Two EA's joint back test same possible some how?

 

Hi, 

If I have two EA's, one of the EA@s fails in a period which stops me from collecting a back test report, I want to load and run both EA's as if they were live

on an account, how can i do this? 

The only way i can think to do this is to input the trade characteristics of both EA into 3rd EA, then do a normal back test with this EA.

Any solution to this? And yes I am running both EA on a demo account to get an idea for how it would work out, case for doing this is that I suspect EA 1 would be in profit when EA 2 is in slight DD and that combined both EA 

Together would be stronger / more profitable. 


Thanks if any one knows answer?

bud

 

bud 01: If I have two EA's, one of the EA@s fails in a period which stops me from collecting a back test report, I want to load and run both EA's as if they were live on an account, how can i do this?

The only way i can think to do this is to input the trade characteristics of both EA into 3rd EA, then do a normal back test with this EA.

Any solution to this? And yes I am running both EA on a demo account to get an idea for how it would work out, case for doing this is that I suspect EA 1 would be in profit when EA 2 is in slight DD and that combined both EA 

Together would be stronger / more profitable.

If you have the source code for both EA, then yes, one code a new one that would carry out the logic of both, but this is a highly complex procedure. It is not just a slap-it-together merge of the code. It would be a total rewrite.

If you don't have the source code, then it will not be possible! In this case, you could consider writing new code to mimic the functionality of the original EAs as a possible solution.

The final possibility, is to run back-tests separately and then analyse the results trade by trade, and reconstruct the equity curve as if they were working together. Although this will be quite laborious work, it is possible to do.

 
Fernando Carreiro:

If you have the source code for both EA, then yes, one code a new one that would carry out the logic of both, but this is a highly complex procedure. It is not just a slap-it-together merge of the code. It would be a total rewrite.

If you don't have the source code, then it will not be possible! In this case, you could consider writing new code to mimic the functionality of the original EAs as a possible solution.

The final possibility, is to run back-tests separately and then analyse the results trade by trade, and reconstruct the equity curve as if they were working together. Although this will be quite laborious work, it is possible to do.


thanks Fernando, great full answer. 

most forums have a karma tipping option and if there was one here id throw a point over!

bud

 
bud 01: thanks Fernando, great full answer. most forums have a karma tipping option and if there was one here id throw a point over!
You are welcome!
 
bud 01:

Hi, 

If I have two EA's, one of the EA@s fails in a period which stops me from collecting a back test report, I want to load and run both EA's as if they were live

on an account, how can i do this? 

The only way i can think to do this is to input the trade characteristics of both EA into 3rd EA, then do a normal back test with this EA.

Any solution to this? And yes I am running both EA on a demo account to get an idea for how it would work out, case for doing this is that I suspect EA 1 would be in profit when EA 2 is in slight DD and that combined both EA 

Together would be stronger / more profitable. 


Thanks if any one knows answer?

bud

Hi,

I opened the experimental topic of machine learning of robots in the russian part of the forum and I conducted a EA cloning test - https://www.mql5.com/ru/forum/270216/page6#comment_8773468

If you want, I can try to clone both of your EA's into one, through machine learning.

In order for me to do this, run back test in the visualization mode for each of your EA and save the charts with the trade deals as templates(uses menu item Charts\Template\Save Template...).

Put template files in this topic or in the topic specified by the link.

I download these files and based on them I will automatically generate a model and train your new EA.

Машинное обучение роботов
Машинное обучение роботов
  • 2018.09.21
  • www.mql5.com
Привет всем, я занимаюсь машинным обучением (МО) советников и индикаторов и решил вынести на всеобщее обсуждение свои эксперименты...
Reason: