Re: FSB Pro Wish List - Requested features

pradeepgolfer wrote:

this may be a bit vague but can you increase the drop down options of the exit logic conditions.

i have done well with entries but the ea the generator has developed just does not know when to exit......it was my main problem in manual trading......invariably my entry made me look stupid: i do not book ten pips profit and the market drops 100 pips; i book 30pips profit and the market rises 175 pips.

how not to look stupid on exits?

Pray the Popov profit protection quickly come, so can exit better, otherwise look into your indicators and examine each time frame to pinpoint an excellent exit concept/theory.

Re: FSB Pro Wish List - Requested features

pradeepgolfer wrote:

this may be a bit vague but can you increase the drop down options of the exit logic conditions.

i have done well with entries but the ea the generator has developed just does not know when to exit......it was my main problem in manual trading......invariably my entry made me look stupid: i do not book ten pips profit and the market drops 100 pips; i book 30pips profit and the market rises 175 pips.

how not to look stupid on exits?

Brainless solution: Pray that Popov's profit protection update quickly come, so can exit better (whereby you will have lots of drop down list to choose from), otherwise (use some brain) look into your indicators and examine each time frame to pinpoint an excellent exit concept/theory.

I've come to the point of mental exhaustion, that I sometime want the brainless solution smile but that's because I've used some much of my brain...laying down conditions after conditions for my hundreds of EA and manually optimized them.  So I do have excuse to opt for the brainless path.

Re: FSB Pro Wish List - Requested features

Pradeep, 

It  depends on what's one's goal.

1) Just to make money, or

2) To learn to make money.

If it's about just making money, then save ourselves the trouble, sign up a trader signal provider.

But if it's about learning to make money...guess some brainworks are required, unavoidable.

304 (edited by geektrader 2016-03-10 04:38:25)

Re: FSB Pro Wish List - Requested features

Hi Mr. Popov,

I´ve already posted this as an extra post, but for completeness, I´d love to see in FSB:

1) Generating strategies for multi-symbols (unlimited amount of markets) to find universal strategies that work on many markets and are very stable.

2) Have a measure in the strategy statistics for equity curve stability between 0% (not a straight line at all) and 100% (equity growth follows a absolutely straight ideal line from start to end). This should also be added as a acceptance criteria too.
This is a very important measure in my opinion since our strategies should always have a as good as possible equal  growth in all market conditions, which also greatly adds to the stability of the generated strategy by the way (at least from my experience in generating automated systems as a full time job for 8 years).

3) In relation to #2: Right now the "Filter non-linear balance pattern" which is similar to my suggestion in #2, does not seem to work correctly can you check that one please if it is correct? Because even if setting it to 10% only, a lot of strategies with very unstable equity curve go to the collection still.

4) Have a custom fitness formula (e.g. "netprofit / drawdown * stability") and weighted fitness possibility (e.g. put 50% weight on netprofit, 25% weight on drawdown and 25% weight on stability) as a "acceptance criteria" AND for sorting the collected strategies by that criteria as well (I love that feature from StrategyQuant).

5) Please remove the "Working time in minutes" for the generator (or make it accept a 0 = "until manually stopped") since I plan to run FSB Pro on a server and the generating process can last for months. It would be a pity if I must restart each instance all ~9 days because of that limitation.

Thanks so much for your great work at your masterpiece that you are following SO many years already. Big thanks and respect again!

305 (edited by geektrader 2016-03-10 05:25:29)

Re: FSB Pro Wish List - Requested features

6) I´d also love to see correlation between the strategies in the portfolio view of FSB, so to only chose strategies that don´t correlate a lot for maximum portfolio stability.

Re: FSB Pro Wish List - Requested features

One more I just noticed is not there yet: Symmetry between long and short profit in % in the stats of each strategy, that is a great stability measure as well, especially for longer data-horizon strategies.

307 (edited by geektrader 2016-03-10 20:48:17)

Re: FSB Pro Wish List - Requested features

A great addition would also be if the portfolio view could export the list of trades of the total portfolio (right now the export function just exports the balance growth it seems, but lists no trades nor their gains in pips, etc) - this way we can analyze it further in other programs and calculate correct money-management for the position-sizing / money management / lot sizes to use for the whole portfolio in Excel or other programs.

Example how this looks like in StrategyQuant:

Order,Symbol,Timeframe,Type,Open time,Open price,Size,Close time,Close price,Profit/Loss,Cummulative P/L,P/L in money,Cummulative money P/L,P/L in pips,Cummulative pips P/L,P/L in %,Cummulative % P/L,Comment,MAE,MFE,Time in trade,IS/OOS
1,GBPJPY,H1,SHORT Limit,1987.01.22 21:36:00,232.772,1.0,1987.01.26 05:51:00,233.66,-783.78,-783.78,-783.78,-783.78,-8880.005,-8880.005,-0.78377724,-0.78377724,SL,-783.78,1788.2188,3 d 8 h 15 m,False
2,EURUSD,H1,SHORT Stop,1987.01.23 01:01:00,1.10662,1.0,1987.01.23 09:01:00,1.10662,-5.0,-788.78,-5.0,-788.78,0.0,-8880.005,-0.004994869,-0.7887721,SL,0.0,0.0,8 h 0 m,False
3,EURUSD,H1,LONG Stop,1987.01.23 05:16:00,1.10494,1.0,1987.01.23 15:17:00,1.1069,191.0,-597.78,191.0,-597.78,19.5992,-8860.405,0.19100308,-0.597769,SL,-461.927,951.1315,10 h 1 m,False
4,EURUSD,H1,LONG Stop,1987.01.23 09:20:00,1.10878,1.0,1987.01.23 15:00:00,1.10878,-5.0,-602.78,-5.0,-602.78,0.0,-8860.405,-0.0050008297,-0.60276985,SL,0.0,0.0,5 h 40 m,False
5,EURUSD,H1,LONG Stop,1987.01.23 18:25:00,1.11048,1.0,1987.01.26 00:24:00,1.1067,-383.0,-985.78,-383.0,-985.78,-37.800076,-8898.205,-0.3829956,-0.98576546,SL,-383.0,194.54985,2 d 5 h 59 m,False
6,EURUSD,H1,SHORT Stop,1987.01.26 00:12:00,1.10772,1.0,1987.01.26 04:06:00,1.10772,-5.0,-990.78,-5.0,-990.78,0.0,-8898.205,-0.0050008297,-0.9907663,SL,0.0,0.0,3 h 54 m,False
7,EURUSD,H1,LONG Stop,1987.01.26 04:01:00,1.10593,1.0,1987.01.26 12:38:00,1.107,102.0,-888.78,102.0,-888.78,10.700226,-8887.505,0.10200143,-0.88876486,SL,-69.579544,874.1364,8 h 37 m,False
8,GBPJPY,H1,SHORT Limit,1987.01.26 19:20:00,232.787,1.0,1987.01.28 07:00:00,232.936,-135.67,-1024.4501,-135.67,-1024.4501,-1490.0208,-10377.525,-0.13567209,-1.024437,Exit rule,-427.04443,1339.3748,1 d 11 h 40 m,False
9,EURUSD,H1,LONG Stop,1987.01.27 02:15:00,1.11125,1.0,1987.01.27 22:01:00,1.1266,1530.0,505.54993,1530.0,505.54993,153.49985,-10224.025,1.5300035,0.5055666,SL,-373.78745,1669.5435,19 h 46 m,False
10,EURUSD,H1,LONG Stop,1987.01.27 16:16:00,1.11593,1.0,1987.01.28 14:06:00,1.1355,1952.0,2457.5498,1952.0,2457.5498,195.69994,-10028.325,1.9520044,2.457571,SL,-142.62625,2710.0654,21 h 50 m,False
11,EURUSD,H1,SHORT Stop,1987.01.27 22:01:00,1.12692,1.0,1987.01.28 09:54:00,1.1329,-603.0,1854.5498,-603.0,1854.5498,-59.800148,-10088.125,-0.60299635,1.8545747,SL,-603.0,88.72384,11 h 53 m,False
12,EURUSD,H1,SHORT Stop,1987.01.28 03:01:00,1.13094,1.0,1987.01.28 10:56:00,1.1348,-391.0,1463.5498,-391.0,1463.5498,-38.599968,-10126.725,-0.39100647,1.4635682,SL,-391.0,435.55807,7 h 55 m,False
13,EURUSD,H1,SHORT Stop,1987.01.28 16:20:00,1.13065,1.0,1987.01.29 02:01:00,1.1279,270.0,1733.5498,270.0,1733.5498,27.500391,-10099.225,0.27000904,1.7335773,SL,-656.8295,334.79346,9 h 41 m,False
14,GBPJPY,H1,SHORT Limit,1987.01.28 19:06:00,232.887,1.0,1987.01.29 02:38:00,233.775,-783.78,949.7698,-783.78,949.7698,-8880.005,-18979.23,-0.78377724,0.9498,SL,-783.7935,353.92392,7 h 32 m,False

308 (edited by LeonHerd 2016-03-12 23:26:25)

Re: FSB Pro Wish List - Requested features

Can “Minimum profit per day” parameter in Acceptance Criteria (default and minimum is 1 € or 1 USD) be changed so it will allow values from 0.1€ and up? I am testing all my strategies with a start balance of a low value, for example 200€, so it is OK for me if the minimum profit will be under 1 € per day.

Maybe there is a setup file in FSB which will allow me to change this value by myself?

As it is today I have to avoid using this parameter which will result in a stack of 100 strategies in a Collection, some of them with negative balance sheet, which I am trying to avoid.

Leon

Re: FSB Pro Wish List - Requested features

Hi Popov

Could you please add auto GMT offset on the next release?

310

Re: FSB Pro Wish List - Requested features

Could you please add auto GMT offset on the next release?

It was set before but appeared that there are windows installation that do not support GMT.

Re: FSB Pro Wish List - Requested features

Popov wrote:

Could you please add auto GMT offset on the next release?

It was set before but appeared that there are windows installation that do not support GMT.

Okay, then could you please add sorting by least stagnation and least drawdown on the repository tab?

312

Re: FSB Pro Wish List - Requested features

Okay, then could you please add sorting by least stagnation and least drawdown on the repository tab?

The problem is that the backtests are old and we don't know what is the real performance now. I'm considering a better solution - to make a service that will recalculate all strategies once a day (at least these that are using the provided FSB Data and standard indicators.). Then we can have real sorting.

Re: FSB Pro Wish List - Requested features

Popov wrote:

Okay, then could you please add sorting by least stagnation and least drawdown on the repository tab?

The problem is that the backtests are old and we don't know what is the real performance now. I'm considering a better solution - to make a service that will recalculate all strategies once a day (at least these that are using the provided FSB Data and standard indicators.). Then we can have real sorting.

Well that sounds like a really good idea, that means FSB will automatically download the history once a day right?

Still, I believe that a good strategy always comes with short stagnation period, so I really expect "search best" and "sort by" least stagnation feature to be included in the future release.

Re: FSB Pro Wish List - Requested features

Agree re Stagnation being important, however, there is a control in the Acceptance Criteria that allows us to filter it, thereby influencing our optimizations after we start using a strategy.

My remedy for stagnation so far has been to examine the period to see what I can use as an additional strategy to get improved activity in that period, that is not always available.

Re: FSB Pro Wish List - Requested features

I would like to have a feature in the Control Panel / Acceptance Criteria which would filter out strategies which reduce the Opening Balance.

I am thinking that would enhance Win Loss ratio in both generation and also optimization.

I am not sure if that would be practical or not...

Re: FSB Pro Wish List - Requested features

To add The Lock option to ( strategy properties ) some times further work on a specific strategies completely change and cannot be completed because generator start to add and reverse and reduce the positions
kindly add the lock bottom to it

317

Re: FSB Pro Wish List - Requested features

tomorrow

Ea adjust to DD.

Ex Ea has a DD of 100 Eur when the Ea 100 Eur in the red stop trading.

Thanks Pit

318

Re: FSB Pro Wish List - Requested features

http://forexsb.com/forum/topic/5890/maximum-equity-drawdown/
only a reminder-link to get into this wish list ;-)
thank you

Re: FSB Pro Wish List - Requested features

ahmedalhoseny wrote:

To add The Lock option to ( strategy properties ) some times further work on a specific strategies completely change and cannot be completed because generator start to add and reverse and reduce the positions
kindly add the lock bottom to it

I also would like to see this.

320 (edited by ahmedalhoseny 2016-05-03 02:44:28)

Re: FSB Pro Wish List - Requested features

advanced indicator properties

all elements of this window have to be set manually before running generator  but this not happening with ( logical groups)
when i select a group and link all slots then run the generator the logical group changed !!!!!

Do you have any way to control the logical group window  to be more flexible in use!  see the picture

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Re: FSB Pro Wish List - Requested features

To Add close all open trades bottom to the trader interface ( for people whom use FSTrader to trade):
1- some times we use a stop logic other than week closing and need to close all running trades before the week end
2- some times we need to close all open trades before day close to prevent swaps

my idea about feature either to :
1-add a bottom to close it all  manually
2- or to have inputs(time to be added in advance at the traders
3- to have another input '' days not to trade " lets say void days like NFP this means if we intered the NFP in the void day so the trader will close all running trades and not opening new orders until the storm pass

322 (edited by yonkuro 2016-05-12 23:54:41)

Re: FSB Pro Wish List - Requested features

I wish FSB pro will be as fast as EA studio in generating strategy, My VPS only has 4 Cores Processors, if using 50000 data, it  can only do 120000 calculations in 24 hours.

Re: FSB Pro Wish List - Requested features

To increase the The Numeric parameters & list parameters boxes

Re: FSB Pro Wish List - Requested features

geektrader wrote:

Hi Mr. Popov,

I´ve already posted this as an extra post, but for completeness, I´d love to see in FSB:

1) Generating strategies for multi-symbols (unlimited amount of markets) to find universal strategies that work on many markets and are very stable.

2) Have a measure in the strategy statistics for equity curve stability between 0% (not a straight line at all) and 100% (equity growth follows a absolutely straight ideal line from start to end). This should also be added as a acceptance criteria too.
This is a very important measure in my opinion since our strategies should always have a as good as possible equal  growth in all market conditions, which also greatly adds to the stability of the generated strategy by the way (at least from my experience in generating automated systems as a full time job for 8 years).

3) In relation to #2: Right now the "Filter non-linear balance pattern" which is similar to my suggestion in #2, does not seem to work correctly can you check that one please if it is correct? Because even if setting it to 10% only, a lot of strategies with very unstable equity curve go to the collection still.

4) Have a custom fitness formula (e.g. "netprofit / drawdown * stability") and weighted fitness possibility (e.g. put 50% weight on netprofit, 25% weight on drawdown and 25% weight on stability) as a "acceptance criteria" AND for sorting the collected strategies by that criteria as well (I love that feature from StrategyQuant).

5) Please remove the "Working time in minutes" for the generator (or make it accept a 0 = "until manually stopped") since I plan to run FSB Pro on a server and the generating process can last for months. It would be a pity if I must restart each instance all ~9 days because of that limitation.

Thanks so much for your great work at your masterpiece that you are following SO many years already. Big thanks and respect again!

Hi,

I am just wondering if any of this has been implemented yet into FSB Pro? Especially the working with multi-markets for generating and especially for optimizing a strategy to multiple symbols at once to find the best universal setting which works best on all symbols at once. Would really be be buying FSB Pro once this is implemented.

Thank you:)

Re: FSB Pro Wish List - Requested features

I wonder why you are dissatisfied with Strategy Quant since it offers much of what you require.

Interesting that Strategy Quant is offered at a huge discount recently (approx $370.00), is there something wrong with the program?

Probably the time thing can be modified within one of the files, although I have no idea as to which one. I get about 50 million iterations in the 10,000 minute limit, and I am usually running 3 strategies at a time... that makes for 150 million.. why would someone want to increase the 10,000, surely their strategy logic is bust if no good results after that many iterations. I have seen Popov develop a worthwhile strategy in a few minutes.

I suggest that if you are using System Quality, Sharpe Ratio and Profit factor and Win/Loss to filter your strategies, that you will not need the weighted stuff and bells and whistles. Sometimes we complicate things to an extreme and go nowhere fast.

I am still using a couple strategies that I developed in the old version of FSB. with far fewer tools than we have in the FSBPro.

We have to expect a few bad trades from time to time, we have to accept that there is a risk, and we can use a portfolio to cushion the shock of losses.

Because I am an old man and do not have the patience or desire to watch charts, I use mainly 240 minute or 8 hour or daily strategies, I keep the number of indicators very small and I optimize once in a while..  Sometimes we all tend to want to be High Frequency traders or Quant traders.... and think that a one minute chart or a five minute chart or even a tick chart is what we need.... My experience has taught me that the higher time frames are simpler and more profitable.

For me, FSBPro is as great as I could want.

My method of managing my portfolio to increase income is to work towards getting one more closing per day, somehow my simple strategies all combine to give me a nice result.. and I have not had to resort to anything but the tools in FSBPro.

Strategy building and automated trading can be easy or difficult, the simpler the strategy, the easier it is to manage it.