Topic: FSB v2.57... Beta - hot new features

Hello,
This FSB beta release has several new interesting features:

* Importing historical data files from JForex;
* Tick back testing;
* Optimizer exports optimization report;
* Analyzer - over-optimization report.

Also:
* Fixed bug with Pivot Points indicator;


See "Download" page for download links.

Importing historical data files from JForex

JForex is a DukasCopy platform. It can easily load and save quality historical data including tick data.

http://s3.postimage.org/ifkfnft0/jforex_data_export.jpg

1. Make a folder for the Dukas data.
2. Load and save all time frames you need. (In order to use the tick data backtester, you need the corresponding bar data also.)
3. Import the data files to the FSB Data folder by using the Market -> Import JForex Data Files tool from the main menu of FSB. This tool will convert and save the Dukas data to the FSB data folder by overwriting the old data files.

http://s2.postimage.org/2od9cju5g/jforex_data_import.jpg


Tick Backtesting

Once the tick data are converted from FSB, you can allow tick backtesting from the Scanner tool. FSB will use them only to calculate the data route inside the bar. The indicators and signals will be calculated by using the corresponding bar data as before. The tick backtester will replace bar interpolating where tick data are available. This will reduce the number of ambiguous bars during the test.


http://s1.postimage.org/lzx6hdms/scanner_ticks.jpg

Optimizer Exports Optimization Report

The optimizer exports a detailed report after each optimization run.

How to use it:
- You have to switch it on from the Tools -> Additional menu.
- After making or generating a strategy, save it under some name. Lets say Best Strategy.xml 
- Every time you run the Optimizer, it will write a report file in .CSV format. The report file will be named as the strategy + "-report-N.csv". Where "N" is the report number. In our case I run the optimizer 3 times and received 3 reports: Best Strategy-report-1.csv , Best Strategy-report-2.csv...
- You can open the report with MS Excel or OOO Calc. Whatever you choose, you have to select column separator Tab.

http://s4.postimage.org/aGvmJ.jpg

http://s4.postimage.org/aGAm0.jpg

http://s4.postimage.org/aGFli.jpg

Over-optimization Report

In that version I introduce the beginning of development of the strategy Analyzer.
It's purpose will be to evaluate a strategy and to decide whether it's ready for trading or not.

The current stage of the Analyzer can prepare and export an over-optimization report.
The Analyzer changes each numeric parameter of the indicators in a predefined range and reports the major statistical parameters. the report is in csv format, which make it easy for reading in Open Office Calc or MS Excel. The best is that the report has a fixed structure, so we can prepare a certain excel spread sheet or charts for further analysis.

http://s3.postimage.org/DmvsJ.jpg

http://s3.postimage.org/DmCX9.jpg

Re: FSB v2.57... Beta - hot new features

Hi, importing the data from Dukascopy, don`t work.
When I turn the  import button i see this mesage: "Input string was not in a correct format"
Thanks for the perfekt program. smile

Re: FSB v2.57... Beta - hot new features

"Input string was not in a correct format"..

Please post several lines from the data file, your localisation settings, and a screen shot from the JForex settings.

Re: FSB v2.57... Beta - hot new features

Time,Open,High,Low,Close
2009.12.01 00:00:00,1.50345,1.50355,1.50085,1.50095,9085
2009.12.01 01:00:00,1.501,1.5023,1.50075,1.5016,8785.3
2009.12.01 02:00:00,1.5016,1.5021,1.5002,1.5016,10968.65
2009.12.01 03:00:00,1.50165,1.5025,1.50015,1.5015,13534
2009.12.01 04:00:00,1.5015,1.50185,1.50015,1.501,6708.7

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Re: FSB v2.57... Beta - hot new features

Can you please change the location settings to US or GB and try again?

Re: FSB v2.57... Beta - hot new features

Sorry, but a can`t see where are the "Location settings" in FSB. In wich meny are they?

Re: FSB v2.57... Beta - hot new features

I mean the localisation of your computer. I'm not sure I made JForex data import culture invariant. The problem comes that the data file uses a dot "." for decimal separator but your comp is probably set to use a comma ",".  If you change the decimal separator of your comp to dot and the import works, we'll know from where the problem comes. If this fix the error, I'll make the change in FSB in order to work correctly.

Re: FSB v2.57... Beta - hot new features

I tryed but without sucсess, maybe it depens from Dukas platform becausе the CSV file is named "comma separated valuves file"

Re: FSB v2.57... Beta - hot new features

Can you attach the file to the forum. I'll try to load it.

Re: FSB v2.57... Beta - hot new features

file

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Re: FSB v2.57... Beta - hot new features

http://s3.postimage.org/mimbis5g/import.jpg

I imported this file without any problems. My  PC localisation is US. I'll fix JForex import in order to be culture invariant.

Re: FSB v2.57... Beta - hot new features

Sorry, but from where exactly to change my PC to US, from which meny?

Re: FSB v2.57... Beta - hot new features

The program was updated to FSB v2.57.1.0 Beta

Changes:
* Fixed wrong entry size interpretation when "Percent entry" option is activated.
* JForex data import is now culture invariant.

For download link see the first post in the topic.

Re: FSB v2.57... Beta - hot new features

Hello:

FSB can be added to the possibility of testing the system between the dates I can choose?

and The strategy Generator?

Thank you very much.

Jaime.

Re: FSB v2.57... Beta - hot new features

You can use "Data Bars Filter" indikator or "Data Horizon" settings.

Re: FSB v2.57... Beta - hot new features

Hi Papov,

I am just trying out several of the indicator and noticed that when using the ROC MA Oscillator as one of the opening logic conditions the FSB does check the "Use previous bar value" in this indicator, even if the system is set to autocontrol for use of previous bar value in the strategy menu.

Have a great new year and thanks for all!

Re: FSB v2.57... Beta - hot new features

Itai wrote:

Hi Papov,

I am just trying out several of the indicator and noticed that when using the ROC MA Oscillator as one of the opening logic conditions the FSB does check the "Use previous bar value" in this indicator, even if the system is set to autocontrol for use of previous bar value in the strategy menu.

Have a great new year and thanks for all!


What is the opening point of the position when FSB checks the indicator?

I wish you too a prosperous and happy New Year!  smile

20 (edited by Itai 2010-12-29 01:17:14)

Re: FSB v2.57... Beta - hot new features

Hi footon and thanks.
The opening point is the Keltner Channel with enter long at the upper band.
What I am unsure of is whether the ROC MA Oscillator is supposed to be checked with the "Use previous bar value" when it is used as an opening logic condition in order to show correct backtest or is the "Use previous bar value" function supposed to be turned off for this indicator?
If  the "Use previous bar value" is supposed to be turned on then there is a bug and if not then it works just fine  smile

Re: FSB v2.57... Beta - hot new features

Itai wrote:

Hi footon and thanks.
The opening point is the Keltner Channel with enter long at the upper band.
What I am unsure of is whether the ROC MA Oscillator is supposed to be checked with the "Use previous bar value" when it is used as an opening logic condition in order to show correct backtest or is the "Use previous bar value" function supposed to be turned off for this indicator?
If  the "Use previous bar value" is supposed to be turned on then there is a bug and if not then it works just fine  smile

It's ok, the filter indicator has to be set on previous bar value, because you confirm whether the indicator has, for example, crossed a level or not after the bar is finished. That way it is certain, that backtest is correct, and live trade too.

Re: FSB v2.57... Beta - hot new features

Good thing, Itai, you brought this issue up smile  I started looking at Keltner (and other band indicators), I thought the entry is made when the price touches the band, but no, these type of indicators use also previous value by default, that means if the next bar touches the value of previous bar's band, it triggers the trade.

When previous bar value is unchecked for the band indicator, position opens upon touch immediately, but now I'm wondering whether it works in live trading the same way... It should because after every price change indicator gets recalculated also, but I'm not sure.

Re: FSB v2.57... Beta - hot new features

It is strongly recommended "Use previous bar value" option to be on automatic mode. That guarantees correct backtest and proper live trading. FSB / FST are designed to protect a user from logical errors. "True Charts" option may also help for better understending.

Re: FSB v2.57... Beta - hot new features

I agree. I always set the "Use previous bar value" option to be on automatic mode. What I didn't understand was why it wasn't checked in the ROC MA Oscillator.

In the menu "Use previous bar value" is set to automatic:
http://s3.postimage.org/iq4v1k78/Picture1.jpg


The indicator does not use the previous bar value:
http://s3.postimage.org/iq6ikwp0/Picture2.jpg

Is it suppose to be this way or should the use previous bar value have been checked in the indicator?

Re: FSB v2.57... Beta - hot new features

Itai, this is still with Keltner as opening point?

If Price Move (open) or Bar Closing is set, then there's no need for use of previous bar value.