ahmedalhoseny wrote:

one trade profit can block finding many successful strategies !!!

With the older version we did not have adequate control of the exits, ie take profit and stop loss.. so we could not prevent those big trades by limiting the size.

Much different now.

I think Adding one option may help in that issue

The option is : remove the top N% trades in points '' from the profitable group'' .

This small option may help in more than one point according where the option is added

1- If it added to criteria it will help to remove outliers from the winners side '' small no. of trades with a huge profit''

2- If added to the Strategy- recalculate strategy Tab it could gives us a comparison between the actual and modified one

NOTE : I think The Strategy..Recalculate strategy can be more powerful if we added a What-if analysis to it so we can obtain a different scenarios according to the new conditions , when i think about the new conditions i think about a trader behavior/lifestyle  :

What if : canceled all Fridays or mondays  trades from strategy and recalculate it
What if :canceld the fridays of NFP report
What if : removing the top5% of winners trades
What if :changed the fixed lot size to 1% .2% ,.....
what if : changed the Strategy properties section adding , reducing closing ,.....etc
........etc

one trade profit can block finding many successful strategies !!!

With the older version we did not have adequate control of the exits, ie take profit and stop loss.. so we could not prevent those big trades by limiting the size.

Much different now.

And the ultimate shape of the squeezed bell shape will be strategy No 4

Its Stable , predictable returns and safe to follow '' the flactuations between points minimum , no time gaps

So by find a strategy with a well distributed trades/time  it will add to the stability of strategy

Can we not control this by using take profit and controlling the number of trades?

the idea is the stability of strategy always overlooked and it is one of main reasons that traders get losses

Lets say you have a business gives you a high returns '' high profitable strategy which FSB can find '' but that business generate that huge profit from smaller number of transactions and the rest of transactions gives you a very small profits  and lets say you missed one or two of the highly profitable transactions for any reason !!  this will dramatically damage the profits of your business  Right?! 

And if we have a business with transactions more or less give the same expected returns '' the profits well distributed allover your transactions  !!  this is what i mean by stability  so if we have filter in criteria window & sorting  this will gives us high return , stable expected returns strategies

Is it a criteria for the generator? If so, maybe Adam can incorporate it into his custom sorting. Like a Theil index for example.

Yes it is a criteria for generator i wish to see it in the criteria window plus sorting as well