Automated portfolio of expert advisors system

[oilfxpro]

Hi folks

This system consists of 23 automated expert advisors trading on one account .It trades oil,gold and several currency pairs

It is fully automated and running 24 hours a day

There was one power disruption today ,otherwise the results would be a lot better

I call this the money printing machine.It is expected to eventually make @$100k account into about $1m + by year end by risking $200,000 .These figures are based on back tests

I am also improving this system daily .There are some corrections required to the expert advisors .Everything will be fully automated within 2 months

This thread is to get you started in discussing expert advisors portfolio systems.

This is a highly geared portfolio


OILFXPRO

[derrekmay]

Do you also use this EA for your own live account?
Also do you test it out on a demo account?
Looks like there can be made hughe profits with this one..

[oilfxpro]

Originally Posted by derrekmay

Do you also use this EA for your own live account?
Also do you test it out on a demo account?
Looks like there can be made hughe profits with this one..

Derrekmay

There are 23 expert advisors running.I am now forward testing it on live demo

I can run this portfolio on live accounts .The portfolio needs to run on demo for next three months before changes are made to portfolio.The risk needs to be managed properly in the portfolio,so some changes are likely

The euro usd portfolio is going live very soon.I traded it live last month

Below is backtest of euro/usd portfolio for last 3.5 years

OILFXPRO

[goldstock]

sounds like a song from the 60's

ok that's 26 to 1
do you have the EA posted anywhere?

Goldstock

[oilfxpro]

Originally Posted by goldstock

sounds like a song from the 60's

ok that's 26 to 1
do you have the EA posted anywhere?

Goldstock

Goldstock

The purpose of this thread is to dicuss subjectively on the viability of an expert advisor portfolio system.It can be any expert advisor portfolio,one that you have developed yourselfThere are 23 EAS involved .

Some of these EAS are free and posted on many message boards.So u can make your own EA portfolio using many of the freely available expert advisors on this and many other sites

If you are prepared to put in the effort TO LOOK FOR FREE EXPERT ADVISORS you will find your old 26 to 1 song

OILFXPRO

[Ravique]

You stated that you expect your system to show a 1000% profit in a years time, risking twice your initial capital. This sounds redicilious, but still, I am just curious, what is the basis of your analysis? A back test? Well, it suck's most of the time. A three day live demo test? Also does not count as a reasonable basis for anything. All of the 23 experts you included in your system can be trend oriented and show nice results on trends, but they can suck big time during sideways market, just as most indicators and experts do.

So unless you post the details to your system, the experts you use, the rules they follow, the money management strategy you plan to follow, the things you fix every day, and the basis to your systems profit ability analysis, there is no point in this discussion.

Or you want to discuss the advantages and disadvantages of expert advisor portfolio trading systems in general? Then clarify, what do you mean by that? Just a bunch of EA's combined in one system?

[oilfxpro]

Originally Posted by Ravique

You stated that you expect your system to show a 1000% profit in a years time, risking twice your initial capital. This sounds redicilious, but still, I am just curious, what is the basis of your analysis? A back test? Well, it suck's most of the time. A three day live demo test? Also does not count as a reasonable basis for anything.

The risk to twice the initial capital is based on a 20 % drawdown of the whole combined portfolio.The basis of anylysis is based on forward and backktests of the each individual expert advisors .These are based on data available for last three years.We looked at the forward tests and did back tests for the same periods as forward tests ,and these confirmed the reliability tests , our systems do not use shorter time frames but use longer time frames with few indicators ,making our testing reliable.

The $200k drawdown is based on autolot trading of expert advisors ,so low risk to initial capital, average trading maximum being $20 per pip to start with ,with a system maximum combined drawdown of 2,000 pips

.

All of the 23 experts you included in your system can be trend oriented and show nice results on trends, but they can suck big time during sideways market, just as most indicators and experts do.

Sure .....but the expert advisors are mixed bunch of trenders,contrarian entries,semi marrtingalers with probabilistic trades and probabilistic anti trenders .These combined give a smooth equity curve


So unless you post the details to your system, the experts you use, the rules they follow, the money management strategy you plan to follow, the things you fix every day, and the basis to your systems profit ability analysis, there is no point in this discussion.

There is every point in this discussion since this discussion is not about my portfolio ......but a discussion about any portfolio and how it should be constructed.

All these different types of expert advisors to cater for different types of markets are available ,many freely, on the internet


Or you want to discuss the advantages and disadvantages of expert advisor portfolio trading systems in general? Then clarify, what do you mean by that? Just a bunch of EA's combined in one system?

Please try and make this discussion subjective rather than aimed at my portfolio.I started this discussion with my portfolio.

Optimising EA portfolios to reduce drawdown and risk to capital and increase profit to risk ratio are other aspects to discuss


Let us look constructively at balanced Expert advisor portfolios and how they should be constructed to profit from mixed markets which are

1)ranging markets
2)trending markets
3)violent breakout markets (where no ta works)

Regards

OILFXPRO

[oilfxpro]

Hi

If somebody used a portfolio of different expert advisors betting against the same currencies ,and all the expert advisors were catering for a trending market,it would resilt in multiple exposure on the same bet .This would lead to catastrophic losses.

Example betting against the usd by buying gbp/usd ,euro/usd,nzd/usd and aud usd and selling usd/yen .usd cad and usd/chf would result in quick account blow out

OILFXPRO

[Ravique]

Don't make this personal, there is no reason to it, now the point of discussion is quite clear.

Basically, you are gathering a bunch of EA's, that work different depending on the market. Some of them are trend oriented, other's use martingale and similar method, and so on. You gather a bunch of methods with rules (the concept of an EA) in one stack and start them all, and they work 24/7 each, right?

[oilfxpro]

Originally Posted by Ravique

Don't make this personal, there is no reason to it, now the point of discussion is quite clear.

Basically, you are gathering a bunch of EA's, that work different depending on the market. Some of them are trend oriented, other's use martingale and similar method, and so on. You gather a bunch of methods with rules (the concept of an EA) in one stack and start them all, and they work 24/7 each, right?

Yup and they work ,provided they are all historically profitable and blend into the portfolio.

good swings in equity curve up$10k down $10k , if you can stomach it .........eventually auto lot $100 per pip


Regards

OILFXPRO