Re: FSB Pro Wish List - Requested features

I think you are speaking about neurons to generate a strategy that  would look after itself. That is probably beyond the scope of this program.

However, a combination of the various indicators already provided can be a substitute.

At this time, Popov is working on a few things to improve the program and until he is completed that phase he will not be making radical changes.

177 (edited by mel8331 2014-12-04 03:01:21)

Re: FSB Pro Wish List - Requested features

Blaiserboy wrote:

I think you are speaking about neurons to generate a strategy that  would look after itself. That is probably beyond the scope of this program.

However, a combination of the various indicators already provided can be a substitute.

At this time, Popov is working on a few things to improve the program and until he is completed that phase he will not be making radical changes.

I don't think it the use of neuron but rather indicators are a combination of mathematical function.

So it is a generation of combination of mathematical functions that create  "indicators" for the use of strategy generation.

That way the strategy generation goes to more fundamental level.

Re: FSB Pro Wish List - Requested features

I think you could propose a list of the functions and describe their applications and popov would consider that.

His background is higher math so he will understand your application.

You only need to write your proposal in detail outlining how to apply the functions and I am sure he will reply and adopt whatever possible.

Re: FSB Pro Wish List - Requested features

All indicators are mathematical operation of the 4 basic data, namely O,H,L and C and possibly its previous value.

I would proposed the generated indicator be based on its ability to assist in generation of profitable strategy.

Once we have a few of this generated " indicators ", we can then use the normal strategy generation to generate hopefully more robust strategy.

180

Re: FSB Pro Wish List - Requested features

I would proposed the generated indicator be based on its ability to assist in generation of profitable strategy.

Once we have a few of this generated " indicators ", we can then use the normal strategy generation to generate hopefully more robust strategy.

It is already done.


http://s22.postimg.org/bed8ugk59/generator_ai_learning.jpg

Re: FSB Pro Wish List - Requested features

mel8331 wrote:

I saw a documentary on Eureqa that uses random combination of mathematical operation and let evolution to let the fittest survive, this is not unlike how FSB Pro generate its strategy.
http://www.nutonian.com/products/eureqa/

I am wondering  if the strategy generation could go more fundamental, where the FSB will "generate" it own indicators too ?

Maybe I am asking too much but its a wish.

I cannot go into much detail. Evolutionary algorithms were once part of FSB's generator and they turned to be inapplicable for the purpose. Popov "invented" the current generator after many trials and errors so you can be sure the options that come to mind first (or second), are pretty much tested and added, if they have any value to the process.

Re: FSB Pro Wish List - Requested features

I think that robustness is developed with the lessening of curve fitting and also testing against other currency pairs.

I am not so sure that robustness can be improved with more indicators, in fact, indicators are responsible for curve fitting, the fewer used, the more robust the strategy.

183 (edited by mel8331 2014-12-05 17:12:38)

Re: FSB Pro Wish List - Requested features

ALR system

Sometime back I post a wish for a loss recovery system in FSB Pro. I just come across this forum http://www.stevehopwoodforex.com/phpBB3/viewtopic.php?f=23&t=3682&start=180 that has an EA that is trying to do that. I have just try to test it out but am not sure of its effectiveness.

If it do help, then consider building it as an option into the strategy used for actual trading by FSB.

Re: FSB Pro Wish List - Requested features

mel8331 wrote:

ALR system

Sometime back I post a wish for a loss recovery system in FSB Pro. I just come across this forum http://www.stevehopwoodforex.com/phpBB3/viewtopic.php?f=23&t=3682&start=180 that has an EA that is trying to do that. I have just try to test it out but am not sure of its effectiveness.

If it do help, then consider building it as an option into the strategy used for actual trading by FSB.

I wonder if you have found anything on the Hopwood forum that actually works for more than a few days.

Re: FSB Pro Wish List - Requested features

Portfolio

Export

My Strategy involves several strategies and I would like to be able to export a sheet which would include a worksheet for each strategy and also a combined sheet.

Reason being....... I would like to be able to check total exposure as each day passes and also to monitor the stagnation periods.

Total exposure....... I mean the amount at risk when all of the strategies are trading, perhaps I have to check to see that I am not over extended with multiple trades in play.

Stagnation..... I want to see if there are days when there are not enough trades and need to use a different combination of strategies.... determine which strategies are stagnant on each day and perhaps develop differernt strategies.


So........ would it be possible to add an export format that would accomodate this, or similar.

For my purpose, I would not need all of the fields in a journal sheet, but  the first few would be great.


Other people may have ideas for preferred output, perhaps we can gather ideas from all the users before any changes are undertaken.

Thanks for consideration



daveM

Re: FSB Pro Wish List - Requested features

It could be a challenge for FSB Pro to integrate to its trader the capability to
trade accordingly to FIFO rules.

187 (edited by mathimatikos 2014-12-16 16:45:30)

Re: FSB Pro Wish List - Requested features

I want to ask if there is an option to make the trader ignore Saturday and Sunday data.
Also I want to ask how many bars is recommended for the MT4 when is
connected to the trader. Do these loaded bars affect a lot to the computers speed and memory?

Also I want to ask if there is an option for the trader to send pending orders with a predifined
difference between the entry signal and the entry order.

188

Re: FSB Pro Wish List - Requested features

mathimatikos wrote:

It could be a challenge for FSB Pro to integrate to its trader the capability to
trade accordingly to FIFO rules.

FIFO is already integrated. You can see the source of the FSB-MT Bridge.

http://s28.postimg.org/du8uyncpl/screenshot_722.jpg

189

Re: FSB Pro Wish List - Requested features

I want to ask if there is an option to make the trader ignore Saturday and Sunday data.

This is not implemented. You can make it avoiding trades on Sunday evening but it always uses all data provided by the trading terminal.

Also I want to ask how many bars is recommended for the MT4 when is
connected to the trader. Do these loaded bars affect a lot to the computers speed and memory?

It depends from the indicators you are using. You can safely set 1000 or 2000 bars. If  you have only 2-3 strategies there are no problems. Eventually the program may start lagging if you are trading more than 8-10 connections.
You can solve that by starting several copies of FSB Pro and to distribute the load. It also depend on your machine. The more powerful is one, the better.

Also I want to ask if there is an option for the trader to send pending orders with a predifined
difference between the entry signal and the entry order.

Some indicators have a vertical shift option. You can use them.
One simple example is the Price Move indicator. You set a price move distance from the Open price.

Re: FSB Pro Wish List - Requested features

Thank you very much.
  Also I would ask if there is an option that the FSB Pro
can use a different time region than the PC uses.
Mainly I ask if somebody can adjust the FSB Pro to use
the same time region with his MT4 terminal.

191

Re: FSB Pro Wish List - Requested features

Also I would ask if there is an option that the FSB Pro
can use a different time region than the PC uses.

The program takes the time from the historical data instead of the local computer time.
You simply provide data files from the broker you use and the time will be correct.

192 (edited by mathimatikos 2014-12-17 17:19:06)

Re: FSB Pro Wish List - Requested features

Popov wrote:

Also I would ask if there is an option that the FSB Pro
can use a different time region than the PC uses.

The program takes the time from the historical data instead of the local computer time.
You simply provide data files from the broker you use and the time will be correct.

 

Does the same happen with real time trading with FSB Pro?
For example there are some indicators like ENTRY HOUR, DAY CLOSE etc.
Are they affected by the PC time?

Re: FSB Pro Wish List - Requested features

There is no reason for them to be.
Why would you even think they are dependent on PC time?

Forex Strategy Builder was not created overnight. It was continually tested by thousands of users over more than half a decade.

You can trust the process.

194 (edited by mathimatikos 2014-12-17 18:06:13)

Re: FSB Pro Wish List - Requested features

yavor99 wrote:

There is no reason for them to be.
Why would you even think they are dependent on PC time?

Forex Strategy Builder was not created overnight. It was continually tested by thousands of users over more than half a decade.

You can trust the process.

Thank you very much.

195 (edited by mathimatikos 2014-12-20 00:12:07)

Re: FSB Pro Wish List - Requested features

Personaly I don't like strategies that are flat for a long time.
It could be added a strategy filter to FSB Pro that accepts for example only the strategies that
are profitable from day to day, from week to week, from fortnight to fortnight, from month to month etc accondingly to the users desire.
Also it could be added a filter that accepts the less daily weekly monthly etc profit accepted.
I am not talking about mean value but the lower bound of profit accepted.
For example I want my generated strategy to be profitable every any two months interval.
Also this time frame could be consecutive IanFeb MarApr MayJun JulAug
or overlapping like this JanFeb FebMar MarApr AprMay MayJun JunJul JulAug
Personaly I would prefare the overlapping option and I would prefare to have
profit at least $100 per interval.
An other idea would be acceptance criteria applied to these intervals like win/loss,
number of trades, consecutive losses, long short etc.
Also about my two month interval it could be applied not from month to month but
day to day week to week etc. I mean 1stJan-1stFeb 8thJan-8thFeb 15thJan-15thFeb etc.
This way FSB would generate consistent strategies with no long stops or pullbacks
and stable profitability minimum among a desired interval all along the time.
I must say that I am doing all this work my self with my old fashion mathematical tools
but it worths the effort.

Re: FSB Pro Wish List - Requested features

mathimatikos wrote:

Many times the FSB Builder produces strategies that their equity curve is flat for a long time
and then suddenly it takes a big gain and thats all.
It could be added a strategy filter that accepts for example only the strategies that are
profitable from day to day, from week to week, from fortnight to fortnight, from month to month etc accondingly to the users desire.

There is already such filter

go to Control Panel -> Acceptance Criteria and look for "maximum stagnation period"

I would recommend the full article on Acceptance Criteria too.

There is a lot of info in the fsb pro wiki. While Popov was helping me write the contents it cleared a lot of questions I had. So I believe reading it might help you understand FSB Pro more fully too. If you find an article unclear or something of the kind, I will be happy to fix that. Please open a new topic if you do so.

197 (edited by mathimatikos 2014-12-23 12:37:39)

Re: FSB Pro Wish List - Requested features

Let us suppose that FSB generates a strategy from some historical data.
The strategy comes with some statistics based to these data (backtest).
win/loss ratio, average pips per transaction, dd in pips, stagnation
(I think these are the most important but somebody could add some more)
It would be helpful to save these statistics on the generated strategy file description
and for FST when trades this strategy live to have a page with a continous report
about divergences or convergences between live trades and backtest statistics.

This means that I believe that FST can be expanded and stay necessary for a long more.

Re: FSB Pro Wish List - Requested features

For FSB could be added a vertical shift option to the strategy properties
indipended to the other trading conditions.
This could be applied manually to eliminate the drawndown
after live trading a strategy by the real strategy statistics.

Re: FSB Pro Wish List - Requested features

mathimatikos wrote:

Let us suppose that FSB generates a strategy from some historical data.
The strategy comes with some statistics based to these data (backtest).
win/loss ratio, average pips per transaction, dd in pips, stagnation
(I think these are the most important but somebody could add some more)
It would be helpful to save these statistics on the generated strategy file description
and for FST when trades this strategy live to have a page with a continous report
about divergences or convergences between live trades and backtest statistics.
....

Ehm.. this is already done with OOS (out of sample) testing. Basically OOS allows you to completely hide part of the newest data from the generator. So it operates with the first 80% of the data (example) and you can see how the strategy preforms on it's own on unknown to it data.

it is described here http://forexsb.com/wiki/fsbpro_guide/st … sample_oos

Re: FSB Pro Wish List - Requested features

It would be useful to add a shortcut to option "save as"
like "ctrl A" for example to eliminate the mouse use.