Re: FSB Pro Wish List - Requested features

footon wrote:

Period converter or better a period builder - the possibility to build higher TF sets from one lower TF set of data, additionally an option to build Pro-native renko, renko hybrid and range bar charts.

loooool  i was about to ask the time frame Request smile

Re: FSB Pro Wish List - Requested features

ahmedalhoseny wrote:
footon wrote:

Period converter or better a period builder - the possibility to build higher TF sets from one lower TF set of data, additionally an option to build Pro-native renko, renko hybrid and range bar charts.

loooool  i was about to ask the time frame Request smile

.Net allready come with that function but for
Time[bar].Hour
Time[bar].Day
Time[bar].DayOfWeek
Time[bar].Month

What iam thinking about is to have a ready to use

.Twohour , .Threehour,.........
.Tenminutes, fifteenminutes,......

etc........

Re: FSB Pro Wish List - Requested features

Yeah, custom timeframes in short!

54 (edited by nquental 2014-04-29 16:35:41)

Re: FSB Pro Wish List - Requested features

Some ideas:

VERY USEFUL
- Devise strategies for more than one instrument at the same time (eg SP500 and NASDAQ)
- Devise strategies using custom data sources such as VIX, Advance/Decline numbers, or economic data (more difficult or impossible to auto-trade though)
- Implement more robust methods of testing for over-optimization such as Monte Carlo simulations


USEFUL
- Facilitate the change of the data horizon to facilitate walk-forward for example (now we need to go to the control panel, then reload data bars, then back to the strategy...). My proposal is to place the data horizon box right below the balance graph in the strategy window.

Thanks
Nuno

Re: FSB Pro Wish List - Requested features

Facilitate the change of the data horizon to facilitate walk-forward for example (now we need to go to the control panel, then reload data bars, then back to the strategy...).

You can make switching of the settings as easy as a mouse click.

Data Horizon settings are specific for each data source. You can make several Data Sources pointing to one data folder. Let say: FXCM 00-10; FXCM 02-12; FXCM 04-14. After that set different time spans for each Data Source (Like from 2000 to 2010 for FXCM 00-10)

Later you can change data simply by switching the Data Source in Editor Page.

Re: FSB Pro Wish List - Requested features

Popov wrote:

Facilitate the change of the data horizon to facilitate walk-forward for example (now we need to go to the control panel, then reload data bars, then back to the strategy...).

You can make switching of the settings as easy as a mouse click.

Data Horizon settings are specific for each data source. You can make several Data Sources pointing to one data folder. Let say: FXCM 00-10; FXCM 02-12; FXCM 04-14. After that set different time spans for each Data Source (Like from 2000 to 2010 for FXCM 00-10)

Later you can change data simply by switching the Data Source in Editor Page.

Given the importance of switching data horizon, I maintain my proposal as it would reduce substantially the number of clicks and more importantly would avoid switching windows altogether. But of course it's just my opinion smile)

Re: FSB Pro Wish List - Requested features

Top Strategies To be in a table form in a separate window  every column with a different filter

Sharp Ratio , system quality , Profit factor ,........... and this table either extracted into excel or have the ability of advanced sorting


And the strategy section in the repository designed to match FSB Table design

Re: FSB Pro Wish List - Requested features

Pop 
Do you have any plans to make the Pro Version able to build indicators by inherit from custom indicators to build a new custom indicators  !!!

Re: FSB Pro Wish List - Requested features

ahmedalhoseny wrote:

Pop 
Do you have any plans to make the Pro Version able to build indicators by inherit from custom indicators to build a new custom indicators  !!!

It's not possible to inherit from a custom indicator because it will rise Type not found error.You can inherit only built in types.

Re: FSB Pro Wish List - Requested features

Popov wrote:
ahmedalhoseny wrote:

Pop 
Do you have any plans to make the Pro Version able to build indicators by inherit from custom indicators to build a new custom indicators  !!!

It's not possible to inherit from a custom indicator because it will rise Type not found error.You can inherit only built in types.

And what about .dll integration with FSB , i mean can we build dll with functions not in the original indicators ind inherit it from these dills !!!!

Re: FSB Pro Wish List - Requested features

And what about .dll integration with FSB , i mean can we build dll with functions not in the original indicators ind inherit it from these dills !!!!

You cannot. C# compiler will not compile code that depends on external code.

Re: FSB Pro Wish List - Requested features

To be able control the indicators colors from indicator interface

Re: FSB Pro Wish List - Requested features

Modeling Trading System Performance @ http://www.modelingtradingsystemperformance.com/


Implementing technique as describe above in the Pro version will differentiate it from the free version, it will make it stand out compare to other forex software, and more people willing to pay for the Pro version because they will understand better what trade system it has found in future performance, this is what really matters future performance ofthe system.

64 (edited by mel8331 2014-05-28 07:53:25)

Re: FSB Pro Wish List - Requested features

On the Generator Settings can we has an additional option in Search best for Minimize Equity Drawdown ?

Re: FSB Pro Wish List - Requested features

The logic for the "Winner" under "Strategy Property" behave differently when the Max Lot size is reach, this is confirm when the Max Lot size is increase to a larger value, the Bal/Equity curve then continue in the expected trend.

This I believe, the Winner track the profit/loss in making its logical decision, can we have a "Winner 2" option that track the pips that would be made or loss without the constraint on the Max Lot size for its logical operation, while maintaining the Max Lot size limitation in the execution?

Re: FSB Pro Wish List - Requested features

Improver.

After the Generator have arrive a strategy that I like but I would like to improve on this strategy without radically changing it like the Generator would.

What I would like the Improver to do is to challenge each indicators randomly with other indicators and parameters to see if it would improve the overall strategy, if it does, then it replace the indicator, if it don't then the original indicator with it original setting remain. You can think of it as a sort of mutation of the indicators to see if a better set of indicators could be found.

Re: FSB Pro Wish List - Requested features

Option of prepossessing of the tick data before using FSB strategy to open buy/sell position.


I have a strategy that has the profit vary from 10,000+ to 200+ using data exported from different broker, the starting data are line up with dr. B Trade Start Filter.

To enable the FSB to have a better chance of mirroring the result in real trading, can the tick data be process in a way closer to that used by FSB before the strategy logic is apply in real trading, delay of few seconds to a minute may not change much in the gain or loss, what is important to to get the buy and sell to reflect that in FSB. If result can vary that much in backtesting, the forward result would be affected even more..

The idea is to reduce the variation in the tick data to give FSB a better chance to succeed.

68 (edited by mel8331 2014-06-28 02:28:12)

Re: FSB Pro Wish List - Requested features

A different way to access how profitable the strategy is.

Often a strategy was very profitable only to find that is not during the demo testing, this I think is the way we track strategy by using the normal way to track profit because it emphasis high  profitability in  the past trades, hence the current performance need not be even profitable because the past profit can cushioned the poor current performance.

We need to figure a mechanism to give emphasis to strategy that is doing very well in the near past while still profitable in the distant past for it to be "robust" in the future.

This is a concept as I still have not figure out how to assign a measurement so the mechanism that prefer better profitability in the current past over that of the distant pass, maybe we section the testing period over multiple section and measure the profit over each period and give higher weight to strategy that perform better in the current past  over that in the distant pass as big past profit allow for bad current performance and confirm it with the normal way profit is track.

May be one way is to assigned the profit for the last trade to be zero and the traded lot size to be say at 100 lot and calculate the equity in reverse order of the trades, what the capital would have to be at the first trade, the lower the capital the better the better the strategy ( for profitable strategy, the initial capital is suspected to be very negative figure).The effect of the distant past needs to be negated ie if the strategy call of addition of positions, in the reverse calculation it should do the reverse and calls for a reduction as we step backward in timeline. This will negate the effect of high profit in the pass to cover poor current performance.

This calculation is to be use for the strategy generation only, the normal way of profit calculation is to be used display after the optimization.

Re: FSB Pro Wish List - Requested features

Often when we are looking to coordinate an indicator with a cross of another indicator we have to use  a shift.

At present the indicators are not set up to  have the shift optimized.

Perhaps that can be added to the to do list.

daveM

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

Re: FSB Pro Wish List - Requested features

On the 'Common Options' page in the generator, it seems as if the 'Break Even' and 'Stop Loss' maximums can not be set at less than 200

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

Re: FSB Pro Wish List - Requested features

When using the 'take profit' on the 'Common Options page, whatever I put in there seem to be disregarded by the generator.

For example, I have specified a range of 5 to 25 for take profit but the generator is using 145

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

Re: FSB Pro Wish List - Requested features

On the 'Common Options' page in the generator, it seems as if the 'Break Even' and 'Stop Loss' maximums can not be set at less than 200

The limits are 5 - 100 000;
However you cannot set Max to be lower than the Min. Try to reduce first the Min limit and then adjust the Max limit.

Re: FSB Pro Wish List - Requested features

I had wrong settings......  That was the cause of the problem

Thanks

I sent a couple emails.

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

Re: FSB Pro Wish List - Requested features

For example, I have specified a range of 5 to 25 for take profit but the generator is using 145

This bug is confirmed. I'll see how to fix it.

Re: FSB Pro Wish List - Requested features

I am wondering if the following indicators could be developed.

Crossovers for moving average, stochastic, macd.

These to be separate. ie crossovers only and with a variable shift.

The purpose of these would be to allow the generator to have these to be used as crossovers only.

Thanks for considering that.


daveM

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