1 Topic by Popov (edited by Popov 2012-08-01 21:07:47)

  • Popov
  • Popov
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Topic: Forex Strategy Executor

Forex Strategy Executor is a new project I just started.

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

It will be a very simple FST designed to trade multiple strategies in a single window.

Main features:
  * trading multiple strategies.
  * minimum system requirements.
  * using same Expert and dll as FST.
  * fully compatible with FSB and FST.
  * each strategy will run in a separate thread and will not affect the other strategies.
  * The strategies must be prepared with FSB or FST befor loading;
  * Currently will not be possible to edit a strategy. Later we can add this feature.

We have in Strategy Control panel:
  * Button for showing Strategy Overview;
  * Strategy Name label;
  * Connection ID settings box;
  * Symbol and Period info for current connection;
  * Start / Stop auto trading button;
  * Tick info: Time, Bid, Ask;
  * Connection status icon;
  * Button for closing the strategy
  * (Eventually will add button for editing the strategy)

I'll try to make a beta version until the end of August.

I need help with organizing multithreading containers for holding and trading the strategies. If you are experienced in that matter, please  help.

Wiki: http://forexsb.com/wiki/fse/start
GitHub: Code removed

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  • togr
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Re: Forex Strategy Executor

I can't wait to see it working,
i had to rent expensive VPS otherwise to run those 30 strategies and 30 FST at once wink

  • Popov
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Re: Forex Strategy Executor

I decided to add ability for editing a strategy in the program. Also journals will be separated in different tabs.

Program will save used strategies and connection IDs for fast opening at startup.

The image in the first post was updated.

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  • From: Germany
  • Registered: 2010-12-18
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Re: Forex Strategy Executor

Popov, because the different orders executions between FSB and FST I wish to ask you:

is it not possible to combine FSB and FST and to make only one software?

The ideea is, FST to be FSB and viceversa and to use the same algoritm in order to create strategies and to make orders in MT4.

  • Popov
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Re: Forex Strategy Executor

is it not possible to combine FSB and FST and to make only one software?

That's what I'm doing. Next major FSB will be able to run and trade multiple strategies.

I worked 2 months on rewriting FSB in WPF .NET 4, but dropped it. For now I'll keep .NET 2.

First I'll try to make this Strategy Executor running.
Next I'll continue working on FSB exp branch.

When we are sure FSB and FST work well with multiple strategies, I'll combine them in a single product.

Together with that I'll try to make strategies using different periods and symbols in FSB. That's will be easier part. Later we have to make FST trading such strategies.

Finally we'll have a single product for building, backtesting and trading strategies. Also Data feeds will update the historical prices and backtester data will be synchronized  with the trader.

Popov, because the different orders executions between FSB and FST

Algorithms in both programs are different but do the same thing. With favorable condition, trading and backtesting results will be equal.

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  • From: Poland
  • Registered: 2011-04-28
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Re: Forex Strategy Executor

Wow, that`s excellent news. What`s the target date for this merged version?

  • Popov
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Re: Forex Strategy Executor

I'll do my best to provide Strategy Executor till the end of August.
After that I'm starting my next voyage. I'll work on Better, asynchronous, multistrategy FSB.
Realistically it can be finished till next February or March.

Applying model from the new FSB to Executor and testing will take 1-2 months.
Merging both programs another 1 month.
Providing and testing data feed to backtester also 1 month.

Therefore, next summer we can expect Tester and Trader for multiple strategies in one application.

After that we can connect the program to MT5.
Later we can try to connect the program directly to the market feeds for receiving data and trading (via some broker most probably) but without third party software as MT.

So finally, we have to make the best platform for building strategies and autotrading.

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  • jgp
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Re: Forex Strategy Executor

so, Master Popov, you do all this wonderful high-tech Forex stuff as one of your hobbies, like Karate, etc.  in real life you're a Bulgarian Chief Engineer on a seagoing cargo ship.  No offense intended, but have you considered selling your story to Hollywood?  I know a guy who assesses and can 'greenlight' scripts.  Maybe we can even get George Clooney to star.

  • From: Germany
  • Registered: 2012-02-17
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Re: Forex Strategy Executor

Hi,
can I see Slippage and Spread in the logfile of the ForexStrategyExecutor ?

thomas

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10 Reply by tcanuto (edited by tcanuto 2012-10-03 21:37:05)

  • From: Brazil
  • Registered: 2012-04-12
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Re: Forex Strategy Executor

And I thought that was fine with 2 third EAs paid construction. If I had known the FST and the FSB before buying them, would have invested more time in it! The best program for construction, testing and optimization of EAs I've seen! And the best thing is free!

Success to all!

  • Registered: 2012-10-08
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Re: Forex Strategy Executor

Hows the FSE coming along?

  • serfel
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Re: Forex Strategy Executor

Hello, Miroslav! In advance I apologize for my English. What will you tell about such decision?

http://depositfiles.com/files/yda8n2bpn

It will be necessary to alter a little, of course, "Data" (to transfer to separate structure of Data.ConnectionID, Data.Strategy.StrategyName, Data.StrategyName) and a configuration to divide into the general and containing information on each added strategy, and also, to transfer to the loading module from Action loading of indicators and the same general things, but, such changes will keep compatibility with FST and will not take a lot of time. The UserInterface\BaseForm form with bookmarks is added and Actions is a little changed.

  • serfel
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Re: Forex Strategy Executor

I understood, not everything is so simple...

  • serfel
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Re: Forex Strategy Executor

I solved a problem of association of several Trader's in one appendix. They do not disturb each other and trade in different streams. Strategy are remembered and at start are restored in different tabpages. But, it was necessary to change the Trader's and Builder's code a little. namespace is changed. Files of languages from Trader and Builder are incorporated and files of configurations are incorporated too. And also, in one of tabpages I placed Builder. And also, Trader and Builder remained in the form of separate files.

  • togr
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Re: Forex Strategy Executor

serfel wrote:

I solved a problem of association of several Trader's in one appendix. They do not disturb each other and trade in different streams. Strategy are remembered and at start are restored in different tabpages. But, it was necessary to change the Trader's and Builder's code a little. namespace is changed. Files of languages from Trader and Builder are incorporated and files of configurations are incorporated too. And also, in one of tabpages I placed Builder. And also, Trader and Builder remained in the form of separate files.

Hi,

i do not want to bother you guys, you are doing great job, so just a suggestion wink Can you fix the bug with martingale when you are rewritting the code for FST=> Executor?
Thanks indeed.

  • footon
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Re: Forex Strategy Executor

togr wrote:

Hi,

i do not want to bother you guys, you are doing great job, so just a suggestion wink Can you fix the bug with martingale when you are rewritting the code for FST=> Executor?
Thanks indeed.

How do you plan to fix the bug when the developer said there's no solution in sight yet?

  • togr
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Re: Forex Strategy Executor

footon wrote:
togr wrote:

Hi,

i do not want to bother you guys, you are doing great job, so just a suggestion wink Can you fix the bug with martingale when you are rewritting the code for FST=> Executor?
Thanks indeed.

How do you plan to fix the bug when the developer said there's no solution in sight yet?

I am not programmer so i can't tell.
my point was if the guys are rewritting the code it might require less effort to do it at aonce.

  • From: Poland
  • Registered: 2011-04-28
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Re: Forex Strategy Executor

Hi Mr Popov.
I would like to try FSE, I download it from GIT, and it compiled fine.
But it`s missing necessary to run config files - like for example 'Strategies.xml'

Where could I get them?

Thanks in advance!

19 Reply by togr (edited by togr 2013-04-11 16:23:10)

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Re: Forex Strategy Executor

Hi Mr Popov.

I cannot contribute to development as I quit programming at the university. However i was able to create and finance the project on Guru.com to fix the bug when FST did not correctly calculate trade size when using martingale.

Pls find the fixed code attached and after testing incorporate it in the fst. It works as far as i can tell, the main difference is the martingale in FST need to be set to 1 and you are setting it directly in expert in mt4.

Thanks!

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v3MT4-FST Expert Martingale.mq4 84.61 kb, 10 downloads since 2013-04-11 

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  • Popov
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Re: Forex Strategy Executor

Thank you togr.

This solution searches the MT history and checks closed orders profit. It adds to multiplier when an order is closed at a loss. It may work on single orders, but may fail on adding.
If a position is formed by multiple additions, FST sees it as a single position but MT4 sees it as multiple single orders. When such position is closed, some of it forming orders may be closed at loss despite the fact the aggregate position is on profit. In such a case this solution will increase the multiplier for a single losing forming order.

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  • togr
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Re: Forex Strategy Executor

Popov wrote:

Thank you togr.

This solution searches the MT history and checks closed orders profit. It adds to multiplier when an order is closed at a loss. It may work on single orders, but may fail on adding.
If a position is formed by multiple additions, FST sees it as a single position but MT4 sees it as multiple single orders. When such position is closed, some of it forming orders may be closed at loss despite the fact the aggregate position is on profit. In such a case this solution will increase the multiplier for a single losing forming order.

I know it is simple hack smile But at least it should work for strategies without add/reduce trade size.
For pure martinagle strategy is should be enough

  • From: Italy
  • Registered: 2013-02-27
  • Posts: 28

Re: Forex Strategy Executor

how to install FSE? ?

many thank's smile

  • Registered: 2013-04-02
  • Posts: 4

Re: Forex Strategy Executor

Just setting martingale value in MQ4 level for a fix did sound quick and "dirty" 8) I would think at least an OrderSelect on Select_By_Ticket to check order status followed by more work in FST should be done. But I do not crazy about martingale and do not use it. Not really in good position to commend...

My real question is "Is ForexStrategyExecutor still supported?" I know the new FSB Pro can also do multiple strategies but ForexStrategyExecutor requires less resources on my very limit env.

thanks

togr wrote:

Hi Mr Popov.

I cannot contribute to development as I quit programming at the university. However i was able to create and finance the project on Guru.com to fix the bug when FST did not correctly calculate trade size when using martingale.

Pls find the fixed code attached and after testing incorporate it in the fst. It works as far as i can tell, the main difference is the martingale in FST need to be set to 1 and you are setting it directly in expert in mt4.

Thanks!

  • Popov
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Re: Forex Strategy Executor

Forex Strategy Executor is abandoned. It will not be resumed since FSB Pro provides its full functionality.

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