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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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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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"Don't work harder, work smarter." -- my Java professor Coder for Hire: http://www.firecell-fx.com |
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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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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:
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MQL4 programming is easy ^^ |
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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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