EAs as part of portfolio set

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Sergey Golubev
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110774
Sergey Golubev  

In this thread I will post excel files or links to them for almost all EAs tested. We will need it during the portfolio creation and it will be easy for all the member to take any decision about it.

Please find excel file for Scalp_net and Scalp_net_v1.2. It is not final version because it will be the other Scalp_net versions with/without timefilter in this file and new results as well so it will be updated regularly. To make this file I had to check all the resuls of forward testing (it was not really easy).

All EA/version will have excel file with results.

Portfolio sets:

1. Portfolio #1.

20PipsExpert_v2.1 EA.

https://www.forex-tsd.com/forum/exclusive/3125-eas-as-part-of-portfolio-set#comment_79120

Starting deposit size 25,000.

by 1st of August 2006 totally 21,296.

by 1st of September 2006 totally 23,588.

by 1st of October 2006 totally 23,068.

by 1st of November 2006 totally 16,484.

by 1st of December 2006 equity 20,658.

by 1st of January 2007 equity 18,981.

by 1st of February 2007 equity 20,099.

by 3rd of March 2007 equity 21,013.

by 1st of April 2007 equity 24,426.

by 1st of May 2007 equity 22,739.

by 1st of June 2007 equity 30,503.

by 1st of July 2007 equity 32,134.

by 1st of August 2007 equity 29,338.

by 1st of September 2007 equity 29,848.

by 1st of October 2007 equity 29,407.

by 1st of November 2007 equity 28,673.

by 1st of December 2007 equity 26,620.

by 1st of January 2008 equity 23,147.

by 1st of February 2008 equity 23,342.

by 1st of March 2008 equity 22,089.

by 31st of March 2008 equity 23,448.

by 01st of May 2008 equity 24,987.

by 01st of June 2008 equity 24,575.

by 02nd of July 2008 equity 26,258.

by 01st of August 2008 equity 27,816.

by 01st of September 2008 equity 26,618.

2. Portfolio #2.

StepMAExpert_v1.42 EA (attached).

6 pairs.

Starting deposit size 25,000.

by 1st of October 2006 totally 25,200.

by 1st of November 2006 totally 25,488.

by 1st of December 2006 equity 30,765.

by 1st of January 2007 equity 20,613.

by 1st of February 2007 equity 22,415.

by 3rd of March 2007 equity 25,394.

by 1st of April 2007 equity 23,280.

by 1st of May 2007 equity 22,241.

by 1st of June 2007 equity 20,154.

by 1st of July 2007 equity 20,798.

by 1st of August 2007 equity 21,373.

by 1st of September 2007 equity 37,606.

by 1st of October 2007 equity 27,077.

by 1st of November 2007 equity 23,256.

by 1st of December 2007 equity 26,455.

by 1st of January 2008 equity 30,273.

by 1st of February 2008 equity 19,960.

by 1st of March 2008 equity 17,403.

by 31st of March 2008 equity 28,072.

by 01st of May 2008 equity 20,354.

by 01st of June 2008 equity 19,483.

by 02nd of July 2008 equity 19,557.

by 01st of August 2008 equity 19,617.

by 01st of September 2008 equity 44,069.

Sergey Golubev
Moderator
110774
Sergey Golubev  

3. Portfolio #3.

TradersPowerExpert_v1.2 EA (attached).

4 pairs.

Starting deposit size 50,000.

by 1st of September 2006 totally 48,261.

by 1st of October 2006 totally 50,206.

by 1st of November 2006 totally 51,702.

by 1st of December 2006 equity 55,736.

by 1st of January 2007 equity 55,505.

by 1st of February 2007 equity 51,147.

by 3rd of March 2007 equity 47,350.

by 1st of April 2007 equity 45,224.

by 1st of May 2007 equity 43,350.

by 1st of June 2007 equity 40,290.

by 1st of July 2007 equity 42,244.

by 1st of August 2007 equity 44,644.

by 1st of September 2007 equity 44,011.

by 1st of October 2007 equity 51,492.

by 1st of November 2007 equity 48,985.

by 1st of December 2007 equity 44,359.

by 1st of January 2008 equity 47,978.

by 1st of February 2008 equity 50,106.

by 1st of March 2008 equity 43,863.

by 31st of March 2008 equity 47,612.

by 01st of May 2008 equity 36,510.

by 01st of June 2008 equity 28,610.

by 02nd of July 2008 equity 23,845.

by 01st of August 2008 equity 20,339.

by 01st of September 2008 equity 13,816.

4. Portfolio #4.

Envelope 2.11 EA.

https://www.mql5.com/en/forum/173366

2 pairs.

Starting deposit size 50,000.

by 1st of October 2006 totally 50,906.

by 1st of November 2006 totally 50,173.

by 1st of December 2006 totally 64,411.

by 1st of January 2007 totally 56,909.

by 1st of February 2007 totally 58,456.

by 3rd of March 2007 totally 54,823.

by 1st of April 2007 totally (equity) 54,453.

by 1st of May 2007 totally (equity) 54,366.

by 1st of June 2007 totally (equity) 54,366.

by 1st of July 2007 totally (equity) 54,367.

by 1st of August 2007 totally (equity) 54,618.

by 1st of September 2007 totally (equity) 53,566.

by 1st of October 2007 totally (equity) 54,333.

by 1st of November 2007 totally (equity) 53,946.

by 1st of December 2007 totally (equity) 57,563.

by 1st of January 2008 totally (equity) 78,710.

by 1st of February 2008 totally (equity) 61,952.

by 1st of March 2008 totally (equity) 58,385.

by 31st of March 2008 totally (equity) 72,406.

by 01st of May 2008 totally (equity) 73,161.

by 01st of June 2008 totally (equity) 68,568.

by 02nd of July 2008 totally (equity) 62,143.

by 01st of August 2008 totally (equity) 58,073.

by 01st of September 2008 totally (equity) 59,292.

Sergey Golubev
Moderator
110774
Sergey Golubev  

5. Portfolio #5.

SimpleDailyRangeBreakExpert_v1.21.

4 pairs.

Starting deposit size 50,000.

by 1st of September 2006 totally 49,783 (by 0.1 lot size).

by 1st of October 2006 totally 49,681 (by 0.1 lot size).

by 1st of November 2006 totally 49,862 (by 0.1 lot size).

by 1st of December 2006 equity 50,485 (by 0.1 lot size).

by 1st of January 2007 equity 50,047 (by 0.1 lot size).

by 1st of February 2007 equity 48,787 (by 1 lot size).

by 3rd of March 2007 equity 50,988 (by 1 lot size).

by 1st of April 2007 equity 51,713 (by 1 lot size).

by 1st of May 2007 equity 47,526 (by 1 lot size).

by 1st of June 2007 equity 46,359 (by 1 lot size).

by 1st of July 2007 equity 49,088 (by 1 lot size).

by 1st of August 2007 equity 48,107 (by 1 lot size).

by 1st of September 2007 equity 48,602 (by 1 lot size).

by 1st of October 2007 equity 48,789 (by 1 lot size).

by 1st of November 2007 equity 45,100 (by 1 lot size).

by 1st of December 2007 equity 48,787 (by 1 lot size).

by 1st of January 2008 equity 52,116 (by 1 lot size).

by 1st of February 2008 equity 46,139 (by 1 lot size).

by 1st of March 2008 equity 44,276 (by 1 lot size).

by 31st of March 2008 equity 43,664 (by 1 lot size).

by 01st of May 2008 equity 43,394 (by 1 lot size).

by 01st of June 2008 equity 40,603 (by 1 lot size).

by 02nd of July 2008 equity 36,788 (by 1 lot size).

by 01st of August 2008 equity 36,737 (by 1 lot size).

by 01st of September 2008 equity 44,937 (by 1 lot size).

6. Portfolio #6.

FozzyExpert_v1.2.

8 pairs.

Starting deposit size 50,000.

Start from the beginning with new settings.

by 1st of June 2007 equity 50,000.

by 1st of July 2007: balance 52,616; equity 50,544.

by 1st of October 2007: balance 51,447; equity 51,447.

by 1st of November 2007: balance 56,861; equity 56,921.

by 1st of December 2007: balance 58,490; equity 58,490.

by 1st of January 2008: balance 56,518; equity 56,518.

by 1st of February 2008: balance 60,600; equity 60,563.

by 1st of March 2008: balance 60,600; equity 62,854.

by 31st of March 2008: balance 60,600; equity 59,425.

by 01st of May 2008: balance 60,600; equity 62,379.

by 01st of June 2008: balance 62,851; equity 63,793.

by 02nd of July 2008: balance 61,748; equity 61,748.

by 01st of August 2008: balance 62,724; equity 62,724.

by 01st of September 2008: balance 62,406; equity 62,406.

----------------------

I am testing the first portfolio already. Will post results of corse. It was some losses and I don't want to start with losses. When I see the profit I will post all the results from the beginning with EAs and settings. BWT it is 20-pips EA.

The second portfolio may be EA from this post https://www.mql5.com/en/forum/general

And trying to select the second EA for this.

Sergey Golubev
Moderator
110774
Sergey Golubev  

7. Portfolio #7.

Frank_ud001_mod.

Alpari UK broker.

H1 timeframe.

EURUSD, GBPUSD, CHFJPY and EURCHF.

Martingale type of EA. No MM. Starting lot size is 0.01.

Since since 09th of March 2008.

Maximum DD: 999 dollars, max floating DD is 3.54%, Annual ROI is 37%.

Starting deposit size 25,000.

by 31st of March 2008 equity 25,829.

by 01st of May 2008 equity 26,791.

by 01st of June 2008 equity 27,422.

by 02nd of July 2008 equity 27,838.

by 01st of August 2008 equity 28,627.

by 01st of September 2008 equity 29,830.

8. Portfolio #8.

Alpha EA with PercentEquityTrailing = 1 and with RSI settings

(19 pairs with no MM, 10,000 starting deposit with 0.04 lot size)IBFX broker.

H4 timeframe.

19 pairs.

Since since 06th of June 2008.

Lot size is 0.04.

Max Floating DD is -532 dollars (for all 19 pirs all together).

Max Floating DD: 5%.

Annual ROI: 8%.

Starting deposit size 10,000.

by 02nd of July 2008 equity 10,281.

by 01st of August 2008 equity 10,116.

by 01st of September 2008 equity 9,518.

9. Portfolio #9.

Alpha RSI for small deposit size (1,000 deposit; 0.1 lot size; EURUSD, GBPUSD and USDCHF).

Since since 09th of June 2008.

H4 timeframe.

Lot size is 0.1.

Max Floating DD is -100 dollars

Max Floating DD: 10.59%.

Annual ROI: ....

Starting deposit size 1,000.

by 02nd of July 2008 equity 944.

by 01st of August 2008 equity 949.

by 01st of September 2008 equity 852.

Sergey Golubev
Moderator
110774
Sergey Golubev  

10. Portfolio #10.

Alpha9v1.19.

PercentEquityTrailing = 1 (settings of the EA).

Alpari UK broker.

H1 timeframe.

19 pairs.

Since since 18th of May 2008.

Lot size is 0.01 and 0.02 - increasing by MM slowly (not martingale).

Max Floating DD is -1376.44 dollars (for all 19 pirs all together).

Max Floating DD: 12.93%.

Annual ROI: 29%.

Starting deposit size 10,000.

by 1st of June 2008 equity 9,970.

by 02nd of July 2008 equity 11,258.

by 01st of August 2008 equity 10,643.

by 01st of September 2008 equity 9,807.

11. Portfolio #11.

10p3v0.03.

Alpari rus broker.

H1 timeframe.

11 pairs.

Since since 06th of January 2008.

Max Floating DD = -1138.53 dollars.

Max Floating DD: 15.41%

Time of Max DD registered at 11:57 (GMT+1) in 05th of June 2008.

Annual ROI: 90%.

Starting deposit size 5,000.

by 1st of February 2008 equity 5,385.

by 1st of March 2008 equity 5,713.

by 31st of March 2008 equity 6,038.

by 01st of May 2008 equity 6,362.

by 01st of June 2008 equity 6,791.

by 02nd of July 2008 equity 7,224.

by 01st of August 2008 equity 7,588.

by 01st of September 2008 equity 6,404.

Files:
Sergey Golubev
Moderator
110774
Sergey Golubev  
newdigital:
Portfolio#1 results (20 pips). Not good start.

Portfolio results updated.

Files:
Sergey Golubev
Moderator
110774
Sergey Golubev  

Please find EAs which I am using for the portfolio#1. Default settings. Alpari broker. This EA is using daily close bar so it will work with any broker. But all you need to do is to change the time in the settings according to your broker.

Edited:

Versions for 5 digit brokers were added

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PS. 26.05.2019
fixed version is on this post #288

newoptionz
645
newoptionz  

Understanding Portfolio

Hi ND

Great work - love the excel files.

So a portfolio is just a set of EA that are being used simultaneously. There is no master EA deciding controling sub EA's. That would be the ultimate way to go - have the master EA decide if the market is trending, sideways etc and it activates the best sub EA for each market condition.

Sergey Golubev
Moderator
110774
Sergey Golubev  
cardio:
Hi ND

Great work - love the excel files.

So a portfolio is just a set of EA that are being used simultaneously. There is no master EA deciding controling sub EA's. That would be the ultimate way to go - have the master EA decide if the market is trending, sideways etc and it activates the best sub EA for each market condition.

It was an idea to code Portfolio manager EA to manage all EAs in portfolio (there are library files so it will not be a difficult). The other idea (next one) is to create indicator which will describe the market condition and will recommend which EA to use for example. We will do it.

newoptionz
645
newoptionz  
newdigital:
It was an idea to code Portfolio manager EA to manage all EAs in portfolio (there are library files so it will not be a difficult).

Would u please post the Portfolio manager EA. Is it the library file?

Sergey Golubev
Moderator
110774
Sergey Golubev  
cardio:
Would u please post the Portfolio manager EA. Is it the library file?

Does not exist yet.

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