]

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