EA Forex Academy – Algorithmic & Manual Trading Courses Forums Forex Trading Forum Forex strategy course – Portfolio trading with 12 Expert Advisors – Questions

Viewing 15 posts - 1 through 15 (of 22 total)
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  • #22445
    Admin bar avatarAndi
    Participant

    Hey Petko, thanks for updating this course with the updated videos! It was a good thing to go over them once again!

    #22374
    Admin bar avatarSimon
    Participant

    Hey Petko,

    I must have missed the update, I see you have indeed kindly made a video explaining the update to the OOS and Walk Forward parts of the Reactor, thank you very much indeed.

    I will spend some time absorbing your advice.

    Cheers,

    Simon

    #22288

    Hello Simon,

    Actually this video is already uploaded in the EA Studio updates:

    https://eaforexacademy.com/academy/forums/topic/ea-studio-updates/page/2/

    Please, have a look at it and let me know if this is what you are looking for.

    Cheers,

    #22283
    Admin bar avatarSimon
    Participant

    Hi Petko,

    I have no doubt you are a busy person!

    The video I mean is the one in which you kindly offered to explain the intricacies of the Reactor, now that it has so many ways to use OOS and Walk Forward. It was in this post from earlier in this thread – https://eaforexacademy.com/academy/forums/topic/forex-strategy-course-portfolio-trading-with-12-expert-advisors-questions/#post-17895

    #22264

    Hey Simon,

    Yes, I am just out of town and getting back to the office today. I will upload the updates in the course today.

    Which video exactly do you mean?

    #22240
    Admin bar avatarSimon
    Participant

    Hi Petko,

    I hope you are well, just wondering if you will be uploading the video on the Reactor soon?

    Many Thanks,

    Simon

    #18920

    Hey Sisi, I will be recording the video today, so hopefully tomorrow we will upload it.

    Cheers,

    #18641
    Sharapova Sisi
    Participant

    I am looking forward to this video! not really sure if I do the OOS and Walk Forward optimization properly.

    #18632
    Admin bar avatarSimon
    Participant

    That’s really great Petko, thank you very much!

    #18557

    Hey guys,

    I am going to record a video about the changes in the EA Studio and exactly what is the logic that OOS and Walk Forward follow when running the Reactor.

    Cheers,

    #17908
    George Steel
    Participant

    Hey Simon,

    Good one here about the Reactor, it was changed indeed, and I see as well that there are some changes which I believe what they mean but not really sure.

    I guess the generated strategies go in a consecutive way down to the reactor, and if they pass it, it continues lower…however I am not sure about the OOS how it works in each section. If Petko can make it clearer will be great.

    #17895
    Admin bar avatarSimon
    Participant

    Thanks Petko, I see now that there have been updates to EA Studio since the videos were made.

    I understand about diversifying the risk, it makes good sense. For now, I am really learning about how the software works more than anything, so will focus on different assets when I am more comfortable with it’s capabilities.

    I am finding it quite confusing that so many sections in the Reactor have the option for Acceptance Criteria and OOS, I have no idea what is happening if I have a combination of sections with one or both of them switched on or off! Is it possible to cause problems if you have either of them switched on in several places?..

    Is there a video that you have done that covers the said Reactor queries?

    Thanks, Simon

    #17835

    Hey Simon,

    yes, you are correct, I was not a fan of it before. But it changed after the Acceptance criteria were updated with In Sample and Out of Sample options. This way we can choose criteria for both:

    accetnace criteria in EA Studio

    This is totally different now. Before we had it only for the complete backtest. Now, we can choose for both of the segments. This way we can filter in the Reactor the strategies that are profitable in the Out of Sample Part. And at the same time, we really test those on unknown data.

    I understand you want to keep it simple and less work, everyone wants that for sure 🙂 However, concentrating on one currency pair is not really a good risk-diversification. Try to do at least three different assets. Also, on M1 you would like to trade the currencies that have the lowest spread, and GBPJPY is not one of those.

    If you trade on M1, you can go to 300k.

    Just run the reactor strictly, make sure to put Monte Carlo always to test the robustness, and look for Min Count of Trades. Increase it as much as possible.

    Cheers,

     

    #17753
    Admin bar avatarSimon
    Participant

    Thanks for the reply Petko.

    I am looking now at the Walk Forward Optimization course, and trying to figure out which elements of that I could apply to the Reactor settings.

    I have just finished watching the OOS lecture, which looks very useful, but I remember in another video that you said you weren’t a fan of it, so currently a little confused about what to try..

    I really like the idea of having the Reactor do as much work as possible, being that I have another business to run, and family matters needing attention. What is your current view of a good chain of settings for it to generate and validate robust strategies that require no more work, other than testing in a demo MT4/5 account? I understand that you are not a fan of Full Data Optimization, but perhaps I should concentrate more on the OOS and Walk Forward sections of the Reactor? Multi-Market too?

    For the sake of keeping it simple, I am just focusing on GBPJPY M1 at the moment, if I found a Reactor setup that works for that, would the same setup work for other symbols and timeframes?

    Re the number of bars, I only used 200,000 this time because it allows the Reactor to run more quickly, perhaps I could increase it to 300,000 bars and go for 30% OOS, to give the Reactor a similar chance to generate strategies, with the OOS section there to simulate the trades on?…

    Cheers,

    Simon

    #17748

    Hello Simon,

    Glad to hear from you, and nice you post pictures, this way I can assist the most.

    Now, the Monte Carlo is totally acceptable. As you can see there 20 out of 20 test validated(this is 100%).

    I would increase a bit more the number of trades in the Acceptance criteria. I see you have 200k bars which allow you to request more bars.

    The other thing is that I am not really a fan of using Full data optimizer. You have really the risk to over-optimize the strategies. Yes, you run the Monte Carlo, but still…I am just not a fan of it. If you find these strategies profitable in the future as well, then you are fine. Give it a try.

    Normally, I would filter them a bit more. Recently I use more and more the min count of trades. I would just squeeze them to get the strategies with the most number of trades.

    Let me know if there is anything else.

    Cheers,

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