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		<title><![CDATA[Forex Software — Differences in results of strategies developed with FSB and FSB Pro]]></title>
		<link>https://forexsb.com/forum/topic/4873/differences-in-results-of-strategies-developed-with-fsb-and-fsb-pro/</link>
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		<description><![CDATA[The most recent posts in Differences in results of strategies developed with FSB and FSB Pro.]]></description>
		<lastBuildDate>Tue, 08 Jul 2014 00:34:57 +0000</lastBuildDate>
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			<title><![CDATA[Re: Differences in results of strategies developed with FSB and FSB Pro]]></title>
			<link>https://forexsb.com/forum/post/25610/#p25610</link>
			<description><![CDATA[<p>FSB Pro loads the data files in a different way.</p><p>You are right that Data Horizon tool doesn&#039;t reload the data files automatically. </p><p>You have to use the <strong>Reload Corresponding Files</strong> command. It will force FSB Pro to reload the files for the selected Data Source except the files used currently in the Generator.</p><p><a href="http://postimg.org/image/s7hp4ekqf/"><span class="postimg"><img src="http://s7.postimg.org/s7hp4ekqf/screenshot_462.jpg" alt="http://s7.postimg.org/s7hp4ekqf/screenshot_462.jpg" /></span></a></p>]]></description>
			<author><![CDATA[null@example.com (Popov)]]></author>
			<pubDate>Tue, 08 Jul 2014 00:34:57 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/25610/#p25610</guid>
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			<title><![CDATA[Re: Differences in results of strategies developed with FSB and FSB Pro]]></title>
			<link>https://forexsb.com/forum/post/25609/#p25609</link>
			<description><![CDATA[<p>I also used same data for both FSB and FSB Pro (I didn’t point to FSB Pro data, but copied values from FSB Pro Data directory to FSB Data directory). Also intrabar data was checked and is the same in both cases – 50 000. But here comes my additional observations:</p><p>When working with a strategy in FSB, I can chose to change Data Horizon values for loaded strategy, by, for example, moving the start date one day forward (in this case I used 2013-01-01 and moved it to 2013-01-02). This will immediately change both the Balance/Equity chart (in this case by shorting it with one day) but also will show the new value for “Date of beginning” in “Market Statistics” list (and the Intrabar Scanner opens a small window and reloads data values – strategy is recalculated). </p><p>It is no so in my working with FSB Pro. If I will load same strategy into FSB Pro and try to change the Time of beginning value in “MARKET/Data Horizon/Use start date limit” (by, for example, once again moving start date one day forward), the program will allow me to change the value in the “Data Horizon/Use start date limit” window, but after returning to the strategy I can read the old value shown in “Input Parameters” list – the “Time of beginning” date is not changed (and the Intrabar Scanner is not reloading data values as it did in FSB – strategy is NOT recalculated). I have yet to find how to change this behavior to similar in FSB.&nbsp; Forcing recalculation of the strategy with F5 key will not help.&nbsp; </p><p>Is it a correct behavior of FSB Pro? The behavior of FSB seems for me be more logical. Or I am missing something here.</p>]]></description>
			<author><![CDATA[null@example.com (Herd)]]></author>
			<pubDate>Tue, 08 Jul 2014 00:07:02 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/25609/#p25609</guid>
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			<title><![CDATA[Re: Differences in results of strategies developed with FSB and FSB Pro]]></title>
			<link>https://forexsb.com/forum/post/25608/#p25608</link>
			<description><![CDATA[<div class="quotebox"><blockquote><p>I will go back to my charts and numbers and, once again, recheck why there is difference between your results and my.</p></blockquote></div><p>What I did was to point FSB Data Directory to my FSB Pro data source. This guarantee that we are using same data.</p><p><a href="http://postimg.org/image/6iit0jiif/"><span class="postimg"><img src="http://s7.postimg.org/6iit0jiif/screenshot_459.jpg" alt="http://s7.postimg.org/6iit0jiif/screenshot_459.jpg" /></span></a></p><p><a href="http://postimg.org/image/cxhtx7p87/"><span class="postimg"><img src="http://s7.postimg.org/cxhtx7p87/screenshot_460.jpg" alt="http://s7.postimg.org/cxhtx7p87/screenshot_460.jpg" /></span></a></p><p>I also checked Data Horizon for both programs. FSB Pro can load up to 100 000 intrabar data, but the Free FSB up to 50 000. Set 50 000 intrabar limit in the FSB Pro to eliminate a possible difference.</p><p>Also I compared the account settings and the symbol settings.</p><p>Finally I saved the strategy with FSB Pro and opened it with FSB (You can use Copy / Paste also).</p>]]></description>
			<author><![CDATA[null@example.com (Popov)]]></author>
			<pubDate>Mon, 07 Jul 2014 22:47:35 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/25608/#p25608</guid>
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			<title><![CDATA[Re: Differences in results of strategies developed with FSB and FSB Pro]]></title>
			<link>https://forexsb.com/forum/post/25607/#p25607</link>
			<description><![CDATA[<p>Thank you for you prompt response and clarification of some issues. Your answer makes me understand better inner working of FSB. I will go back to my charts and numbers and, once again, recheck why there is difference between your results and my.</p>]]></description>
			<author><![CDATA[null@example.com (Herd)]]></author>
			<pubDate>Mon, 07 Jul 2014 22:39:35 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/25607/#p25607</guid>
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			<title><![CDATA[Re: Differences in results of strategies developed with FSB and FSB Pro]]></title>
			<link>https://forexsb.com/forum/post/25606/#p25606</link>
			<description><![CDATA[<p>And here the same strategy with reduced entry units to 1% in order to test the whole data series.</p><p>Also completely equal results:</p><p><a href="http://postimg.org/image/5rq2urg53/"><span class="postimg"><img src="http://s7.postimg.org/5rq2urg53/screenshot_458.jpg" alt="http://s7.postimg.org/5rq2urg53/screenshot_458.jpg" /></span></a></p>]]></description>
			<author><![CDATA[null@example.com (Popov)]]></author>
			<pubDate>Mon, 07 Jul 2014 22:13:27 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/25606/#p25606</guid>
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			<title><![CDATA[Re: Differences in results of strategies developed with FSB and FSB Pro]]></title>
			<link>https://forexsb.com/forum/post/25605/#p25605</link>
			<description><![CDATA[<p>I&#039;m receiving completely equal results in both programs.</p><br /><p><a href="http://postimg.org/image/s2dxuqdfb/"><span class="postimg"><img src="http://s7.postimg.org/s2dxuqdfb/screenshot_457.jpg" alt="http://s7.postimg.org/s2dxuqdfb/screenshot_457.jpg" /></span></a></p>]]></description>
			<author><![CDATA[null@example.com (Popov)]]></author>
			<pubDate>Mon, 07 Jul 2014 21:53:38 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/25605/#p25605</guid>
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			<title><![CDATA[Re: Differences in results of strategies developed with FSB and FSB Pro]]></title>
			<link>https://forexsb.com/forum/post/25604/#p25604</link>
			<description><![CDATA[<p>Please use a fixed lot for testing, no increase and no Martingale. These both can skew results.</p>]]></description>
			<author><![CDATA[null@example.com (Blaiserboy)]]></author>
			<pubDate>Mon, 07 Jul 2014 21:37:35 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/25604/#p25604</guid>
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			<title><![CDATA[Re: Differences in results of strategies developed with FSB and FSB Pro]]></title>
			<link>https://forexsb.com/forum/post/25603/#p25603</link>
			<description><![CDATA[<div class="quotebox"><blockquote><p>What is interesting, I will often (not always) get very different results under both tests.</p></blockquote></div><p>Such discrepancy is unacceptable.&nbsp; Both programs should give 100% equal results (except of the cases you are using some of the unique FSB Pro features or HTF indicators in FSB).</p><div class="quotebox"><blockquote><p>As I understand, indicators for FSB Pro has to be rewritten in some cases.</p></blockquote></div><p>This is not true. Both programs use absolutely equal indicators. </p><div class="quotebox"><blockquote><p>Another explanation is a possibility of “butterfly effect” – small changes in any parametric start condition will give large changes in end result.</p></blockquote></div><p>This is a good shot. A difference in the initial parameters is the most probable reason for the discrepancy. </p><p>...</p><br /><p>Can you attach the strategy file to test it.</p>]]></description>
			<author><![CDATA[null@example.com (Popov)]]></author>
			<pubDate>Mon, 07 Jul 2014 21:19:45 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/25603/#p25603</guid>
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		<item>
			<title><![CDATA[Differences in results of strategies developed with FSB and FSB Pro]]></title>
			<link>https://forexsb.com/forum/post/25602/#p25602</link>
			<description><![CDATA[<p>When I will develop a strategy (in FSB Pro or FSB) I will test it with the program I didn’t developed it with, i.e. if I developed a program with FSB Pro I will tested with FSB, and vice versa). Of course, I am testing with same historical period&nbsp; and all other parameters equal in both cases. What is interesting, I will often (not always) get very different results under both tests. </p><p>As the FSB have been under development under a longer period then FSB Pro, I probably should trust the results of FSB more. But the discrepancy, if it will appear, tells something and should be followed up. There is of course one thing which differs in both those cases – indicators. As I understand, indicators for FSB Pro has to be rewritten in some cases. But the question is still there – which version shows the correct results (but, of course, both results can be also erroneous). </p><p>Following up the different results can be helpful to find bugs in both programs. This strategy gives such results for the period from 2013-01-01 to (approximately) few days ago – other periods will give different results. </p><p>Another explanation is a possibility of “butterfly effect” – small changes in any parametric start condition will give large changes in end result. But this sensitivity is also an quality indicator – a strategy will only survive “out there” if it is robust, and not too sensitive to initial conditions. </p><p>Here follows an example of such strategy. This strategy gives different results for the period from 2013-01-01 to (approximately) few days ago – other periods will not behave in same way. I also used FSB Pro data downloaded from FSB Pro History Center. The strategy gives positive results under FSB (which I used to develop it with) and bad results in FSB Pro. I check controlling parameters in both programs (FSB and FSB Pro) throughout to be sure that they are exactly same. </p><p>Strategy name: EurUsd_1d_PivotPoints-SteadyBands<br />Forex Strategy Builder v3.8.0.0<br />Exported on: 2014-07-07 22:39:58</p><p>Description:<br />Automatically generated on 2014-05-29 16:22.<br />Out of sample testing, percent of OOS bars: 30%<br />Balance: 1934,98 EUR (2014-01-08 00:00&nbsp; Bar: 215)</p><p>Market: EURUSD 1 Day<br />Spread in points: 20,00<br />Swap Long in Points: 2,00<br />Swap Short in Points: -2,00<br />Commission per lot at opening and closing in Points: 0,00<br />Slippage in points: 0</p><p>Use account % for margin round to whole lots<br />Maximum open lots: 20,00<br />Entry lots: 3,00% of the account for margin<br />Martingale money management multiplier: 2,00</p><p>Intrabar scanning: Accomplished<br />Interpolation method: Pessimistic scenario<br />Ambiguous bars: 0<br />Tested bars: 350<br />Balance: <strong>39230 points (3193,98 USD)</strong><br />Minimum account: -1426 points (191,21 USD)<br />Maximum drawdown: 1426 points (108,79 USD)<br />Time in position: 97 %</p><p><strong><span style="color:#966">[Strategy Properties]</span></strong><br />&nbsp; &nbsp; &nbsp;A same direction signal - Does nothing<br />&nbsp; &nbsp; &nbsp;An opposite direction signal - Does nothing<br />&nbsp; &nbsp; &nbsp;Permanent Stop Loss - None<br />&nbsp; &nbsp; &nbsp;Permanent Take Profit - None<br />&nbsp; &nbsp; &nbsp;Break Even - None</p><p><strong><span style="color:#693">[Opening Point of the Position]</span></strong><br />&nbsp; &nbsp; &nbsp;<strong><span style="color:blue">Pivot Points</span></strong><br />&nbsp; &nbsp; &nbsp;<strong><span style="color:#066">Enter the market at the Pivot Point</span></strong><br />&nbsp; &nbsp; &nbsp;Base price&nbsp; -&nbsp; One day<br />&nbsp; &nbsp; &nbsp;Vertical shift&nbsp; -&nbsp; -512<br />&nbsp; &nbsp; &nbsp;Use previous bar value&nbsp; -&nbsp; Yes</p><p><strong><span style="color:#d63">[Closing Point of the Position]</span></strong><br />&nbsp; &nbsp; &nbsp;<strong><span style="color:blue">Steady Bands</span></strong><br />&nbsp; &nbsp; &nbsp;<strong><span style="color:#066">Exit long at Upper Band</span></strong><br />&nbsp; &nbsp; &nbsp;Smoothing method&nbsp; -&nbsp; Simple<br />&nbsp; &nbsp; &nbsp;Base price&nbsp; -&nbsp; Open<br />&nbsp; &nbsp; &nbsp;MA period&nbsp; -&nbsp; 30<br />&nbsp; &nbsp; &nbsp;Margin in points&nbsp; -&nbsp; 1539<br />&nbsp; &nbsp; &nbsp;Use previous bar value&nbsp; -&nbsp; No</p>]]></description>
			<author><![CDATA[null@example.com (Herd)]]></author>
			<pubDate>Mon, 07 Jul 2014 20:54:54 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/25602/#p25602</guid>
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