Metatrader Expert Advisors Portfolio
From our point of view, it is
less risky to use not only one Expert Advisor for Forex trade, but to create
portfolio, which consists of a few expert advisors. This article is devoted to
this issue. Choose a few MetaTrader
Expert Advisors which work on different currencies and which trade with
different frequency in the different intervals of times. It will create the
additional protection of deposit from losses. In our example we will consider 3
expert advisors: Forexy
GBPUSD (Concept: Disruption of the middle of a
day time range and origin of a trend), Upstream
EURJPY (Concept: Superposition
of market fluctuations) and Chinchilla
EURCAD (Concept: End of trading session and
recoil of the price, the analysis of volatility, some orders at different levels).
Let's do back test for each expert advisor separately and make a table with the
data. We execute all tests, beginning from an identical date (2006.06.01)
Forexy CBPUSD H1 Strategy Tester Report
Upstream EURJPY H1 Strategy Tester Report
We take the data of three tests in the Excel table; we sort by the date and we get the report of tester of strategies of portfolio, consisting of 3 experts. We get more smooth curve without obvious drawdown cavities
Limited time OFFER: 10% Extra Discount for Expert Advisors Portfolio (Chinchilla EURCAD + Forexy GBPUD + Upstream EURJPY) Cost: $589.85 - 15% = $501.37 -10% = 451 USD
BUY NOW!
BJF Trading Group
http://iticsoftware.com
|
|
Expert Advisor: |
Maximal drawdown |
Total net profit |
Trading
Time |
|
1 |
Forexy GBPUSD |
29.17% |
14777.73 |
Round-the-clock |
|
2 |
Upstream EURJPY |
21.07% |
51866.95 |
Round-the-clock |
|
3 |
Chinchilla EURCAD |
12.41% |
22866.37 |
17:00-0:00,
0:00-11:00 GMT |
Forexy CBPUSD H1 Strategy Tester Report
Upstream EURJPY H1 Strategy Tester Report
We take the data of three tests in the Excel table; we sort by the date and we get the report of tester of strategies of portfolio, consisting of 3 experts. We get more smooth curve without obvious drawdown cavities
Limited time OFFER: 10% Extra Discount for Expert Advisors Portfolio (Chinchilla EURCAD + Forexy GBPUD + Upstream EURJPY) Cost: $589.85 - 15% = $501.37 -10% = 451 USD
BUY NOW!
BJF Trading Group
http://iticsoftware.com
Three questions come to my mind:
It says 'we will consider 4 expert advisors', but I count only 3.
What was the startingcapital at 2006.06.01?
What was the MaxDD for the group of EA's together, as a whole?
Thanks,
Pieter
Reply to this
Q.It says 'we will consider 4 expert advisors', but I count only 3.
A. Sorry it is my mistake.
Q.What was the startingcapital at 2006.06.01?
A. 10 000 for each EA (30 000 USD)
Q. What was the MaxDD for the group of EA's together, as a whole?
A. 5.67% (2007.11.09 01:20 - 2007.11.13 17:00)
Reply to this
How does one do a portfolio backtest?
To the best of my knowledge its only possible to test one EA at a time using the Strategy Tester on MT4
Reply to this
Q. How does one do a portfolio backtest?
A. We have made 3 back test for each EA severally and imported into MS Excel
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can you set each expert to trade say 2% of one's trading account?
Reply to this
Q. can you set each expert to trade say 2% of one's trading account?
A. Yes, we can
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What is the end date for the backtests performed? Also, return(profit) is usually a direct result of risk, what was the risk for each of the EAs in the backtest?
Reply to this
Q.What is the end date for the backtests performed?
A. Back Tests period: 2006.06.01 - 2008.05.27
Q. Also, return(profit) is usually a direct result of risk, what was the risk for each of the EAs in the backtest?
A. Forexy GBPUSD max= DD 29.17%, Upstream EURJPY maxDD =21.07%, Chinchilla EURCAD maxDD =12.41%, Portfolio max DD about 6%
Reply to this
As i see you show results in example: backtest of forexy GBPUSD starting only from 2006 to date in 1H chart, but what about in Inflexible GBPUSD backtest, it is about 1999 to date wich shows great results.
Are you able to do a backtest of forexy GBPUSD and upstream GBPUSD? (i have bought upstream GBPUSD but i dont have enough past data).
I would like to see a backtest of Forexy GBPUSD and UpStream GBPUSD starting from 1999.
Thanks, Regards
HAD
Reply to this
We have AlpariUK quotations starting from 2004 and we have Forexy GBPUSD and Upstream GBPUSD back tests starting for period 2004-2008
FOREXY GBPUSD Back Test
FOREXY GBPUSD Real Time MONITORING
UPSTREAM GBPUSD Back Test
>>>but what about in Inflexible GBPUSD backtest, it is about 1999 to date wich shows great results.
This EA working on D1 Timeframe and we use MetaQuotes quotations (Metatrader/History Center) for Back Testing.
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