Portfolio: PriceChannelExpert and others - page 3

 
fizzleboink:
What about a portfolio money manager script that automatically controls lot size for trades. So as your equity grows, so does your average lot size amongst all of your EA's, thus achieving the effect of compounding (rather than always doing the 0.1 lot that is used in testing). Note also that it could also adjust lot sizes based on your acceptable risk (low risk = smaller lots), but still have it grow as the account equity grows (or shrink as your equity shrinks).

The portfolio manager could also have an "Order Desk" to make sure only one EA is trying to place an order at a time (a queue is kept for all order requests).

The portfolio manager script could also generate reports, etc.

What do you think? Is this do-able within MT4?

Each EA should have its own money management system. Because they are very different. And I am generating the reports using some other scripts.

But if we want to create the fully automated service so you suggestion may be very usefull. I mean Service. Not the testing results as we are doing now.

Let's concentrate on the EAs creating, backtesting and sorting them out first. And then we will have the next step.

I will post more EAs with pre-set files. But I need help to sort them out for portfolio.

 

TradersPowerExpert_v1

GBPUSD.

H1 timeframe.

Preset file tpe_h1_gbpusd_nomm_pre-set (attached).

No MM.

1 lot size.

Pending orders.

Every tick, modeling quality 90%,

since 04/08/2004 till 28/04/2006,

Profit factor 2.10.

GBPUSD.

H1 timeframe.

Preset file tpe_h1_gbpusd_mm_pre-set (attached).

MM.

1 lot size.

Pending orders.

Every tick, modeling quality 90%,

since 04/08/2004 till 28/04/2006,

Profit factor 3.20.

 

Thanks for EA new,

What is the best settings for the EA... is by default? or you can put the preset file.. please!!

Fast_cris

 

sorry last post

 

TradersPowerExpert_v1

GBPUSD.

M15 timeframe.

Preset file tpe_m15_gbpusd_nomm (attached).

No MM.

1 lot size.

Pending orders.

Every tick, modeling quality 90%,

since 04/08/2004 till 28/04/2006,

Profit factor 2.93.

GBPUSD.

M15 timeframe.

Preset file tpe_m15_gbpusd_mm.set (attached).

MM.

1 lot size.

Pending orders.

Every tick, modeling quality 90%,

since 04/08/2004 till 28/04/2006,

Profit factor 3.92.

 
Fast_cris:
Thanks for EA new,

What is the best settings for the EA... is by default? or you can put the preset file.. please!!

Fast_cris

I am doing absolutely the same thing as with PriceChannelExpert. I am optimizing the settings, posting pre-set files with backtesting results.

I am doing it for the possible future portfolio decision.

 

TradersPowerExpert_v1

USDCHF.

H1 timeframe.

Preset file tpe_h1_usdchf_1lot_nomm (attached).

No MM.

1 lot size.

Pending orders.

Every tick, modeling quality 90%,

since 06/07/2004 till 28/04/2006,

Profit factor 1.50.

USDJPY.

H1 timeframe.

Preset file tpe_h1_usdjpy_1lot_nomm (attached).

No MM.

1 lot size.

Pending orders.

Every tick, modeling quality 89.99%,

since 06/07/2004 till 28/04/2006,

Profit factor 1.43.

 

NewDigital, do you need to use other indicators with this EA in order for it to work?

 
FXGuy2000:
NewDigital, do you need to use other indicators with this EA in order for it to work?

No.

I did backtesting and indicator's folder in Metatrader was almost empty (just standard indicators).

 
newdigital:
No. I did backtesting and indicator's folder in Metatrader was almost empty (just standard indicators).

OK, cool. When I ran these backtesting on the strategy builder, I'm still dumbfounded as to why I'm not getting results like yours or even anywhere close to it.

What have you done to your trading station in order for it to produce those results. I know you may probably already have the history data going back a far as 2004... but what else could you be doing that others might not be?

Is it the broker you're using? Because I don't think that would matter since the data is the same using same fx platform.

I've just upgraded to build 192.

Reason: