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	<title type="html"><![CDATA[Forex Software — EURYSD D1 OBOS MA Osc with Break Even]]></title>
	<link rel="self" href="https://forexsb.com/forum/feed/atom/topic/2481/" />
	<updated>2011-08-13T15:36:25Z</updated>
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	<id>https://forexsb.com/forum/topic/2481/eurysd-d1-obos-ma-osc-with-break-even/</id>
		<entry>
			<title type="html"><![CDATA[Re: EURYSD D1 OBOS MA Osc with Break Even]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/10063/#p10063" />
			<content type="html"><![CDATA[<p>Break even works well with backtesting with tick data.</p><p><a href="http://postimage.org/image/awobkl1g/"><span class="postimg"><img src="http://s3.postimage.org/awobkl1g/Tick_Testing_Break_Even.jpg" alt="http://s3.postimage.org/awobkl1g/Tick_Testing_Break_Even.jpg" /></span></a></p>]]></content>
			<author>
				<name><![CDATA[Popov]]></name>
				<uri>https://forexsb.com/forum/user/2/</uri>
			</author>
			<updated>2011-08-13T15:36:25Z</updated>
			<id>https://forexsb.com/forum/post/10063/#p10063</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: EURYSD D1 OBOS MA Osc with Break Even]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/10062/#p10062" />
			<content type="html"><![CDATA[<p>The bug is fixed in Forex Strategy Builder v2.63.2 Beta.</p><p>It appears that this issue was old enough and is not a result of recently added Break Even code. But exactly Break Even made it obvious.</p><p>The fix may reflect on other strategies with ambiguous bars but it heavily changes the Break Even tests.</p><p>It seams that current methods of interpolation cannot properly calculate Break Even.</p><p>Both pessimistic and optimistic methods hit Break Even if it can be activated in the same bar.</p><p>This image shows the interpolation of one bar using both methods.</p><p><a href="http://postimage.org/image/afmr6ttw/"><span class="postimg"><img src="http://s3.postimage.org/afmr6ttw/Break_Even_interpolation.jpg" alt="http://s3.postimage.org/afmr6ttw/Break_Even_interpolation.jpg" /></span></a></p>]]></content>
			<author>
				<name><![CDATA[Popov]]></name>
				<uri>https://forexsb.com/forum/user/2/</uri>
			</author>
			<updated>2011-08-13T14:42:16Z</updated>
			<id>https://forexsb.com/forum/post/10062/#p10062</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: EURYSD D1 OBOS MA Osc with Break Even]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/10060/#p10060" />
			<content type="html"><![CDATA[<div class="quotebox"><blockquote><p>And on the first position of every chart when using all the IMs, breakeven doesn&#039;t want to be activated.</p></blockquote></div><p>I noticed and fixed this already. Thank you!</p>]]></content>
			<author>
				<name><![CDATA[Popov]]></name>
				<uri>https://forexsb.com/forum/user/2/</uri>
			</author>
			<updated>2011-08-13T09:26:48Z</updated>
			<id>https://forexsb.com/forum/post/10060/#p10060</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: EURYSD D1 OBOS MA Osc with Break Even]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/10059/#p10059" />
			<content type="html"><![CDATA[<p>The opposite happens for the Pessimistic Method. Just that position is closed at breakeven for both sides when profitable(correct). But Ambiguous bars only on the right half.&nbsp; Shortest IM looks fine to me. 0 spread, 0 swap used.</p><p><span class="postimg"><img src="http://i1212.photobucket.com/albums/cc457/Clew_R/breakeven5.jpg" alt="http://i1212.photobucket.com/albums/cc457/Clew_R/breakeven5.jpg" /></span></p><p>And on the first position of every chart when using all the IMs, breakeven doesn&#039;t want to be activated.</p><p>Top Image = 1 hour chart. 4 pip difference between entry and bar high. <br />Bottom Image = 1 min chart. 1.1 pip difference between entry and bar high. <br />1 pip breakeven not activated.</p><p><span class="postimg"><img src="http://i1212.photobucket.com/albums/cc457/Clew_R/breakeven6.jpg" alt="http://i1212.photobucket.com/albums/cc457/Clew_R/breakeven6.jpg" /></span></p>]]></content>
			<author>
				<name><![CDATA[Clew]]></name>
				<uri>https://forexsb.com/forum/user/4100/</uri>
			</author>
			<updated>2011-08-13T08:52:00Z</updated>
			<id>https://forexsb.com/forum/post/10059/#p10059</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: EURYSD D1 OBOS MA Osc with Break Even]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/10058/#p10058" />
			<content type="html"><![CDATA[<p>Clew, thank you for the priceless feedback. <br />It&#039;s true it looks suspicious. I&#039;ll check it now. <br />+1 from me</p>]]></content>
			<author>
				<name><![CDATA[Popov]]></name>
				<uri>https://forexsb.com/forum/user/2/</uri>
			</author>
			<updated>2011-08-13T08:46:23Z</updated>
			<id>https://forexsb.com/forum/post/10058/#p10058</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: EURYSD D1 OBOS MA Osc with Break Even]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/10057/#p10057" />
			<content type="html"><![CDATA[<p>Hi again,</p><p>Thanks for the fix. <img src="https://forexsb.com/forum/img/smilies/smile.png" width="15" height="15" alt="smile" /></p><p>However i noticed something strange again. </p><p>For easier understanding, i changed the opening point to bar opening, and used 1 pip breakeven.<br />Previous bar value ticked for OBOS MA Osc. Optimistic interpolation method used.</p><p>Notice that profitable short entries will close at bar close and is marked as ambiguous, but profitable long entries will close at breakeven and is not marked as ambiguous. </p><p>The left half are filled with ! marks. None on the right half.<br /><span class="postimg"><img src="http://i1212.photobucket.com/albums/cc457/Clew_R/breakeven.jpg" alt="http://i1212.photobucket.com/albums/cc457/Clew_R/breakeven.jpg" /></span></p><br /><p>Top Image with Breakeven. Bottom is without Breakeven.<br /><span class="postimg"><img src="http://i1212.photobucket.com/albums/cc457/Clew_R/breakeven4.jpg" alt="http://i1212.photobucket.com/albums/cc457/Clew_R/breakeven4.jpg" /></span></p>]]></content>
			<author>
				<name><![CDATA[Clew]]></name>
				<uri>https://forexsb.com/forum/user/4100/</uri>
			</author>
			<updated>2011-08-13T07:57:06Z</updated>
			<id>https://forexsb.com/forum/post/10057/#p10057</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: EURYSD D1 OBOS MA Osc with Break Even]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/10010/#p10010" />
			<content type="html"><![CDATA[<div class="quotebox"><blockquote><p>The breakeven function doesn&#039;t seem to work correctly. For this strategy, i think it is more appropriate if FSB marks every bar as ambiguous.</p></blockquote></div><p>Clew you were absolutely right.<br />It&#039;s the result of the backtest of the upper strategy with improved Break Even backtest:</p><p><a href="http://postimage.org/image/2o9gtsojo/"><span class="postimg"><img src="http://s3.postimage.org/2o9gtsojo/11_08_2011_10_14_27.jpg" alt="http://s3.postimage.org/2o9gtsojo/11_08_2011_10_14_27.jpg" /></span></a></p><p>The improved FSB version will be uploaded soon.</p>]]></content>
			<author>
				<name><![CDATA[Popov]]></name>
				<uri>https://forexsb.com/forum/user/2/</uri>
			</author>
			<updated>2011-08-11T07:18:52Z</updated>
			<id>https://forexsb.com/forum/post/10010/#p10010</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: EURYSD D1 OBOS MA Osc with Break Even]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/10007/#p10007" />
			<content type="html"><![CDATA[<p>I see the problem now. I&#039;ll try to add calculation point at the Break Even activation price. It will force FSB to make decision where to go - to Break Even or to Bar Close.</p>]]></content>
			<author>
				<name><![CDATA[Popov]]></name>
				<uri>https://forexsb.com/forum/user/2/</uri>
			</author>
			<updated>2011-08-11T05:48:17Z</updated>
			<id>https://forexsb.com/forum/post/10007/#p10007</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: EURYSD D1 OBOS MA Osc with Break Even]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/10006/#p10006" />
			<content type="html"><![CDATA[<p>FSB interpolates the bar according to the available info. You can improve the backtest correctnes by using intrabar scanning with shorter period or even tick backtesting. You can also apply Method Comparator to se results of all methods.</p><p>FSB sets Break Even exit order when it is in some calculation point. In the example above FSB will set BE when it is at bar low or bar closing. At that time, the BE order will be far alway and program will execute close at the bar close. Intrabar data and scaning will help in this case.</p>]]></content>
			<author>
				<name><![CDATA[Popov]]></name>
				<uri>https://forexsb.com/forum/user/2/</uri>
			</author>
			<updated>2011-08-11T05:31:00Z</updated>
			<id>https://forexsb.com/forum/post/10006/#p10006</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: EURYSD D1 OBOS MA Osc with Break Even]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/10004/#p10004" />
			<content type="html"><![CDATA[<p>Hi,</p><p>The breakeven function doesn&#039;t seem to work correctly. For this strategy, i think it is more appropriate if FSB marks every bar as ambiguous.</p><p>It uses the &quot;shortest&quot; interpolation method all the time.<br />As quoted from here - http://forexsb.com/wiki/fsb/manual/interpolation_methods<br />&quot;the price never goes back to a previous value. &quot;&nbsp; &lt;- false</p><p>Try putting 1 pip breakeven, and use the &quot;nearest&quot; interpolation method. If at bar close the position is profitable, it will close there instead even if it is further away.<br /><span class="postimg"><img src="http://img98.imageshack.us/img98/5756/breakeveno.jpg" alt="http://img98.imageshack.us/img98/5756/breakeveno.jpg" /></span></p>]]></content>
			<author>
				<name><![CDATA[Clew]]></name>
				<uri>https://forexsb.com/forum/user/4100/</uri>
			</author>
			<updated>2011-08-11T04:44:00Z</updated>
			<id>https://forexsb.com/forum/post/10004/#p10004</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: EURYSD D1 OBOS MA Osc with Break Even]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/9992/#p9992" />
			<content type="html"><![CDATA[<div class="quotebox"><cite>Popov wrote:</cite><blockquote><p>This strategy can be improved if we trade it manually. </p><p>The main idea is that we don&#039;t need to close long position at bar close if we have to open long again at that time.</p><p>It&#039;s better to check the signal first and if the new trade has to be in the same direction, the exit order has to be canceled. In that way we can save one spread for these days.</p></blockquote></div><br /><p>What I&#039;ve got all the fuses. Put file there historical bars for D1 where you tested please.</p>]]></content>
			<author>
				<name><![CDATA[Kostefan]]></name>
				<uri>https://forexsb.com/forum/user/4251/</uri>
			</author>
			<updated>2011-08-10T16:13:03Z</updated>
			<id>https://forexsb.com/forum/post/9992/#p9992</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: EURYSD D1 OBOS MA Osc with Break Even]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/9964/#p9964" />
			<content type="html"><![CDATA[<p>You could always get the indicator to calculate it&#039;s level using the price just prior to the close rather than the previous close. Then add the inverse condition as a closing condition. <img src="https://forexsb.com/forum/img/smilies/smile.png" width="15" height="15" alt="smile" /></p>]]></content>
			<author>
				<name><![CDATA[SpiderMan]]></name>
				<uri>https://forexsb.com/forum/user/4094/</uri>
			</author>
			<updated>2011-08-08T21:22:41Z</updated>
			<id>https://forexsb.com/forum/post/9964/#p9964</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: EURYSD D1 OBOS MA Osc with Break Even]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/9957/#p9957" />
			<content type="html"><![CDATA[<p>This strategy can be improved if we trade it manually. </p><p>The main idea is that we don&#039;t need to close long position at bar close if we have to open long again at that time.</p><p>It&#039;s better to check the signal first and if the new trade has to be in the same direction, the exit order has to be canceled. In that way we can save one spread for these days.</p>]]></content>
			<author>
				<name><![CDATA[Popov]]></name>
				<uri>https://forexsb.com/forum/user/2/</uri>
			</author>
			<updated>2011-08-08T10:17:02Z</updated>
			<id>https://forexsb.com/forum/post/9957/#p9957</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: EURYSD D1 OBOS MA Osc with Break Even]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/9955/#p9955" />
			<content type="html"><![CDATA[<p>If you trade a percentage of account rather than a single lot the results are much better!</p><br /><p><a href="http://img59.imageshack.us/img59/9691/snap20110808200028001.png">http://img59.imageshack.us/img59/9691/s … 028001.png</a></p><br /><p><span class="postimg"><img src="http://img59.imageshack.us/img59/9691/snap20110808200028001.th.png" alt="http://img59.imageshack.us/img59/9691/snap20110808200028001.th.png" /></span></p>]]></content>
			<author>
				<name><![CDATA[SpiderMan]]></name>
				<uri>https://forexsb.com/forum/user/4094/</uri>
			</author>
			<updated>2011-08-08T10:07:06Z</updated>
			<id>https://forexsb.com/forum/post/9955/#p9955</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[EURYSD D1 OBOS MA Osc with Break Even]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/9953/#p9953" />
			<content type="html"><![CDATA[<p><strong>EDIT: The backtest of this strategy is not correct. Please read next posts. </strong></p><p>During testing new Break Even function of FSB I found very promising strategy.<br />It uses only one indicator - OBOS MA Oscillator and a Break Even exit.</p><p>I normalized parameters (set to 50) in order to check for over optimization and also ran Over Optimization Report. Everything looks normal for now.</p><p>Here is the Over Optimization Report Chart:</p><p><a href="http://postimage.org/image/1o41ua2x0/"><span class="postimg"><img src="http://s3.postimage.org/1o41ua2x0/08_08_2011_11_34_41.jpg" alt="http://s3.postimage.org/1o41ua2x0/08_08_2011_11_34_41.jpg" /></span></a></p><p>Strategy Slots and Balance Chart</p><p><a href="http://postimage.org/image/1o4a3ytdw/"><span class="postimg"><img src="http://s3.postimage.org/1o4a3ytdw/08_08_2011_11_37_28.jpg" alt="http://s3.postimage.org/1o4a3ytdw/08_08_2011_11_37_28.jpg" /></span></a></p><p>Indicator Chart</p><p><a href="http://postimage.org/image/1o4idnjus/"><span class="postimg"><img src="http://s3.postimage.org/1o4idnjus/08_08_2011_11_36_39.jpg" alt="http://s3.postimage.org/1o4idnjus/08_08_2011_11_36_39.jpg" /></span></a></p><p>The strategy file is attached below.</p>]]></content>
			<author>
				<name><![CDATA[Popov]]></name>
				<uri>https://forexsb.com/forum/user/2/</uri>
			</author>
			<updated>2011-08-08T08:43:44Z</updated>
			<id>https://forexsb.com/forum/post/9953/#p9953</id>
		</entry>
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