1 (edited by togr 2012-09-13 08:48:53)

Topic: Number of bars in FST

Hi,
I found i have to increase the number minimum of bars in FST especially for strategies with any WTF indicator. When i did so (e.g. 400 bars to 30000 also other indicators values have changed.
How did this affect the trade execution? What number of bars should i enter so FST does behave the same as FSB?

Thank you guys!

Re: Number of bars in FST

It depends on the indicators you use. For 400 bars must be enough for the standard indicators. For other indicators like WTF, number of bars depends on the periods you use. You have to adjust the limit until FST indicators show same values as in FSB.

Re: Number of bars in FST

Popov wrote:

It depends on the indicators you use. For 400 bars must be enough for the standard indicators. For other indicators like WTF, number of bars depends on the periods you use. You have to adjust the limit until FST indicators show same values as in FSB.

Do you think it would be a big difference when i test strategy in FSB with  100 000 bars
and that run it in FST with 400 bars? Let's assume standard indicators only.
i can see indicator values is cahnging slightly when i increase bars in FST 400 - 1000 for example.
Would it be best to use maximum bars possible - this is not limited by FST but number of bars in MT4.
Sometimes i can't load more than 1000 bars daily timeframe - there are not enough bars in MT4.

Re: Number of bars in FST

It depends on the indicators. Exponential MA and other indicators that uses their previous values for calculation change slightly when we change number of bars. Also we have to be careful with indicators with very small threshold (Oscillator of indicators with near period) where the rounding may make a difference.

You can test how indicators behave on changing bar count with FSB. Use Data Horizon and look for changing in signals.

I thought to make a tool that checks the smallest count of necessary bars for an indicator, but now I'm busy with FSB v3.

Re: Number of bars in FST

Popov wrote:

It depends on the indicators. Exponential MA and other indicators that uses their previous values for calculation change slightly when we change number of bars. Also we have to be careful with indicators with very small threshold (Oscillator of indicators with near period) where the rounding may make a difference.

You can test how indicators behave on changing bar count with FSB. Use Data Horizon and look for changing in signals.

I thought to make a tool that checks the smallest count of necessary bars for an indicator, but now I'm busy with FSB v3.

I am usually testing strategies in FSB with like 100 000 bars so I assume to get similar results in FST i need to use maximum bars possible, is that right? Or don't i understand the logic?

Re: Number of bars in FST

Each indicator uses different number of bars to show a value.
For Example 50 SMA needs 50 bars. Fractal needs 5-7 bars, MACD  26,12,9 needs 26 bars. Also several bars are needed for the logical condition (normally 2-3 bars).
PivotPoints on Daily basis need bars for 2 days. If we use 5 min chart we need 576 bars (2*24*60/5).

However, some indicators uses their previous values to calculate the current value. Such indicator is Exponential MA. Theoretically EMA uses all bars from data series. You have to decide how much bars to load depending on the EMA parameters.

Another case are WTF indicators. They need bars to cover the bars from selected time frame. They also depends on the periods and the difference between main time frame and WTF indicator time frame.

FSB  calculates the minimum required bars for the standard indicators. You can calculate that number as a difference between Number of Data Bars and Tested Bars.

Here Required Bars are 41 = 5715 - 5674

http://i.imgur.com/BSnot.png

Re: Number of bars in FST

Popov wrote:

Each indicator uses different number of bars to show a value.
For Example 50 SMA needs 50 bars. Fractal needs 5-7 bars, MACD  26,12,9 needs 26 bars. Also several bars are needed for the logical condition (normally 2-3 bars).
PivotPoints on Daily basis need bars for 2 days. If we use 5 min chart we need 576 bars (2*24*60/5).

However, some indicators uses their previous values to calculate the current value. Such indicator is Exponential MA. Theoretically EMA uses all bars from data series. You have to decide how much bars to load depending on the EMA parameters.

Another case are WTF indicators. They need bars to cover the bars from selected time frame. They also depends on the periods and the difference between main time frame and WTF indicator time frame.

FSB  calculates the minimum required bars for the standard indicators. You can calculate that number as a difference between Number of Data Bars and Tested Bars.

Thank you very much now i can clearly see number of bars needed as the difference in FSB.
Here Required Bars are 41 = 5715 - 5674

http://i.imgur.com/BSnot.png