Welcome Moazeni.

It looks like what you have is an "over optimised" strategy, basically meaning that the strategy has been created in such a way that it only works on the data that it was created on, not other data and definitely not data from the live markets.

Over optimisation is a vast topic and there is far too much to discuss in a single forum post.

It would seem you have done the correct thing and tested your strategy on Out Of Sample data, the result being that the strategy does not work.

My advice for you would to be to read up on curve fitting and over optimisation, and to choose a new strategy and try again.

Try the following workflow:

1. Set the desired period for generating strategies in the Data Horizon
2. Open the Generator and set a proper collection name. Run the Generator.
3. You can see your collection in Repository -> Collections. You can "save" it.
4. Set the complete data via Data Horizon or load a new data set.
5. Go to Repository -> Multi Tester, select your collection and recalculate it.

You will be able to find strategies that work on unknown data in that way.

> mr Popov i did what you saied but it didnt work

Use Out of Sample.

When the option is on, the FSB Pro Generator literarily cuts off the data within the OOS period.

When you stop the Generator, it loads the full data sets and recalculates the strategy again. Then it shows the performance on the chart.

The OOS period is marked with green.

If you see a strategy that has profit in the Green zone, it proves that FSB Pro is capable to find strategies that work on future data.

It takes some starts and stops. But I just created one such strategy. It took me 45 seconds.