1 (edited by Popov 2013-03-16 14:52:03)

Topic: Goals from v2.77 Beta to v2.80 Release

- Additional Statistics to be always calculated. (concerning custom sorting ) - Done
- Additional Stats to expose stats parameters in numeric values.- Done
- Adding option for showing / hiding Red/Green balance lines from Balance chart.- Done
- Generator settings panels to be scrollable in case of more parameters.- Done. Settings reorganized.
- Adding of Minimum Profit Per Day limitations in Generator.- Done
- Adding Red / Green balance lines deviation percent limitations.- Done
- Fixing GUI when higher font size is used.- Done when scale is x1.50
- Building own FSB Launcher (like in FSB Pro)- Done
- Fixing issue with unchecked "Logical group" menu item.- Done. announced Criteria tab.
- Adding link to FSB Pro somewhere in UI.- Done
- Testing possibilities for incorporating FSB Pro custom indicators format. - Done. FSB uses FSB Pro format.
- Testing and fixing  all supported means of data import. (community help needed)
- Renewing of included historical demo data. (community help needed)
- Adding link to Strategy Repo- Done
- Fixing the language files with missing phrases (community help needed).

Milestone: 15th April 2013

Any suggestions are welcome.
Please remind me if I miss some confirmed bugs.

Re: Goals from v2.77 Beta to v2.80 Release

Additional Stats to expose stats parameters in numeric values.

- This will allow adding some params from Additional Stats to Accounts Stats table as Sharpe...
- Such parameters can be added to Generator limitations.

Re: Goals from v2.77 Beta to v2.80 Release

I'm experimenting with a new launcher for FSB now. I think to add a config file to it for starting options. It can be possible to send starting arguments to FSB.

Re: Goals from v2.77 Beta to v2.80 Release

From post one above  what does this refer to....

- Fixing the language files with missing phrases (community help needed).

where are those, perhaps I can help.

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: Goals from v2.77 Beta to v2.80 Release

Blaiserboy wrote:

From post one above  what does this refer to....

- Fixing the language files with missing phrases (community help needed).

where are those, perhaps I can help.


I ask for help the natural English speakers for error prof reading of English phrases and suggesting corrections.

Other translations (Russian, Spanish...) have to be also corrected. Not translated phrases to be translated.

You can use Language Tools from the View menu.

Re: Goals from v2.77 Beta to v2.80 Release

What do you think to rename "Limitation" panel in Generator to "Criteria" or something other.

Limitations has some negative meaning for something that cannot be achieved.

Re: Goals from v2.77 Beta to v2.80 Release

the nearest word are  Conditions Or Filters Or preferences

Others

1- Simulations Conditions
2- simulation Variables
3- strategy rules
4- strategy properties
5- ٍstrategy Criteria s

8

Re: Goals from v2.77 Beta to v2.80 Release

Popov wrote:

What do you think to rename "Limitation" panel in Generator to "Criteria" or something other.

Limitations has some negative meaning for something that cannot be achieved.

I think 'criteria' is a better meaning, as we need the generated strategy to pass particular criteria before they are passed into the Top 10 list.

Re: Goals from v2.77 Beta to v2.80 Release

I'll add a Benchmark to Generator. It will be useful for comparing different machines and also FSB and FSB Pro multithread Generator.

benchMark = K*calculations / (numberOfBars*indicatorComponents*timeSeconds);

by using this formula I want to compensate difference in the number of data bars and the strategy complexity.
This benchmark will be shown on generator screen and will be update during the generation.

10 (edited by Popov 2013-05-04 06:47:02)

Re: Goals from v2.77 Beta to v2.80 Release

Additional goals for the next release:

- fix crash when custom indicator doesn't have parameterless constructor. - Done
- fix automatic set of CustomIndicator = true; - Done
- fix properly set of indicator types (groups in indicator list) - Done
- unify FSB and FST indicators - Done
- overriding of internal indicator with a custom one with the same name. - Done
- writing documentation about custom indicators code structure

Re: Goals from v2.77 Beta to v2.80 Release

fantastic work

other features will be fantastic :

1- separate numerical values into groups  period  group and shift group

2- control the numerical value range '' force the generator to search numerical values in ranges '' ex:  from 1 to 10  moving average value ....etc

Re: Goals from v2.77 Beta to v2.80 Release

1- separate numerical values into groups  period  group and shift group

I do not understand exactly what you mean. Can you explain further?

2- control the numerical value range

This will be possible bay making "Generator set" of custom indicators that will overwrite the main indies. Overwrite option will be added. We can make a "community" set of indicators with reduced (optimized) params for the Generator.

...

I compared all FSB and FST indicators and found out differences in 6 indicators:

Data Bars Filter
Date Filter
Day Closing 2
N Bars Exit
Trailing Stop
Week Closing 2

Because I want to unify FSB and FST indicators, I'll add a new parameter "IsBacktester". It will be set to "true" for FSB and to "false" for FST. In that way, the indicators will check the environment and will apply the proper behavior.

Re: Goals from v2.77 Beta to v2.80 Release

Popov wrote:

1- separate numerical values into groups  period  group and shift group

I do not understand exactly what you mean. Can you explain further?

if only use default numeric param checked in  so generator will use one value for indicator  '' 14 for example'' , and one shift value '' 0 by default''  which is fine  BUT

if use only default numeric param not checked  so it will use any value from ''1-200'' for indicator value , and ''1-200'' for shift values 

My idea is to have the control over both groups separate  to be

only use default indicator param'' checked or not checked''

only use default shift param '' checked or not checked''

Is that possible !!

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Re: Goals from v2.77 Beta to v2.80 Release

only use default shift param '' checked or not checked''
Is that possible !!

It is possible, but I prefer to leave it unchanged.
This behavior will be easily achieved when I make overriding of default indicators by custom ones.
We can make a set of all indicator whit parameters limits optimized for the Generator.

15

Re: Goals from v2.77 Beta to v2.80 Release

I'd like to slip another change into the next release if possible (a GitHub pull request has been sent).

The change is to be able to use 'Maximum Consecutive Losses' as criteria in the generator.

http://s21.postimg.org/4ufga35sz/MCL.jpg

The value is also reported in 'Overview' when Additional Statistics is enabled.

ab

Re: Goals from v2.77 Beta to v2.80 Release

it will be a nice add

Re: Goals from v2.77 Beta to v2.80 Release

Also Adding a filter :

1- ( longest interval off market / total time off market )

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Re: Goals from v2.77 Beta to v2.80 Release

also time off : total period    OR    time in market: total period    OR   off:in

Re: Goals from v2.77 Beta to v2.80 Release

I'd like to slip another change into the next release if possible (a GitHub pull request has been sent).
The change is to be able to use 'Maximum Consecutive Losses' as criteria in the generator.

Yes, thank you. 'Maximum Consecutive Losses'  is a must.
I see, I have added it in FSB Pro.

I already prepared next beta with the final shape of custom indicators model, but I'll add this option also.

...

Ahmed, we can add unlimited number of stats and criteria, but I have to finish this release at some time. Lets leave these features for FSB  Pro where a user can add custom stats.

...

As I said above I finished with the new model of custom indicators implementation. I have to make some additional tests before the release and the most important, to apply the new model to FST also.

I'll publish FSB Beta soon and later this week FST Beta. My goal is to have a single indicators model that will work (copy/paste) as original and custom indicators in FSB, FST, FSB Pro and FST Pro.

20 (edited by ab 2013-05-06 23:47:08)

Re: Goals from v2.77 Beta to v2.80 Release

Popov,

As a concept for work after this current release, how would you feel about the introduction of a script-style criteria filter for addition to the generator (rather than continually adding additional criteria)?

I believe that I could build a simple script parser that could be used to provide a customised criteria for those who need it, while keeping the UI fairly simple.

This would (conceptually) allow us to provide an input such as:

(MaxConsecutiveLosses < 7 AND CalmarRatio > 0.75) OR SystemQualityNumber > 2.5

This would likely be another external DLL file (similar in operation to the Custom Analytics) file, and would allow for any number of criteria to be added without the need to continually change the application UI.  The FSB code would be fairly simple as we would just be looking for a true/false back from the parser, and the implementation would just be a text box at the bottom of the criteria control.

ab

Re: Goals from v2.77 Beta to v2.80 Release

I was offline for several days and hold the work on FSB but now I'm ready to continue.

There are several breaking through features that will make FSB a great program

- automatic data update/download/sinc...
- addon system that allows third party modules
- direct trading to a broker server

I personally think that most important from these is the addon system. If done properly, it will allow other two features and many more to be added externally.

It's easy to make an interface to a specific extension, but honestly I don't have the knowledge to implement a full featured expansion system like in some popular games where third party addons add maps, heroes, items, behaviors...

If some of you has an idea how it works or where I can start reading for it or who to hire to do this I'll be extremely thankful.

EDIT

I see several games are using Lua. I'll see how it can be implemented in a .NET program.