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
Does this applied when the FST does live trading?
Does give a continous report like the speed meter of a car for example?
I mean that this tool would be able to say how the live trading of a strategy
is in accordance with the back test or not and how close are the statistics
from the real trades to the back test statistics.