Re: FSB Pro Wish List - Requested features

Faster Metatrader Backtests

Hi mr Popov,
it will be helpfull if the metatrader Backtest of the FSB-EAs will be faster.

At the moment the backtest takes a very long time. A WFA-Analysing or optimizing
with metatrader is not possible with this low backtest speed.

thomas

https://monitortool.jimdofree.com/

Re: FSB Pro Wish List - Requested features

I need an opportunity to organize the risk management system optimally when several strategies are used. An idea is the inclusion of a Coundown, which shifts the position opening into the future (in milliseconds) and whose settings are made in the EA code (orAction trade 4/5 .mph).

The problem was addressed here:

http://forexsb.com/forum/topic/6528/que … rdination/
http://forexsb.com/forum/topic/6237/pri … trategies/

Re: FSB Pro Wish List - Requested features

tho.schu wrote:

I need an opportunity to organize the risk management system optimally when several strategies are used. An idea is the inclusion of a Coundown, which shifts the position opening into the future (in milliseconds) and whose settings are made in the EA code (orAction trade 4/5 .mph).

The problem was addressed here:

http://forexsb.com/forum/topic/6528/que … rdination/
http://forexsb.com/forum/topic/6237/pri … trategies/

I think you may need a professional coder to develop such to include in your Strategies

An idea may be to create a 'supervisor' strategy using global variables to control order flow from your strategies.

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

354 (edited by ViniQ 2017-02-22 02:59:01)

Re: FSB Pro Wish List - Requested features

Congrats in advance for this awesome project!

My 1 Request: Fixed Ratio as Money Management

Fixed Ratio by Ryan Jones
With this MM you need to gain certain amount of profit in order to increase the lot size. Delta is the amount of profit per Unit Size to increase the lot size with one Unit Size.
As a result there are distinctive layers of equity in which your trades would be opened with certain lot size. If you started with $1000 dollars, Unit Size = 0.1 lot and Delta = $100
Units    Equity    Lot Size 
-    $0 - $1000    0.1
1    $1000 - $1100    0.1
2    $1100 - $1300    0.2
3    $1300 - $1600    0.3
4    $1600 - $2000    0.4

Obviously each level is bigger than the previous, as well as the lot size. The next layer is $500 wide, starts from $2000 and ends up at $2500. It is $500 wide because 5 units are $500 (5 x $100).
Lot sizes would only increase if your equity is above the initial balance you had. Below that all lot sizes are one Unit Size.
This money management method is global for all blocks! Once Delta and Unit Size are set, they will stay the same.

My 2 Request: Correlation Coefficient as Optimization Metric

Correlation Coefficient (Corr Coeff). Correlation coefficient of the equity curve. The correlation coefficient varies from -1 to +1, with values close to +1 indicating a straight, upward sloping curve. Values above 0.9 indicate a fairly straight equity curve and therefore less variation in returns over different periods. If position sizing is applied such that larger positions are taken as the account equity grows (antimartingale position sizing), then the correlation coefficient is applied to the logarithm of the equity curve.

Thanks!

Vinicius Pereira, Portuguese Support.
Improve your trading with my strategies & signals on MQL5. High success rate & many followers. Check them out & join my EAS telegram group for updates.

Re: FSB Pro Wish List - Requested features

ViniQ
Perthaps take a few weeks to gather experience with the software to learn what it already does.

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

356 (edited by ViniQ 2017-02-22 04:52:50)

Re: FSB Pro Wish List - Requested features

Blaiserboy wrote:

ViniQ
Perthaps take a few weeks to gather experience with the software to learn what it already does.

Please, can you help me to understand?

Im my version v3.8.1 of FSB it has this https://s21.postimg.org/58ca7lpon/fsb_request1.png

As user I'm suggesting to implement a new method to manage capital called Fixed Ratio.

Fixed ratio position sizing was developed by Ryan Jones in his book "The Trading Game," John Wiley & Sons, New York, 1999. Based on an equation presented by Jones, it's possible to derive the following equation for the number of contracts in fixed ratio position sizing:

                N = 0.5 * [(1 + 8 * P/delta)^0.5 + 1]

where N is the number of contracts, P is the total closed trade profit, and delta is the parameter discussed above. The carat symbol (^) represents exponentiation; that is, the quantity in parentheses is raised to the power of 0.5 (square root).

In fixed ratio position sizing the key parameter is the delta. This is the dollar amount of profit per contract to increase the number of contracts by one. A delta of $3,000, for example, means that if you're currently trading one contract, you need to increase your account equity by $3,000 to start trading two contracts. Once you get to two contracts, you need an additional profit of $6,000 to start trading three contracts. At three contracts, you would need an additional profit of $9,000 to start trading four contracts, and so on. For stock trading, a "contract" can be interpreted as a fixed number of shares, such as 100 shares.

https://s15.postimg.org/xh40m3pxn/fsb_request1.jpg

Vinicius Pereira, Portuguese Support.
Improve your trading with my strategies & signals on MQL5. High success rate & many followers. Check them out & join my EAS telegram group for updates.

357 (edited by ViniQ 2017-02-22 05:27:36)

Re: FSB Pro Wish List - Requested features

Blaiserboy wrote:

ViniQ
Perthaps take a few weeks to gather experience with the software to learn what it already does.


Request 2 about Correlation coefficient


https://s7.postimg.org/qlfh3gj5n/fsb_request2a_fw.png
https://s18.postimg.org/ih48uk4mh/Strat_Diversify_Port_Build.jpg

This panel shows the values of all statistical parameters calculated by the backtesting engine of BO Tester. It lets you choose what parameter will be taken in account to qualify the strategy as “better” than the last version. The default option here is “Net balance” but you can choose any other. Im requesting other.

Net balance - the end amount in the trading account. The Net Balance is measured in the account's currency.
Max drawdown - the reduction of the account after a series of losing trades. This is normally calculated by getting the difference between the previous account peak minus the lowest following bottom. The drawdown is shown as a percentage of the trading account.
Executed orders - this is the number of executed deals.
Profit per day - an average of the money gained by the strategy per day.
Win / loss - calculated by dividing the count of the winning trades by the count of all trades in percent.
Sharpe ratio - measures the risk-adjusted return. The higher the Sharpe ratio is, the better the Expert is.
Average HPR - shows the average return received from holding an asset or portfolio of assets over a period of time, expressed as a percentage.
Profit factor - the dollar amount an Expert made for every dollar it lost.
System Quality number - the SQN number was studied by Dr Van Tharp. He found that the higher the SQN is, the better the trading system is.

@Blaiserboy
I don't want to be rude, but didn't find in FSB similar option in search to optimize and find a system with best "Profit + Correlation coefficient of the equity curve"...

Perhaps after find the best model using 'net profit' metric, run optmizer again using Max drawdown as metric to find similar results?  roll

Sorry to ask It here, farewell and thanks in advance!

Vinicius Pereira, Portuguese Support.
Improve your trading with my strategies & signals on MQL5. High success rate & many followers. Check them out & join my EAS telegram group for updates.

Re: FSB Pro Wish List - Requested features

A lot of time has gone into this program and its efficiencies.

Not everyone has the computer power to efficiently process all of the add ons that people require.

There are a gazillion techniques and theories available and all seem to be necessary, however, there is only so much can be incorporated without costing convenience and efficiency.

The developer is actually quite well versed in many aspects of automated trading systems and as time passes he is adding more and more to the program while attempting to keep the users in mind.

There are several things that I wish to see in the program however I realize that what I would like to see will restrict other people from being able to process their data with efficiency.

Therefore. what I do. is maximise the features that the program already has, and there are many.

That is why I suggested that you spend a few weeks learning about what the program actually can accomplish for you instead of focusing on what it can not do.

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: FSB Pro Wish List - Requested features

Hi Vini, I think the "filter non-linear balance pattern" option in the control panel under acceptance criteria will check for a linear balance curve.

360

Re: FSB Pro Wish List - Requested features

Hello ViniQ,

Regrading the fix trade ratio, it is significantly easier to change the entry amount in your expert once it reaches $6000 instead of adding such option in FSB Pro.

Correlation coefficient sounds interesting, however it looks exactly as our "filter non-linear balance pattern" as Jetaro already answered.

You can open a separate topic for that and to explain the how it is calculated. If we find it the formula appropriate for FSB Pro we can implement it (I hope it will not take 3 seconds to be calculated smile ). You understand that every new feature makes the program slower and more resource demanding. Just compare FSB Pro to EA Studio and you will see. I'm totally convinced that the simpler systems work much better than the complex., however it took me 15 years of writing mathematical models and simulations to find it. But no, the users always want more complex.

My next program will be 14 gigabytes, will use 16 cores and will require 64 GB of RAM I'll make it 10 times more expansive and will call it FSB Enterprise. It will have menus with all the known terms in the industry. And guess, it will calculate a strategy for one hour. Even I can add a text box, where the users will be able to add their own terms and phrases for the menus.

Prepurchase open: now FSB Enterprise is 80% off - $7000.

361 (edited by tho.schu 2017-02-22 09:14:45)

Re: FSB Pro Wish List - Requested features

Blaiserboy wrote:
tho.schu wrote:

I need an opportunity to organize the risk management system optimally when several strategies are used. An idea is the inclusion of a Coundown, which shifts the position opening into the future (in milliseconds) and whose settings are made in the EA code (orAction trade 4/5 .mph).

The problem was addressed here:

http://forexsb.com/forum/topic/6528/que … rdination/
http://forexsb.com/forum/topic/6237/pri … trategies/

I think you may need a professional coder to develop such to include in your Strategies

An idea may be to create a 'supervisor' strategy using global variables to control order flow from your strategies.



Supervisor Strategy. Wonderful idea. However, at the moment an easier one, the described version is enough for me.

It must go only fast. Otherwise, I despair.

Re: FSB Pro Wish List - Requested features

Sign me up for FSB Enterprise big_smile

363 (edited by tho.schu 2017-02-22 12:14:28)

Re: FSB Pro Wish List - Requested features

Thanks, welcome on board. However, before this sinks here into complete nonsense. There is a similar function already as a "Retry Wait Function" in the Action Trade.mph. Professional programmers are there already. I suppose that up to now only still of no one sensible coordination has needed. Besides, I think of the large amount in indicators and the variation possibilities resulting from it. And these do not become less.

364 (edited by ViniQ 2017-02-22 19:05:30)

Re: FSB Pro Wish List - Requested features

Blaiserboy wrote:

A lot of time has gone into this program and its efficiencies.

Not everyone has the computer power to efficiently process all of the add ons that people require.

There are a gazillion techniques and theories available and all seem to be necessary, however, there is only so much can be incorporated without costing convenience and efficiency.

The developer is actually quite well versed in many aspects of automated trading systems and as time passes he is adding more and more to the program while attempting to keep the users in mind.

There are several things that I wish to see in the program however I realize that what I would like to see will restrict other people from being able to process their data with efficiency.

Therefore. what I do. is maximise the features that the program already has, and there are many.

That is why I suggested that you spend a few weeks learning about what the program actually can accomplish for you instead of focusing on what it can not do.

Blaiser you are right, thanks for point it out



jetaro wrote:

Hi Vini, I think the "filter non-linear balance pattern" option in the control panel under acceptance criteria will check for a linear balance curve.

Thank you jetaro I'll check it out

Popov wrote:

Hello ViniQ,

Regrading the fix trade ratio, it is significantly easier to change the entry amount in your expert once it reaches $6000 instead of adding such option in FSB Pro.

Correlation coefficient sounds interesting, however it looks exactly as our "filter non-linear balance pattern" as Jetaro already answered.

You can open a separate topic for that and to explain the how it is calculated. If we find it the formula appropriate for FSB Pro we can implement it (I hope it will not take 3 seconds to be calculated smile ). You understand that every new feature makes the program slower and more resource demanding. Just compare FSB Pro to EA Studio and you will see. I'm totally convinced that the simpler systems work much better than the complex., however it took me 15 years of writing mathematical models and simulations to find it. But no, the users always want more complex.

My next program will be 14 gigabytes, will use 16 cores and will require 64 GB of RAM I'll make it 10 times more expansive and will call it FSB Enterprise. It will have menus with all the known terms in the industry. And guess, it will calculate a strategy for one hour. Even I can add a text box, where the users will be able to add their own terms and phrases for the menus.

Prepurchase open: now FSB Enterprise is 80% off - $7000.

Thanks a lot for the suggestion about the fix trade ratio,
I'm learning a lot about programming reading the lines of the expert advisor generated by builder.
With this explicit answer and it's making a lot of sense to me everything you've explained

Hannes wrote:

Sign me up for FSB Enterprise big_smile

If it is not inappropriate to ask, I would like to be the 2nd in line to test FSB Enterprise, I'm already raising money for it! lol lol lol

Total respect for you guys, keep up the great work big_smile

Vinicius Pereira, Portuguese Support.
Improve your trading with my strategies & signals on MQL5. High success rate & many followers. Check them out & join my EAS telegram group for updates.

Re: FSB Pro Wish List - Requested features

This is just an idea. I'm trying to build a strategy that consists of several logical groups. To do this I start with generating 2 entry and 1 exit slots. I optimize the strategy in the first group and then lock them. Then I let the generator search for 2 additional entry slots. When the second logical group is ready and optimized I go on until I have 3 logical groups. The number of indicators is high. Therefore, I do not want more than one exit point.

It would be much easier if there was a possibility to lock the logical groups so that FSB directly search for a strategy with the desired number of logical groups and indicators. Lets say 6 opening logical conditions (3x2) in the groups A, B, C. Locking the group letters and link the slots. Then start the generator.

Re: FSB Pro Wish List - Requested features

ManuB76 wrote:

This is just an idea. I'm trying to build a strategy that consists of several logical groups. To do this I start with generating 2 entry and 1 exit slots. I optimize the strategy in the first group and then lock them. Then I let the generator search for 2 additional entry slots. When the second logical group is ready and optimized I go on until I have 3 logical groups. The number of indicators is high. Therefore, I do not want more than one exit point.

It would be much easier if there was a possibility to lock the logical groups so that FSB directly search for a strategy with the desired number of logical groups and indicators. Lets say 6 opening logical conditions (3x2) in the groups A, B, C. Locking the group letters and link the slots. Then start the generator.

ManuB76

I have an idea as to what u require and suggest that you develop separate strategies for each idea, based on speed and  potential curve fitting. More than a couple indicators will cause problems in the market.

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

367 (edited by ViniQ 2017-02-28 15:42:15)

Re: FSB Pro Wish List - Requested features

Problem

Today I came across the same issue that others users have reported and opening topics about: "Close positions at the end of Market Session when using a special indicators to close or trailing position is not an alternative."

The best of trailing algorithms don't work with End of Session(Exit Hour, Exit Time, Day Closing) as:

  • Trailing Stop Limit

  • Trailing Stop

  • Super Trend

  • Donchian Channel

  • others importante indicators

Request Reason1
Trailing can be important component for a trading system and for generator to find a better performance system.

Request Reason2
Users are using FSB with others markets data and symbols than Forex to generate strategies, some of symbols requires a large margin/feed to stay overnight positions. We dont want to consider position system, only daytrading systems that closes positions at the end of market session.



Others users Requests and Resolutions

As I mentioned already have topics about this

Topics that I found

  • 2015-07-09 Topic: Trailing Stop + other conditions for Exit - Link: forexsb.com/forum/post/30569

  • 2016-09-14 Topic: Trailing profit and loss & Partial closure questions - Link: forexsb.com/forum/post/39467

  • 2016-10-19 Topic: Day Closing 2 and Trailing Stop - Link:  at forexsb.com/forum/post/39464



Past Answers
@Blaiserboy has answered some of them by suggesting that "A moving average will do a great job for a trailing stop" neutral

Blaiserboy 2016-10-28 wrote:

A moving average will do a great job for a trailing stop, I use ma's on many strategies.
Read more at forexsb.com/forum/post/39467/#p39467

Blaiserboy 2016-10-28 wrote:

You can use a moving average for trailing stop. I find it to do an excellent job. Read more at forexsb.com/forum/post/39464/#p39464

A good and logical Trailing Stop* uses the StopLoss Level thats probaly is far away from current market whipsaws. Others algos as Donchian Channel consider price extrems and it's good idea also.

Moving average use to generating a lot of false signals positives at whipsaws or in high volatility, there is no way to trust in something that is already named Average as quick fix or trailing stop alternative. I do not agree with your suggestion.

Total Respect to @Blaiserboy, keep up the good work

@Popov

Popov 2015-07-09 wrote:

We are working on implementing such possibilities in the program.
They will be available in the future versions. Read more at forexsb.com/forum/post/30570/#p30570

Any news? smile


REQUEST

Include in Strategy Properties a new tab called "Market Session" and at this tab give to the user the power to

  • Entry Time

  • Exit Time

https://s7.postimg.org/na0z2sc8r/Request2.png

Thanks in Advance!


@POPOV
I'm still raising money for the FSB enterprise! You Rule!

Vinicius Pereira, Portuguese Support.
Improve your trading with my strategies & signals on MQL5. High success rate & many followers. Check them out & join my EAS telegram group for updates.

Re: FSB Pro Wish List - Requested features

I use the program to earn an income, I use what is available and have been doing so for a number of years. As the developer makes changes I attempt to incorporate those changes.

Unless we are all prepared to pay a significantly higher price for the software so as to allow for more staff, it is probably best that we make use of what we have.

All of the criticisms are great, all of the suggestions are great...... until it comes down to the bitter bit....... pay the price.

The mission of the developer has been to keep the price low so that many can have use of the software, other than that I am sure he would be glad to increase his staff to add the features that people request.

One alternative is to use the generator to get ideas and then code your own EA or insert into the exported Ea all of the features that you require.

A trailing stop is easily added, there is a lot of code available on the net.

Stop and Start times are easily coded.......

The code in the exported strategies is very clean and well documented.....

It will take 15 minutes to modify the code and include all of the functions you need......  EASY Solution!

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

369

Re: FSB Pro Wish List - Requested features

Problem

https://s14.postimg.org/9f94a54yp/280217_fsb_user_request.gif



Request

Save parameters to user persistence. Consider to include Optimizer Steps and parameters preference when save a strategy file.
https://s7.postimg.org/3qqtpelfv/request3.png

Vinicius Pereira, Portuguese Support.
Improve your trading with my strategies & signals on MQL5. High success rate & many followers. Check them out & join my EAS telegram group for updates.

370

Re: FSB Pro Wish List - Requested features

Vini,
Thank you for the funny example smile smile



I see what is your problem bur we don't have it most of the time. It is simple. We use low number of indicators with low number of parameters. We also use the preset "delta Steps" buttons above.


But you are right, the parameters can be stirred temporary at least until a strategy is loaded in the program.

371

Re: FSB Pro Wish List - Requested features

Just a thought. Checkbox labeled selection

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Re: FSB Pro Wish List - Requested features

Hello dr Poppov it would be great if you could program in the FSB Pro a function to analyze and filter a whole collection with the Monte Carlo tester and the Multimarket tester. is that possible?

Best Regards

373 (edited by ManuB76 2017-07-09 16:37:52)

Re: FSB Pro Wish List - Requested features

Since the beginning I use FSB I'll always return to the idea that it would be more than useful to have the ability to lock the groups in the generator.

Re: FSB Pro Wish List - Requested features

ManuB76 wrote:

Since the beginning I use FSB I'll always return to the idea that it would be more than useful to have the ability to lock the groups in the generator.

Are you using the Lock and chain.?

Is there more needed?

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

375 (edited by ManuB76 2017-07-10 13:10:48)

Re: FSB Pro Wish List - Requested features

Blaiserboy wrote:
ManuB76 wrote:

Since the beginning I use FSB I'll always return to the idea that it would be more than useful to have the ability to lock the groups in the generator.

Are you using the Lock and chain.?

Is there more needed?

Yes, I use these options a lot. The problem is that the lock locks everything. The chain on the contrary establishes a lock on the slot but not the logical group. It is not possible to keep the logical group locked with the chain. FSB does not specifically search for logical groups unless you have set one yourself. It happens only in the closing slots where FSB generates a group.

This option to lock the logical groups in both opening and closing conditions is not possible. That's exactly what I strongly miss in FSB. For example, I want to lock a number of slots into two logical groups for the opening conditions and let the generator search with only this combination. Now it's hard work to get what I want by making groups manually and then finding the best settings with the optimizer. If it's not good then I have to change manually, eventually generate again and back to the optimizer. So I always switch back and forth between generator and optimizer with manual intervention, which makes me work as much as FSB.