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Forex Software → Forex Strategy Builder Professional → Forex Strategy Builder v2.77 Beta

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Re: Forex Strategy Builder v2.77 Beta

Blaiserboy wrote:

I got an error today also re unhandled exception......  I just deleted it and started again, no problem, could be that my machine was overloaded at the time!

i still facing the problem even after re installing again

attached the detailed error msgs

Re: Forex Strategy Builder v2.77 Beta

The bug is confirmed.

I found a bug in SmallBalanceChart code. It leads to crash when there is a Margin Call.
I'll update FSB Beta soon.

Re: Forex Strategy Builder v2.77 Beta

FSB Beta was updated to Version 2.77.3 Beta.
- Fixed a crash when there is a Margin Call
- Added links to Forex Strategy Repo, Custom Indicators Repo and to FSB Pro page.

Re: Forex Strategy Builder v2.77 Beta

Was using that latest 2.77.3b (fresh install) version on usdeur h1 when i've had an error:

"index was outside the bounds of the array"

possibly due to:
- strategy template (HTF v4)
- ehlers filter (HTF v4)

Re: Forex Strategy Builder v2.77 Beta

Published FSB v2.77.4 Beta

- Added more Acceptance Criteria (previous known as Limitations) to Generator
- Added Generator benchmark
- Account Statistics shows Sharpe ratio
- Updated language files with new phrases

Download link is in the first post.

http://i.imgur.com/THgSJeE.png

Re: Forex Strategy Builder v2.77 Beta

Nice work as usual smile

Re: Forex Strategy Builder v2.77 Beta

Thanks for the new features :cool

Min Long trades No./ Total Trades No.   It will be a nice criteria if added

Min long winning trades No./ Total winners

Re: Forex Strategy Builder v2.77 Beta

What is the sharp ratio formula is ? 


I spend some hrs navigating web and read some articles about it , also i see some strategies with sharp ratio > 4,5,........etc  BUT when i select sharp ratio >2 in FSB it stayed lot lot of time running without generating any strategy !!!!!!!

Re: Forex Strategy Builder v2.77 Beta

What is the sharp ratio formula is ?

See answer 15 from this thread.

Re: Forex Strategy Builder v2.77 Beta

why is NaN in sharp Ratio

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Re: Forex Strategy Builder v2.77 Beta

Popov wrote:

Risk Free Value for Sharpe = 1.

SharpeRatio = (AverageHoldingPeriodReturn - 1) / StandardDeviation

AverageHoldingPeriodReturn = TotalHoldingPeriodReturn / TotalTrades

TotalHoldingPeriodReturn = Sum( 1 + ProfitLoss / InitialAccount )     <-- for all positions

could you elaborate with example

Re: Forex Strategy Builder v2.77 Beta

ahmedalhoseny wrote:
Popov wrote:

Risk Free Value for Sharpe = 1.

SharpeRatio = (AverageHoldingPeriodReturn - 1) / StandardDeviation

AverageHoldingPeriodReturn = TotalHoldingPeriodReturn / TotalTrades

TotalHoldingPeriodReturn = Sum( 1 + ProfitLoss / InitialAccount )     <-- for all positions

could you elaborate with example

Sharpe ratio > 3 is used by HF traders as a preliminary when testing their advisers.

If you are using the generator. let it run until you have the desired result, you may find that some of your strategies have to be adjusted to allow this result to be satisfactory.

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

Re: Forex Strategy Builder v2.77 Beta

NaN means Not a Number. It happens when TotalTrades = 0 due to:
AverageHoldingPeriodReturn = TotalHoldingPeriodReturn / TotalTrades

Re: Forex Strategy Builder v2.77 Beta

ahmedalhoseny wrote:
Popov wrote:

Risk Free Value for Sharpe = 1.

SharpeRatio = (AverageHoldingPeriodReturn - 1) / StandardDeviation

AverageHoldingPeriodReturn = TotalHoldingPeriodReturn / TotalTrades

TotalHoldingPeriodReturn = Sum( 1 + ProfitLoss / InitialAccount )     <-- for all positions

could you elaborate with example

Lots of info on related subjects in the Wilmott forum

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

Re: Forex Strategy Builder v2.77 Beta

I noticed when check Maximum Number of opening/closing logics the benchmark drop significantly !!!!!

Why is that

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41

Re: Forex Strategy Builder v2.77 Beta

I have submitted a pull request with another suggestion for inclusion into version 2.8 (custom instruments.xml file from the command line).

Re: Forex Strategy Builder v2.77 Beta

Thank you Adam. A merged your contribution.

Now when we have support for custom config.xml file and instruments.xml file we can make "profiles" support.

Specification project:
- Profiles are defined in a profiles.xml file under settings folder.
- A profile consists of path to custom config.xml file and instruments.xml file.
- Profiles can be chosen at startup via menu on splash screen.
- If there is only one profile, Launcher will load FSB automatically.
- If there is more than one profile, Launcher will give 5 seconds for changing the selection.

Profile Editor can be added.

...

One other option is to add Profiles and Data Sources like in FSB Pro.
Profiles will change config file.
Data Sources will change Data directory and Instruments settings.

To do so, we have to move DataDirectoryPath to instruments.xml file.

43

Re: Forex Strategy Builder v2.77 Beta

I think that the idea of a profiles.xml file will work nicely - are you thinking v 2.8 or the next release?

Re: Forex Strategy Builder v2.77 Beta

ab wrote:

I think that the idea of a profiles.xml file will work nicely - are you thinking v 2.8 or the next release?

In 2.8 will be ok.

Launcher reads an config file named "FSB_Launcher.xml" in the same directory.

<?xml version="1.0" encoding="utf-8"?>
<Settings>
  <FSBPath>.\Forex Strategy Builder.exe</FSBPath>
  <Arguments></Arguments>
  <BackColor>#007049</BackColor>
  <ForeColor>#E3DEEB</ForeColor>
  <ShutDownTime>15</ShutDownTime>
  <PathSettings>FSB_Launcher.xml</PathSettings>
</Settings>

You can set the location of Forex Strategy Builder.exe and the starting arguments.
For example:

<?xml version="1.0" encoding="utf-8"?>
<Settings>
  <FSBPath>C:\Program Files\Forex Strategy Builder\Forex Strategy Builder.exe</FSBPath>
  <Arguments>-autostartgenerator</Arguments>
  <BackColor>#007049</BackColor>
  <ForeColor>#E3DEEB</ForeColor>
  <ShutDownTime>15</ShutDownTime>
  <PathSettings>FSB_Launcher.xml</PathSettings>
</Settings>

We can use it for settings the starting options.

I'll see how to expand it to include profile options or to make additional profiles.xml in Systems folder.
Also Profile Editor with GUI will be nice to prevent the manual editing of xml files.

I'll experiment with this ideas these says.

Re: Forex Strategy Builder v2.77 Beta

Published FSB v2.77.5 Beta.

Download link is in the first post.

Changes:
- Fixed minor issues when using -autostartgenerator option
- Added individual control of Same and Opposite signals generation
- Included FSB_Launcher.xml in installation. It allows easier settings of FSB startup arguments.
- Acceptance Criteria unified for Generator and Optimizer.

http://i.imgur.com/gm4Uebu.png

http://i.imgur.com/8lj05SC.png

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