• Acic
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  • Registered: 2010-04-22
  • Posts: 36

Re: Live Trades different than in FSB

geektrader wrote:

From my testing with other Conditions than "Bar Opening" for Open and "Bar Closing" for Closing conditions, I can say that ONLY those two have created same results in FSB/FST for me. All other conditions do trade almost completely different in FST than they do in FSB.

So make to use as Opening Condition:
Bar Opening

and as Closing Condition:
Bar Closing


Only then the trades to match up perfectly for me.


You mean that for ANY strategy you set, ALWAYS works (FSB = FST) when you use "Bar Opening" ?
Or only for specific strategy you choose to trade ?

  • Acic
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  • Registered: 2010-04-22
  • Posts: 36

Re: Live Trades different than in FSB

The other problem a see is when i change my history data to a new one. the resultas change completly.  and i dont know why .

(sorry about my poor english, it is not my promary language)

  • Registered: 2010-04-26
  • Posts: 185

Re: Live Trades different than in FSB

Acic do you use the same Data horizon?

http://my.jetscreenshot.com/1298/20100531-j4hi-25kb.jpg

  • Registered: 2009-12-16
  • Posts: 19

Re: Live Trades different than in FSB

Acic wrote:

The other problem a see is when i change my history data to a new one. the resultas change completly.  and i dont know why .

(sorry about my poor english, it is not my promary language)

This happens all the time in trading, welcome to the club.  Most traders make it through these periods with solid money management

  • Registered: 2010-04-26
  • Posts: 185

Re: Live Trades different than in FSB

hold on, dmm301, Acic might use just different dates, and Strategies optimised/trained on specific period of time.

To get fair comparison you need to use Data Horizon, then post results. and tell if they are different.

  • From: Germany
  • Registered: 2010-04-05
  • Posts: 835

Re: Live Trades different than in FSB

@Acic, I can confirm that so far FST has always matched FSB   ONLY IF the following conditions are met:

For Entry Condition you use "Bar Opening"
For Exit Condition you use "Bar Closing"
You use 1-Minute Bars!

Then it doesn´t matter which indicators are being used for entry/exit and how many of them. It has always matched with those 3 "rules".

geektrader's Website

  • Registered: 2010-04-26
  • Posts: 185

Re: Live Trades different than in FSB

Geektrader, you are brilliant, I think now I solved this mystery and with your 3 golden rule I can confirm that this is correct behaviour of FSB as it designed this way. In MT4 world its called: EA controls Bar Opening.

See this:
http://my.jetscreenshot.com/1298/20100602-atyu-28kb.jpg

Well done on observation.

from now one I'll call you Eagle-Eye. lol

  • From: Germany
  • Registered: 2010-04-05
  • Posts: 835

Re: Live Trades different than in FSB

Hehe, thanks smile So do you confirm that trades are being done correctly for your strategy now as well? Apart from the above mentioned rules, I think another rule also is that all indicators should use "Use Previous Bar Value". I had a strategy which used an indicator that was not using "Use Previous Bar Value" and the strategy didn´t trade correctly.

geektrader's Website

  • Registered: 2010-04-26
  • Posts: 185

Re: Live Trades different than in FSB

Thank you geektrader for your input, I added all this requirements to the WISH list.
As we test BARS we CANNOT use InterBar values, and it is fine see my post#66.

  • Acic
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  • Registered: 2010-04-22
  • Posts: 36

Re: Live Trades different than in FSB

fxwinner wrote:

hold on, dmm301, Acic might use just different dates, and Strategies optimised/trained on specific period of time.

To get fair comparison you need to use Data Horizon, then post results. and tell if they are different.


Yes, when i update de Data Horizon i still use the same star date and, of course, the end data is another one, thats why im updating the dates :-)

i dont change anything more. Exactely the same strategy and parameters.

  • Acic
  • Member
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  • Registered: 2010-04-22
  • Posts: 36

Re: Live Trades different than in FSB

geektrader wrote:

@Acic, I can confirm that so far FST has always matched FSB   ONLY IF the following conditions are met:

For Entry Condition you use "Bar Opening"
For Exit Condition you use "Bar Closing"
You use 1-Minute Bars!

Then it doesn´t matter which indicators are being used for entry/exit and how many of them. It has always matched with those 3 "rules".


Thanks Geek, i will try new strategyies with this rules and time frame.

DOES POPOV KNOWS ABOUT THIS PROBLEM WITH HIS SOFTWARE ???

I have a lot of strategies here that dont  match ( FST <> FSB ) !

  • Registered: 2011-01-11
  • Posts: 41

Re: Live Trades different than in FSB

Would it be possible to upload the .xml file for this? Looks good!

fxwinner wrote:

Forex Strategy Builder v2.12.0.0
Strategy name: eurusdm1_May
Exported on: 07/05/2010 23:24:39

Description

Market: EURUSD 1 Minute
Spread in pips: 1.7

Maximum open lots: 0.5
Entry lots: 0.1
Adding lots: 0.1
Reducing lots: 0.1

Intrabar scanning: Not accomplished
Interpolation method: Pessimistic scenario
Ambiguous bars: 0
Tested bars: 19296
Balance: 452 pips (14523.55 USD)
Minimum account: -22 pips (9782.50 USD)
Maximum drawdown: 31 pips (313.74 USD)
Time in position: 93 %

A same direction signal - Adds to the position
An opposite direction signal - Does nothing
Permanent Stop Loss - 100
Permanent Take Profit - 100

[Opening Point of the Position]
Previous Bar Closing
     Enter the market at the previous Bar Closing
     Base price  -  Previous Bar Closing

[Opening Logic Condition]
Oscillator of Trix
     The Oscillator falls
     Smoothing method  -  Simple
     Base price  -  Close
     First Trix period  -  13
     Second Trix period  -  41
     Use previous bar value  -  Yes

[Opening Logic Condition]
Moving Average
     The Moving Average rises
     Smoothing method  -  Simple
     Base price  -  Close
     Period  -  15
     Shift  -  15
     Use previous bar value  -  Yes

[Opening Logic Condition]
Moving Averages Crossover
     The Fast MA crosses the Slow MA upward
     Base price  -  Close
     Fast MA method  -  Simple
     Slow MA method  -  Simple
     Fast MA period  -  10
     Slow MA period  -  8
     Fast MA shift  -  0
     Slow MA shift  -  1
     Use previous bar value  -  Yes

[Opening Logic Condition]
RSI
     The RSI rises
     Smoothing method  -  Smoothed
     Base price  -  Close
     Smoothing period  -  1
     Level  -  25
     Use previous bar value  -  Yes

[Closing Point of the Position]
Trailing Stop Limit
     Exit at the trailing Stop Loss or at the constant Take Profit level
     Initial Stop Loss  -  65
     Take Profit  -  61

63 Reply by binaryoptions (edited by binaryoptions 2011-01-21 18:23:53)

  • Registered: 2011-01-11
  • Posts: 41

Re: Live Trades different than in FSB

It would appear that using bar closing and bar opening data could apply to ANY time frame.
The end of the bar for any time-frame bar will be very close to the very next tic open price for the next bar for major forex currencies in normal markets

So, if FSB generates a trade, the only slippage in my mind is merely the lag time between when FSB / FST generates it, and by the time it gets to the broker. A couple of seconds may matter. I've seen pips go crazy in < 10 seconds.


dmm301 wrote:

As for now, I would stick to bar closing and bar opening only if using such small timeframes.

I'm testing a 4hr bar closing strategy right now in FST and everything matches up.

  • Registered: 2011-01-11
  • Posts: 41

Re: Live Trades different than in FSB

However, isn't it just the signal from FSB to FST to the Broker at issue? Whether the bar opens / closes is just the time it happens independent of the bar formation.


geektrader wrote:

@Acic, I can confirm that so far FST has always matched FSB   ONLY IF the following conditions are met:

For Entry Condition you use "Bar Opening"
For Exit Condition you use "Bar Closing"
You use 1-Minute Bars!

Then it doesn´t matter which indicators are being used for entry/exit and how many of them. It has always matched with those 3 "rules".

  • Registered: 2011-02-01
  • Posts: 13

Re: Live Trades different than in FSB

Hi geektrader. Can you tell me how can I generate strategy with entry point bar opening and closing point bar closing? I tried different times on EURUSD M1, but the result of generator is always 0. Thanks!

  • From: Germany
  • Registered: 2010-12-18
  • Posts: 161

Re: Live Trades different than in FSB

I think this is the most serious problem of this software. Did anyone solved it? I can confirm that in the last version of the software, the problem is not resolved. I generated a strategy wich is making exactly the same problem like in the past.....

  • Registered: 2011-07-04
  • Posts: 1

Re: Live Trades different than in FSB

Hello guys, why is my FST always showing not connected even when I have connected to Meta trader?  Did anybody have this issue and how did you resolve. 

I am a newbie, please let someone with some experience help me here

Peter

  • footon
  • footon
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  • Registered: 2009-08-17
  • Posts: 2,969

Re: Live Trades different than in FSB

Post screenshots of where do you think it goes wrong, otherwise pretty difficult to understand what's exactly the problem.

Thanks!

  • From: Germany
  • Registered: 2010-12-18
  • Posts: 161

Re: Live Trades different than in FSB

I think I found a very good explanation to the fact that sometimes the results are different in FSB than in FST. Please look here:

http://forexsb.com/forum/post/10758/#p10758

  • Registered: 2011-04-19
  • Posts: 4

Re: Live Trades different than in FSB

Hello,

i wanne use the FST, too and i have noticed that the FSB and FST are different. I read here in the forum that other guys had the same problem, but i dont find a solution.

So my question.
Is it realy, that you have only 1 min TF and only use bar opening ( for open logic)?

I used in my strategy bar closing and a 5Min TF,   Stochastic for MTF

Please take a look to the attached picture.

In FST, there a lot of more Trades as in FSB.
Makes it sense?
Or do it something wrong ?

Thanks for help.

Post's attachments

FST_Fehler.jpg 99 kb, file has never been downloaded. 

You don't have the permssions to download the attachments of this post.
  • Registered: 2011-06-23
  • Posts: 11

Re: Live Trades different than in FSB

The same thing happens to me!

I set all the information correctly, but the results on the FSB are completely different from the results in the FST/MT4.

Does anyone know explain why this happens?

  • Registered: 2012-10-08
  • Posts: 84

Re: Live Trades different than in FSB

any update on this? I have a great strategy i want to use, but i cant sit on my pc 247 sad

  • From: Australia
  • Registered: 2011-07-01
  • Posts: 431

Re: Live Trades different than in FSB

ac_boerse wrote:

Hello,

i wanne use the FST, too and i have noticed that the FSB and FST are different. I read here in the forum that other guys had the same problem, but i dont find a solution.

So my question.
Is it realy, that you have only 1 min TF and only use bar opening ( for open logic)?

I used in my strategy bar closing and a 5Min TF,   Stochastic for MTF

Please take a look to the attached picture.

In FST, there a lot of more Trades as in FSB.
Makes it sense?
Or do it something wrong ?

Thanks for help.

The data looks different to me so I wouldn't expect it to trade the same.

  • Registered: 2012-10-08
  • Posts: 84

Re: Live Trades different than in FSB

I have a trade which is different.

A trade initiates in the early hours of this morning and then closes hours later. On the same bar that it closes on, an entry signal is triggered and it enters another trade.

However, when putting the same data into FSB, it shows the first trade but not the second one!

I'm trying to figure out an explanation, it is the same strategy, same data in both situations.

Can FSB be at fault? or does anyone have another theory?

It was like FSB ignored that last signal as there was an exit signal already on that bar? Possible?

  • Popov
  • Popov
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  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 7,988

Re: Live Trades different than in FSB

FSB probably thinks that the entry signal was before the exit. That's why it cancels the entry after position close. Check Journal by bars carefully for that bar and see if there is a canceled entry signal at the corresponding level. In such case, try using scanner with intrabar data. It will improve the backtest accuracy. Is this bar marked "Ambiguous"?

Popov's Website