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  #1 (permalink)  
Old 07-08-2007, 02:33 PM
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Portfolio EA

Hello, thanks at all for your contribution.
the idea is the following:
I want to test in the strategy tester several EAs at the same time. The strategy tester not support this type of simulation. So, i tried to combine the EAs for simultaneus execution, but i failed because i´m very newbie in coding.
So, i came here for help because there are several good programmers here.
Can somebody make a platform EA where we can insert several codes of others EAs to test them simultaneus in the tester? We would test several configurations of EAs (make a portfolio) for diversification of risk.
We could test this in demo account with different magic number, but is interesting to have a platform of test, like strategy tester to know if a determinated porfolio have chances to survive in demo or real account (foe example, look for the best setting to forward test.

Thanks
La Totona
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Old 07-08-2007, 02:52 PM
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A simple way to do what you are asking for is to just backtest all the EAs seperately and then combine their results. Otherwise, what you're asking for would require the creation of a brand new program capable of loading multiple EAs... get ready to pay some cash for something like that.
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Old 07-08-2007, 02:57 PM
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Quote:
Originally Posted by la totona View Post
Hello, thanks at all for your contribution.
the idea is the following:
I want to test in the strategy tester several EAs at the same time. The strategy tester not support this type of simulation. So, i tried to combine the EAs for simultaneus execution, but i failed because i´m very newbie in coding.
So, i came here for help because there are several good programmers here.
Can somebody make a platform EA where we can insert several codes of others EAs to test them simultaneus in the tester? We would test several configurations of EAs (make a portfolio) for diversification of risk.
We could test this in demo account with different magic number, but is interesting to have a platform of test, like strategy tester to know if a determinated porfolio have chances to survive in demo or real account (foe example, look for the best setting to forward test.

Thanks
La Totona
One problem....
Have you one or more any EA, long time profitable?
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Old 07-08-2007, 08:29 PM
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Thanks for your answer
I have 3 EAs I want to test like I explain in the first post. They are profitable in the long tern (2years) in backtest at 90% quality, but they have periods when they lost some pips. The interesting done is that this periods appear in different times. Then, the pips lost by one EA would be recoupered by the others, with an beatiful equity curve (in theory). To prove that theory I want to test this "portfolio".
I hope you could take the concept.
Sorry for my english but it isnt my mother language.
Thanks

PD: Thanks ryanklefas for your idea. It would require a lot of job but it is a simple way to test the portfolio. Anyway, I would like a new program like you says, because a I think it would be excellent for all the forum. I think that the concept behind the portfolio is very interesting, at all

Saludos
La Totona
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Old 07-08-2007, 08:56 PM
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Quote:
Originally Posted by la totona View Post
PD: Thanks ryanklefas for your idea. It would require a lot of job but it is a simple way to test the portfolio. Anyway, I would like a new program like you says, because a I think it would be excellent for all the forum. I think that the concept behind the portfolio is very interesting, at all

Saludos
La Totona
About such a tool, you should check this thread, maybe it can help... http://www.forex-tsd.com/commercial-...tml#post129021
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Old 07-09-2007, 12:30 PM
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Jeez. Why bother? Send them over and I'll combine them for you.
I'm testing from 2 to 8 EAs at the same time here so its no problem for me.
Quote:
Originally Posted by ryanklefas View Post
A simple way to do what you are asking for is to just backtest all the EAs seperately and then combine their results. Otherwise, what you're asking for would require the creation of a brand new program capable of loading multiple EAs... get ready to pay some cash for something like that.
Thats totally wrong. If you know few tricks and your EAs work with the same pair, you can simply throw them all in one EA and backtest it.
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Old 07-09-2007, 02:35 PM
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Thanks to all.
I have been working yesterday for a long time and i was succeful combining the 3 EAs in one Portfolio EA. Anyway, tha combinacion of subrutines require a lot of work. I open this thread to help me to develop a kind of template of Portfolio EA where the changes of the EAs to test will be fast and easy.

Michel, thanks for your link. I´ll check later.
Shinigami, thanks for your offer but I have done you propose
Ryanklefas, I notice after post it that the simple way you propose it is not reliable because one of the EAs uses the equity produce by the others to calculated his monesmanagement. So it is imposible to test then without the combination.

Saludos
La Totona
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Old 07-09-2007, 06:11 PM
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Okay suit yourself. PM me if you need any help regarding their work or money management.
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Old 08-11-2007, 02:28 PM
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Portfolio Scan

Just a shot in the dark - Is there a program for scanning a portfolio for a set indicator condition?
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Old 12-07-2007, 09:26 AM
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Intresting question! i hope someone know something about this.....
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