Topic: Difference between v2.9.0.0 and the previous beta

Hi,

With the previous beta version of fsb the following strategy was profitable and now, with the new version, the same strategy with the same parameters, the strategy become not profitable.
What is wrong ??
Thank in advance

Re: Difference between v2.9.0.0 and the previous beta

Let's see the strategy.

There ware minor fixes in 2-3 indicators. Are you sure you are using same historical data after the update?

Re: Difference between v2.9.0.0 and the previous beta

Thanks for your answer !
of course I use exactly the same strategy, the same data base and the same parameters !Strategy Properties
Handling of Additional Entry Signals
Next same direction signal behavior – Adds to the position
Next opposite direction signal behavior – Does nothing
Trading Size
Maximum number of open lots
- 20
Number of entry lots for a new position
- 1
In case of addition – number of lots to add
- 1
In case of reduction – number of lots to close
- 1
Permanent Protection
Permanent Stop Loss – None

Indicator Slots
The slots show the logic for the long positions only.
Strategy Properties
Same direction signal
- Add
Opposite direction signal
- Nothing
Permanent Stop Loss
- None
Opening Point of the Position
Starc Bands
Enter long at the Lower Band
Smoothing method
- Simple
Base price
- Close
MA period
- 176
Multiplier
- 2,39
Use previous bar value
- Yes
Opening Logic Condition
Oscillator of ROC
The Oscillator changes its direction upward
Smoothing method
- Smoothed
Base price
- Median
First ROC period
- 17
Second ROC period
- 171
Use previous bar value
- Yes
Closing Point of the Position
Bar Closing
Exit the market at the end of the bar
Base price
- Close
Closing Logic Condition
Cumulative Sum
The Cumulative Sum changes its direction upward
Smoothing method
- Simple
Base price
- Weighted
Period
- 165
Additional smoothing
- 54
Use previous bar value
- No

Re: Difference between v2.9.0.0 and the previous beta

http://www.postimage.org/aV1LKgb9.jpg

Re: Difference between v2.9.0.0 and the previous beta

In the new version, there is no more the additional statistic ??!! :-(
Why  ??... Is it possible to have these informations ???
Thanks !

Re: Difference between v2.9.0.0 and the previous beta

Hello Yakalfer,

- I cannot see why the strategy shows different result in the last FSB. Please attach it to an email. I'll test it with both versions. (the strategy looks like overoptimized but this is not a reason for such a big difference in the result)

- It's better to use the "publish" function when posting strategies in the forum Strategy menu -> Publish

- You can switch the additional statistic on  from the Testing menu.

Regards

Re: Difference between v2.9.0.0 and the previous beta

Hello Yakalfer,

I tested your strategy with both FSB v2.9 and FSB v2.8.3.7b.
I received absolutely equal results:

http://www.postimage.org/gxTsF7J.png


http://www.postimage.org/Pq27N79i.png


Please check again the Spread value and Data Horizon limits you are using in the new version. These parameters are not saved with the strategy.

Re: Difference between v2.9.0.0 and the previous beta

Hello Popov !
Thanks for your return

I don't understand where is the problem...?...

On the prints screen that I sent, you will find that I use the same spread and the same data horizon limits.

As soon as I saw the difference, I compared word for word the overview report ... from beginning to end ...

So, I have try with another strategy I have tested with the previous version and the problem still remain...

I can send you a pdf file of the previous version report and you can see the difference of result with the new version....
(it's not easy to send pdf files or pictures through the forum, so I send you directly to your info email...)

Kind regards,

Re: Difference between v2.9.0.0 and the previous beta

Yakalfer wrote:

Hello Popov !
I don't understand where is the problem...?...

Hello Yakalfer,
Please send me:
1. Your data file: EURUSD1.csv
2. The config file: config.xml
3. The instrument config file: instruments.xml
4. your strategy xml file

I'm sure we'll find the problem.

Re: Difference between v2.9.0.0 and the previous beta

http://www.postimage.org/aV1Qi1CS.png

This is tested with FSB v2.9.0.0 by using your data and config files. It shows the same profit as the one in the Overview you sent me.

If there are any bug, I cannot reproduce it.

What to do next:

1. Please check again Data Horizon, Data Directory, Data file, Charges, Strategy..

2. Download the compact version of the program from the download page. Extract it on your desktop. Point the data folder to your current C:\Program Files\Forex Strategy Builder\Data (Use "Data Directory" dialog). Set the Spread and  Data Horizon. Start both programs. Reset the strategy in the new program indicator by indicator and compare the results.

Do this and report. We'll see what to do next.

Regards

Re: Difference between v2.9.0.0 and the previous beta

I just checked the version used for my first report: it's v2.8.3.3beta
You use the v2.8.3.7 beta
Here may be the answer to this puzzle ... wink

Re: Difference between v2.9.0.0 and the previous beta

There are some major changes in the program after v2.8.3.7b.

The most important is the new signal functions.

Let's see the "Indicator rises" logic for example:

Before it was calculated as: IF CurrentValue > PreviousValue  -> Signal

Now the formula is: IF CurrentValue > PreviousValue + Sigma  -> Signal

The new formula uses the Sigma parameter. This is the acceptable error when comparing double numbers. This formula improves the reliability of the backtest by removing the "noise" in calculations.
By default Sigma = Point * 0.5 for the indicators plotted on the main chart and Sigma = 0.000005 for the indicators plotted on a separated chart.

The computer cannot compare float point numbers unambiguously. For it 2.5 can be 2.4999998 and can be also 2.5000001

The Sigma function is shown in the source code page. The sigma mode can be adjusted from the config.xml file. If you want to receive results near to your previous ones, you can change the sigma modes to "0". This will make sigma = 0. (I don't recommend it to you)

  <SIGMA_MODE_MAIN_CHART>0</SIGMA_MODE_MAIN_CHART>
  <SIGMA_MODE_SEPARATED_CHART>0</SIGMA_MODE_SEPARATED_CHART>

Be sure that the results shown from the latest FSB version are more reliable.

(These are part of the forex backtesting secrets. Reading this forum you'll find many others also wink )

Re: Difference between v2.9.0.0 and the previous beta

Thank you for this explanation!
And thank you for the speed with which you have dealt with my problem!
It does not matter that the results are different from the moment the cause is determined, identified and relevant ...
I agree with you that it is preferable to use a parameter of accuracy and I will follow your recommendations!

Last point: I did not find how to view the full equity curve (for the entire period covered) as what is shown on the MT4 backtest. Is this possible or does it require a re-export excel?
Thank you! smile

Re: Difference between v2.9.0.0 and the previous beta

The full ballance / equity chart is that shown on the main program's screen. Exporting to excel is a good idea.