I noticed this, too. And when I looked at the FSB GUI interface, I noticed that the Fast MA was set to a longer timeframe and the Slow MA was set to a shorter timeframe. FSB inverted the numbers after I ran a generated strategy. But when I looked at the the default, the MACD had the Fast and Slow parameters correct (the fast was the small value than the slow)  Is there any information as to why this is the case?

I assume its possible to implement the inverted strategy, but I use Oanda, and I their graphical chart cannot implement a longer "fast" MA over a shorter "slow" MA. So any generated strategy using MACD with the numbers inverted is useless.

DragonEagle wrote:

It would also be nice to have sanity checks for some indicators too.  for example I have seen cases where the macd fast ma is a longer period than the slow ma.

Allen made a custom MACD indicator with sanity check: http://forexsb.com/forum/topic/2030/tes … ty-checks/

It's the pure result FSB is after, and often strategies give a better result if fast "becomes" slow and vice versa, principally it can be set right by reversing the logic as well, but this idea needs to be tested and confirmed.

I assume its possible to implement the inverted strategy, but I use Oanda, and I their graphical chart cannot implement a longer "fast" MA over a shorter "slow" MA. So any generated strategy using MACD with the numbers inverted is useless.

Thanks for the great product and all of the work!

as I understand you want to use as many slots as there are indicators, but this is not practically achieveable.

Actually no.  I just want the option to cycle through the indicators up to a maximum of the selected number of slots rather than choosing them randomly.  As for sanity checks, it would require adding an additional method to the indicator to verify that the values were good e.g.

bool hasSaneValues(){
    return slowMA > fastMA;
}

an inverted indicator like that could also be a sign of curve fitting.

About sanity check, I don't know; if the result is what one is after, then it doesn't really matter if it is in opposition to indicator's principle. However what I'd like to see is more methodological approach, for instance I want to improve the strategy by one indicator slot at a time, and that generator would go through all indicators/logics/base parameters but NOT optimizing them in the process. When I try to do this in current versions, it pops up "Day of Month" or similar indicator with insane values (clearly a sign of curve fitting), which is... stupid if I'm frank.

DragonEagle wrote:

the user could turn on or off and would also require disabling the maximum time option.

type a zero and it runs indefinitely

Yes that's in the documentation.  I was just saying that the 2 options would not work well together.

the user could turn on or off and would also require disabling the maximum time option.

type a zero and it runs indefinitely

Can you elaborate your idea please?

Certainly.  It is my understanding that the current way that the generator functions is to randomly generate a strategy withing the given limitations and compare the results with the previously generated strategy.  It should be a simple matter to have it run through an iteration loop and generate a strategy for each possible indicator with every possible setting and compare that with the previously generated strategy.  It is understood that it would take longer than the current implementation as I understand it so it would have to be something the user could turn on or off and would also require disabling the maximum time option.

Nice ideas, but 2 of them are actually being implemented and further developed already, in the newest beta you can set it to write optimization reports, in generator you can set the deviation curve for OOS etc. Only thing which is not there is the first idea you mentioned, but the more I think about it, the less I understand it. Can you elaborate your idea please?

If you have more thoughts about improving FSB concept, keep them coming