+1 on the time sorting function please.

Hello to everyone:

As a my previous post,i would like to get more money managment options for FSB.
Currently, the program allow to trade a single unit or a percent of the account, but there are several MM strategy could be included, like Fixed Ratio money managment by Ryan Jones.

The logic of Fixed Ratio is as follow:
The Position come to increase only when a fixed amount of profit is reached.

For example if i start with a single lot and fix a "Delta" of 10.000$ of profit to add another lot to my trading,
when this profit target is reached, my next one target to add the third lot will be 20.000$ of additional profits.
From that point i will trade with 4 lots only when an additional profit of 30.000$ will be reached, and so on.

This logic come to be used also if your equity begin to drop, it will halve your position during the fall in the ratio of the fixed Delta.

Usually, more low Delta is considered more risky rather than an higher Delta.

It would finally interesting, to can include these money managment calculations in the generation's process, so that it will be able to find strategies that include the most appropiate MM method.

Please a vertical scroll bar in indicators chart to compare more and better the indicators

It is a good idea, however we have to take into account that the testing on several charts simultaneously will increase the required RAM and CPU several times.
Can you scratch your vision for the UI design? How do you think we can present these options and the multi-chart backtesting results?

I like the idea of multi currency testing, however, not all users will have the computer capacity or want to rent the cloud space to allow such testing to run.

There are other softwares costing  4 times the price of this one that have that capacity..

and I am not so sure that all of the users have great results after waiting days for the output.

Sometimes we expect that such results will be the holy grail.... a sudden shift on the market will nullify good results rapidly, that is why the banks employ hundreds of people to keep their software productive.

Is it possible to trade and backtest and trade using ticks and second bars for borderline HFT people here? not sure if it's been asked before. And also a combined portfolio equity line graph, and maybe even covariance between multiple strategies to optimise for a nice smooth equity curve with many strategies?

p.s. thankyou Popov this is really a nice piece of software!!

ah woops sorry just saw the strategy portfolio, should probably learn this software better before asking any more questions...!!

There is a bit of a learning curve.......  I have been using this software for a few years...... and am still learning.

And Popov keeps adding new and more sophisticated features to learn...... so while I get good with one feature, he revises a couple others and more to learn.

Be sure to click on every button you see as there are a gazillion options to use.

Have fun....... and keep in mid............. other people will benefit greatly from your questions, as Yavor has pointed out.

we need filter for this type of winning strategies !!!!

If i use non linear balance pattern it will filter the very big winners and very big big loser  Right!!!!!
i need to filter the very big winners and keep the very big losers

I have been testing for some days and this is a report of missing features I would like to see in the future versions:
- custom optimization search objective
   * (recovery factor= net profit / max equity drawdown)
   * recovery factor * net profit
   * recovery factor * net profit * num trades
   * multiple objectives (minimize equity drawdown, maximize net profit, maximize sharpe ratio with weights)
- add more statistics, like sortino ratio, Kelly factor, average weekly return, recovery factor (net profit / max equity drawdown), ...
- custom acceptance criteria (add more (custom) statistics, value >=,>, <,<=)
- auto selecting best strategies based on oos results (validation phase)
- possibility to choose if oos should precede the learning phase
- learning, validation, test (three phases)
- montecarlo evaluation during optimization phase
-  strategies saved in the collections have balance chart limited to optimization phase, I would like to be expanded to oos too.

Thank you in advance, great software!

Monte Carlo

At present the maximum number of iterations is 200.

I wonder if that number could be increased to, say, 500.

Thanks

daveM