1 (edited by vidagig_13 2015-07-04 10:39:47)

Topic: Exporting a Strategy as an Indicator - clarification

I have read what I can find on this e.g. here, to try understand it.

One usage: "When testing strategies using more than one time periods."

It seems to be intended as a filter when testing a strategy on a specific 'Data Horizon' only, and not as a way to incorporate a (complex) Longer Timeframe Strategy into another strategy.

So, you can't save a Daily Timeframe strategy as a 'Custom Indicator'; and use that 'Custom Indicator' in an Opening Logic Condition of a 5 Minute Timeframe strategy?


    This filter works only for the same period as the strategy we have exported it from. For example if we export a strategy tested for the period between May 2006 and May 2009 then the filter we've created will have signals only for bars inside that period (regardless of their length - 1day, 1hour, 15min etc). So even if we add new data, for June 2009 for example, no signals will be raised for the extra data after May 2009. That is why we'll call the exported strategy a static filter/indicator."

Thanks for your help.

Re: Exporting a Strategy as an Indicator - clarification

The "Exporting a Strategy as an Indicator" feature is outdated. It was available only in the legacy FSB and it's not included in the current program.

The reason for that decision was the fact that the exported indicators were "static" and it was not possible to be used in trading neither vie the bridge nor in the Expert Advisors. We want all strategies created with FSB Pro to be available for trading with behavior corresponding to the backtests. The exported indicator do not comply to that principle.

Re: Exporting a Strategy as an Indicator - clarification

Thank you Popov.

I thought maybe I could use it to save a 'complex' Longer Timeframe Strategy as a Custom Indicator and then use it in a Shorter Timeframe strategy.