Forex Software — Generator /Limitations/ 'Minimum win/loss trades ratio', 'Filter bad O

Re: Generator /Limitations/ 'Minimum win/loss trades ratio', 'Filter bad O

null@example.com (Popov) — Sun, 17 Jul 2011 03:59:09 +0000

You can experiment with different values.
I received this balance line with 5 points and 20% deviation.

Re: Generator /Limitations/ 'Minimum win/loss trades ratio', 'Filter bad O

null@example.com (SpiderMan) — Sat, 16 Jul 2011 23:14:40 +0000

What would be a reasonable number of checkpoints. It defaults to 1 but I presume we would need a lot more than that.

Re: Generator /Limitations/ 'Minimum win/loss trades ratio', 'Filter bad O

null@example.com (Popov) — Tue, 22 Feb 2011 14:57:30 +0000

"Filter non-linear balance pattern" plots a virtual line from the starting account to the net balance. After that makes a number of equally distributed check points on that line.
FSB checks how much the balance deviates from the line at that check points. If the deviation is greater than the selected percent, the program ignores the strategy.

Re: Generator /Limitations/ 'Minimum win/loss trades ratio', 'Filter bad O

null@example.com (zenoni) — Tue, 22 Feb 2011 14:01:39 +0000

Please give also more information about the "Filter non-linear balance pattern" feature. I have already read the user manual, but I would like to understand the feature more deeply.

Re: Generator /Limitations/ 'Minimum win/loss trades ratio', 'Filter bad O

null@example.com (Blaiserboy) — Tue, 22 Feb 2011 03:09:29 +0000

Thanks for the explanation. what a wonderful tool box you have created...!!!!!!!!

Re: Generator /Limitations/ 'Minimum win/loss trades ratio', 'Filter bad O

null@example.com (Popov) — Mon, 21 Feb 2011 20:53:02 +0000

Please tell me how to set this so that I get 3 wins to 1 loss....

You need to set "Minimum Win / Loss trades ratio". Its formula is:
Win/Loss Ratio = Winning / (Winning + Losing) trades
So, you need Win/Loss Ratio = 3/(3+1) = 0.75

explain settings for 'filter bad OOS performance'

This limitation works together with the OOS option in the Settings panel.
"Filter bad OOS performance" limitation makes Generator to refuse strategies with net balance lower than extrapolated balance line with more than the selected deviation percent.
For example:
[edited]
Lets the starting account is $1000;
Balance at the OOS bar is $1500;
OOS bars is set to 30%;
"Bad OOS performance" limitation is set to 10%.

First we have to extrapolate the balance chart to the end of the testing period.
1500 + (1500 - 1000) * 0.3 = 1500 + 150 = $1650
The theoretical net balance must be $1650 if the pattern of the balance line remains unchanged for the period of OOS.
10% of $1650 is $165, therefore, the minimum allowed final balance must be equal or greater than $1485.
The purpose of that limitation is to reject strategies with high profit till the OOS bar and big losses after that.

Generator /Limitations/ 'Minimum win/loss trades ratio', 'Filter bad O

null@example.com (Blaiserboy) — Mon, 21 Feb 2011 20:18:25 +0000

Please tell me how to set this so that I get 3 wins to 1 loss....

and explain settings for 'filter bad OOS performance'

These are fantastic tools..... hopefully I can learn to use them effectively...

Thanks