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Portfolio EAs

Building a strategy portfolio the RIGHT way

  • by Simon
  • 18 replies
  • 0 voices
  • active 10 months ago
Viewing 4 posts - 16 through 19 (of 19 total)
  • Alan Northam

    Hi Samuel,  I did some investigating this morning and here is what I did.  I the 10 strategies I chose at the beginning of September and put them into the EA Studio portfolio.  I then recalculated for Sept 1 through Sept 16.  These dates are outside the dates used to determine the strategies.  Now I can see how my portfolio of 10 different EURUSD strategies should have behaved going forward in time.  The following chart shows the results from EA Studio:

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    I then compared the resulting chart from EA Studio to the chart of my actual trading portfolio.  The following chart is from FXblue:

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    As can be seen the results are similar.  FXblue, however, shows about 10 dollars more in loss over the first half of September but does not include the plus 10 dollar float.  So, overall loss is about the same.

    Now here is the interesting thing.  The following chart shows a screeshot of MT4 EURUSD window:

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    What I find interesting this that the big drawdown in my portfolio seems to be happening at about the same time EURUSD is actually moving higher.  It’s like when the market is going up my portfolio is taking Short trades.  I don’t think this would be possible but it is quite interesting to see this negative correlation but I cannot say I understand why this would be happening.

    I will continue until the end of the month to see what the overall results look like for the month.

  • Samuel Jackson

    Hi Alan,

    Take a look at the long/ short balance curves for your strategies in EA studio.

    You may find that they are strategies that have performed best taking short trades but not so well for long trades?

    Also you could run a backtest in MT4 with visual mode turned on to see clearly where on that chart you are making your trades for each EA in order to get a better understanding of how things have been trading.

    Good job on comparing your EA studio results with FXBlue.

  • Lourens Pretorius

    Hi Guys,
    I recently purchased the EA Studio Optimal Pack and am working through the many courses presented by Petko.
    I have two questions.
    Question 1: In the course titled “Forex Trading Portfolio EAs + 100 EURUSD Trading Strategies Monthly” Petko states that portfolio EA’s is hedging and is therefore only possible on MT4 (refer from timestamp 2min19sec in the video titled “Why do we use Trading Portfolio Expert Advisors“). Is this still the case or can portfolio EA’s be used in MT5? – refer
    Thanks in advance for your feedback, appreciated.
    I assume it can be used in MT5 as the portfolio EA’s listed in material associated with the above course are all .mq5.
    Question2 : Where can I find the latest list of 100x portfolio EA’s that Petko undertakes to make available on a monthly basis?

     

  • Samuel Jackson

    Yes just make sure your mt5 account is a hedging and not a netting account and portfolio EAs will run as expected.

    These will be a download link for the EAs on one of the course videos I believe, should see a little paperclip underneath one of them

Viewing 4 posts - 16 through 19 (of 19 total)

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