226

Re: FSB Wish List - Requested features

My propositions for upgrades:

- Cumulative Take Profit / Stop Loss measured either in pips or in cash instead of static TP/SL.
- Stop Orders and Limit Orders (OCO would be extremelly useful as well).
- Inter-pair trading which would enable arbitrage between two or more currencies/cfd's.

and as an addition:

Level II trading based on order book (not sure whether its possible to implement in FSB).

227

Re: FSB Wish List - Requested features

ldnfx wrote:

Inter-pair trading which would enable arbitrage between two or more currencies/cfd's.

This would be a very interesting feature, which may be possible in the future based on some of the work that is currently underway with the 'exp' version of the code, as it may be possible to have two FSB 'projects' that run on different data but communicate with one another.

ldnfx wrote:

Level II trading based on order book (not sure whether its possible to implement in FSB).

I don't believe that this is possible as there is no concept of an order book within MT4, so even if we were to artificially produce some type of Level II data for backtesting (say using a 3rd party data source), there would be no way to reproduce the logic in realtime.

228 (edited by ldnfx 2012-06-24 23:12:07)

Re: FSB Wish List - Requested features

ab wrote:
ldnfx wrote:

Inter-pair trading which would enable arbitrage between two or more currencies/cfd's.

This would be a very interesting feature, which may be possible in the future based on some of the work that is currently underway with the 'exp' version of the code, as it may be possible to have two FSB 'projects' that run on different data but communicate with one another.

ldnfx wrote:

Level II trading based on order book (not sure whether its possible to implement in FSB).

I don't believe that this is possible as there is no concept of an order book within MT4, so even if we were to artificially produce some type of Level II data for backtesting (say using a 3rd party data source), there would be no way to reproduce the logic in realtime.

I recommend the following article http://www.fxopen.com/ecnforextrading.aspx
It seems that somehow they managed to artificially create Level II data and implement it into their MT4 system. From my information several other brokers are also considering this feature.
Finally, it will be fully avaible in MT5.

Thanks,

Re: FSB Wish List - Requested features

If I click on a bar in the Journal I would like to see a vertical line appera on the Balance / Equity chart to show it's position .

Re: FSB Wish List - Requested features

sharpe ratio criterium in the limitations of the generator.
thomas

Re: FSB Wish List - Requested features

tnickel wrote:

sharpe ratio criterium in the limitations of the generator.
thomas

It's already included!

http://forexsb.com/wiki/fsb/manual/overview

Re: FSB Wish List - Requested features

Hi footon,
yes,
but I need sharp ratio as parameter in the generator.
See picture.
thomas


http://s9.postimage.org/kz7p4gom3/sharp_Ratio.jpg

Re: FSB Wish List - Requested features

Yep, my misunderstanding.

Re: FSB Wish List - Requested features

Hi,
tickdata support for Metatrader tickdata will be a good feature.

For example:
After  generation a strategie in FSB in M5 Timeframe I test this strategie on demoaccount in Metatrader.
But the trades are not exactly the same (possible the indicatores are bad or there is a bug in the FSB ?)
In M5 timeframe I got a time difference of 3 or 4 minutes.

I want to compare the backtest in FSB is exactly the same in Metatrader.

To do this I need the real tickdata of metatrader of my demoaccount.

I have this tickdata in the format:

Time,Ask,Bid,Volume
2012.08.31 08:35:47,1.25055,1.25041,1145
2012.08.31 08:35:47,1.25059,1.25045,1
2012.08.31 08:35:48,1.25064,1.2505,2
...
It will be good if FSB can import this Tickdata and use this data in his backtest.

Tickdata for Ducascopy is available at the moment. It will be good if this feature will be improved for any tickdataformat.

thomas

http://s16.postimage.org/rklzikbyp/compare.jpg

235

Re: FSB Wish List - Requested features

FSB is just great. Though i still have a problem with it wink It is not with FSB i just spent too much time working on strategies and now i am flooded with hundreds of strategies i made. I need to reevaluate each of them but i can't simply open each single one write the results and continue with another.
Is there some automatization like script or .bat file which will open strategy caclualte the results, write them to file and open next strategy ion folder?

Thanks in advance.

Re: FSB Wish List - Requested features

Be able to set the available trading hours for strategy generation. An example is to place trades between 3pm Sunday (EST) - 4PM Friday (EST). or set the available trading hours for each day of the week.

Sunday: 3PM - 12AM
Monday: 12AM - 12AM
Tuesday: 12AM - 12AM
Wednesday: 12AM - 6PM (just an example)
Thursday 12AM - 12AM
Friday 12AM - 4PM
Saturday 0 hrs.

I think this would be nice as a setting and not an indicator.

My problem is: Oanda used to be available for trading 24/7 and recently made the switch to only being able to trade  3pm Sunday (EST) - 4PM Friday (EST). This doesn't work with being able to backtest any strategies. I have read all of the posts on exits ( ie  http://forexsb.com/forum/topic/3048/how-to-force-positions-closed-at-2100-gmt-andor-week-close/ , forexsb.com/forum/topic/2228/day-of-week-exit/ ) and still do not have anything that helps me completely.

My latest attempt was using Entry Time and Day of Week Indicators  for every day of the week and attaching that to each opening logic condition with logical groups. I reach the max of 8 conditions quickly and it really isn't a good workaround.

I think this feature would be really helpful for a lot of different users. (ie Krog stops trading on Thursdays :-).

Re: FSB Wish List - Requested features

I will create a custom indicator and post it that will implement this behavior.

Re: FSB Wish List - Requested features

Would be great to set a win loss ratio instead of Permanent Stop loss and permanent Take profit.

For instance : 2/1 ratio instead of 200TP/100SL Pips as the pip number is perhaps not optimised for the strategy

Re: FSB Wish List - Requested features

It would be really nice if the Strategy Generator would build a single strategy over multiple markets, where each market is different.

To make it really robust and not too sensible to price variations, similar to what is discuss in the following article:

http://www.adaptrade.com/Newsletter/NL-MultiMarket.htm

Re: FSB Wish List - Requested features

I also would like to have such feature.



tnickel wrote:

Hi footon,
yes,
but I need sharp ratio as parameter in the generator.
See picture.
thomas


http://s9.postimage.org/kz7p4gom3/sharp_Ratio.jpg

Re: FSB Wish List - Requested features

Also I would like to have option to see regressed net profit (value of regression line of profit, not profit value).

Re: FSB Wish List - Requested features

Sorry for spamming, but for me also this future would be useful.

Superluz wrote:

It would be really nice if the Strategy Generator would build a single strategy over multiple markets, where each market is different.

To make it really robust and not too sensible to price variations, similar to what is discuss in the following article:

http://www.adaptrade.com/Newsletter/NL-MultiMarket.htm

243 (edited by angat 2012-10-22 10:39:05)

Re: FSB Wish List - Requested features

1. The generator window can be maximised.

2. Run the strategy on various pairs at the same time, with one chart showing the profit line of each pair.

3. Top 10 generated strategies of all time feature.

4. A way to download history data from metatrader (or other source)

Re: FSB Wish List - Requested features

I would like to set position size based on ATR indicator or SL distance in that way to reduce potential loss of each transaction to e.g. 2% (When we reach stop loss or the price moves e.g. 2*atr, then we will lose 2% of capital)

Re: FSB Wish List - Requested features

To generlize my previous enhancement - it could be good to customize position size like we can do it with e.g. logic conditions.

Re: FSB Wish List - Requested features

Yet another enhancement from me:
I would like to have in statistics average time of the position opened.

247

Re: FSB Wish List - Requested features

kazik1616 wrote:

Yet another enhancement from me:
I would like to have in statistics average time of the position opened.

This is ambiguous when adding or reducing.

248

Re: FSB Wish List - Requested features

Perhaps an option to do the opposite of what every indicator is selected. i.e. a NOT function.

e.g. if inside bar is selected and the NOT option checked...its wont look for setups including inside bars.

Re: FSB Wish List - Requested features

angat wrote:

Perhaps an option to do the opposite of what every indicator is selected. i.e. a NOT function.

e.g. if inside bar is selected and the NOT option checked...its wont look for setups including inside bars.

Use opposite logic (rises vs falls) or not use the indi.

Re: FSB Wish List - Requested features

Hi!
FSB is really great! Thanks for it.
The question/wish - is multithreading still hard to implement? That would be very helpful feature.