Forex Software — Filter non-linear balance pattern

Re: Filter non-linear balance pattern

null@example.com (Popov) — Sat, 09 Jun 2018 09:49:42 +0000

Explored the reported problem. It appeared that the strategy records come to the Collection with preset Acceptance Criteria status. The Collection itself cannot recalculate all strategies as EA Studio can and cannot update the strategy status once they are added. However, and workaround is possible as ever

Here is how you can re-validate the Collection content in two steps.
1. Save the Collection to a file and release it from the FSB pro memory.
2. Calculate the complete Collection file with the Multi Tester

Now you can switch on the "Strategies fulfill the Acceptance Criteria" option in the Collections page. It will hide the strategies that do not pass.

Re: Filter non-linear balance pattern

null@example.com (geektrader) — Thu, 12 Apr 2018 08:25:37 +0000

Independent from this bug which still seems to be there, I have created my own version of a more meaningful balance line deviation calculation now, here it is for download: https://forexsb.com/forum/post/50155/#p50155

Re: Filter non-linear balance pattern

null@example.com (Popov) — Mon, 12 Mar 2018 07:48:41 +0000

Thank you for reporting this problem again. I added it to my ToDo list.

Re: Filter non-linear balance pattern

null@example.com (geektrader) — Mon, 12 Mar 2018 04:40:32 +0000

Wow, this bug is STILL not fixed, almost exactly 2 years after I had reported it! I´ve been showing FSB Pro to a friend today and was sure this was fixed meanwhile as it is a critical point, but still the "Strategies fulfil Acceptance Criteria" is being ignored for strategies in the Repository. It works during generating strategies, but still broken for the Repository and not just for the "Filter non-linear balance pattern", but also all other items. For example, go and raise the "Minimum count of trades" in Control Panel -> Acceptance Criteria to 1 million(!), then go back to the Repository and see that it filters out nothing still, although none of my strategies has 1 million trades!

I was very disappointed to see that this bug still exists after 2 years, this doesn´t make a good impression on the software at all and my friend who was ready to purchase it, decide to not do so after seeing this kind of slowness / ignorance on obvious bugs on functionality that he needs to work. That´s rather sad for everyone involved. Hope you will change your business practices in the future, Popov, not fixing a bug for 2 years is a clear killer for potential new customers, as you can see.

Re: Filter non-linear balance pattern

null@example.com (geektrader) — Sun, 28 May 2017 21:51:08 +0000

Popov wrote:

You are right. It looks like the Non-liner balance pattern doesn't work for the Collections. I'll check it.

I am just trying the latest version on my new computer and noticed that this sitll does not seem to be fixed after over a year since I´ve reported this bug? The non-linear balance pattern works fine for strategy generating, but has no effect if used within the "Collections", although "Strategies fulfil Acceptance Criteria" is set there. Can you please fix this?

Re: Filter non-linear balance pattern

null@example.com (geektrader) — Mon, 14 Mar 2016 21:37:17 +0000

Thanks. I´ve been trying hard, but can´t seem to get it to work there. Then again it might be another fault I am doing that I am missing. But good to hear you are looking into it.

Re: Filter non-linear balance pattern

null@example.com (Popov) — Mon, 14 Mar 2016 21:05:03 +0000

You are right. It looks like the Non-liner balance pattern doesn't work for the Collections. I'll check it.

Re: Filter non-linear balance pattern

null@example.com (geektrader) — Mon, 14 Mar 2016 18:47:32 +0000

Hi Mr. Popov,

I´ve tried to change the filter to 1% in the strategy repository to filter strategies that don´t match the non-linear balance pattern AFTERWARDS. I´ve checked "Strategies fulfil Acceptance Criteria", and set the filter to 1%, still it filters nothing in the repository. It seems like the filter has no effect in the repository on already generated strategies at all, even if the "Strategies fulfil Acceptance Criteria" is checked. Can you confirm this as a bug?

Re: Filter non-linear balance pattern

null@example.com (geektrader) — Fri, 11 Mar 2016 10:45:16 +0000

Yes, filter could be renamed to "Filter non-linear equity curve pattern" and be based on net profit instead of balance. That would be nice and not confusing anymore and we can change the account balance in the settings and can still keep the same % for the filter, as it will not be affected by the initial balance anymore.

Re: Filter non-linear balance pattern

null@example.com (hannahis) — Fri, 11 Mar 2016 10:30:36 +0000

I agree, can we have another type of non-linear filter that measures deviation from the ideal linear graph, it would be useful to search for stability and consistency in EA's performance.

As a layman (without referring to the guide), I would have made the same assumption as Geektrader too.

Re: Filter non-linear balance pattern

null@example.com (geektrader) — Fri, 11 Mar 2016 10:10:05 +0000

Yes, I see that, but why not just use the net profit / equity growth of the strategy gains instead of the whole account balance? This would make the filter independent from the initial balance the user sets in the account settings.

Re: Filter non-linear balance pattern

null@example.com (Popov) — Fri, 11 Mar 2016 09:57:11 +0000

It is described in the Acceptance Criteria article in the user guide.

The balance line pattern and the Net profit are completely different criteria that can work together. This is the exact example in the guide.

Re: Filter non-linear balance pattern

null@example.com (geektrader) — Fri, 11 Mar 2016 09:37:51 +0000

OK, great, but not everyone is a coder here I guess and it should be documented how this filter works. Maybe you could also simply change it to use the net profit of the strategy instead of the balance for the next update? Would make a lot more sense, since it wouldn´t be affected by balance changes the user might do in the account settings and then wonder why the filter out of sudden doesn´t filter anymore like it did before with another initial balance.

Re: Filter non-linear balance pattern

null@example.com (Popov) — Fri, 11 Mar 2016 09:27:50 +0000

The balance line pattern has no connection with the profit.
You can see the formula in the AccountStatistics.cs file at "C:\Program Files\Forex Strategy Builder Pro\User Files\Code" folder.

private double CalculateMaxSmoothBalanceDeviationPercent(IBacktester backtester)
{
    var firstBar = backtester.Strategy.FirstBar;
    var bars = backtester.DataSet.Bars;
    const int checkPoints = 100;
    var netBalance = NetMoneyBalance;
    double startBalance = backtester.Profile.InitialAccount;
    double maxDeviationPercent = 0;

    for (var i = 1; i <= checkPoints; i++)
    {
        var bar = (int) (firstBar + i*((bars - firstBar)/(checkPoints + 1.0)));
        var checkPointBalance = backtester.MoneyBalance(bar);
        var targetBalance = startBalance + i*(netBalance - startBalance)/(checkPoints + 1.0);
        var deviationPercent = Math.Abs((targetBalance - checkPointBalance)/targetBalance);
        if (maxDeviationPercent < deviationPercent)
            maxDeviationPercent = deviationPercent;
    }

    return maxDeviationPercent;
}

Re: Filter non-linear balance pattern

null@example.com (geektrader) — Fri, 11 Mar 2016 08:56:04 +0000

Uh? You calculate that from the BALANCE instead of the net profit of the actual strategy? That makes kind of few sense to me to be honest. We want to have a stable equity growth of the NET Profit of the strategy in my opinion, since we want to measure the strategy, not the overall balance growth as changing the initial deposit in the account settings would then also always affect that filter (which it does as I see).

I honestly never saw the stability calculated on the balance in any kind of trading platform. But OK, good to know you do it that way, it´s documented nowhere from what the deviation is calculated, so how should I know? If I´d have known this, I would have stick to the "facts". Should I report further bugs / strange findings or is this stealing to much of your time?