101

Re: FSB Wish List - Requested features

Hello again,

A new day, a new wish ;-)

I think it would be great if we could analyze a pool of strategies. At the moment I'm doing the following manually:

I have about 5 strategies which work fine on different currency pairs - some of them even on different timeframes. Now I export the strategy results of each strategy with fsb. There I remove all lines except the results (closing of positions or reversing). Then I mix together the results of all 5 strategies and calculate my own balance.

The idea behind that is to smooth the balance by diversification. Of course manually analyzing that way takes a rather long time!

So, maybe you could

1. export only results (no "transfer"-transactions) with fsb
2. make a new program which imports all the results and shows the balance and some results (profitfactor etc.)

That would be a phantastic feature!

Best wishes,
Erio

102

Re: FSB Wish List - Requested features

Erio, tha's a good idea. Please think about the required format that will be suitable for further analysis. I'lll include it to the export functions.

103

Re: FSB Wish List - Requested features

Hello Mr. Popov,

As far as I've seen analysis works well if you would omit the transfer-rows (btw: the exported files are much small then and easier to handle).

Besides that, it would be nice, if the currency would be added as a column (especially helpful if mixing strategies for different currencies) and maybe a column with system name. And one column called "bars hold" - that could be helpful for analysing how long trades take.

Thank you,
Erio

104 (edited by kostjaz 2011-03-08 17:42:17)

Re: FSB Wish List - Requested features

Hello @ all,
it would be nice if the SL could also be <5, for example also only one Pip (for Dukas testing).

It would be also fine if after importing tick data and clicking on close, the dates "From" and "To" would be updated regarding to data horizon (if active).

Not big things, but still new futures;)
BTW, importing tickdata is a really great thing!!!
Keep on this good work!
Happy trading
Kostja

105

Re: FSB Wish List - Requested features

hi,

thank you for this great program,

my strategy shows profit only when positions are closed on monday,

i can set up exit at the end of week but i need to exit at the beginning of week,

could you please add possibility to close the trades on specified day?

106

Re: FSB Wish List - Requested features

togr wrote:

hi,

thank you for this great program,

my strategy shows profit only when positions are closed on monday,

i can set up exit at the end of week but i need to exit at the beginning of week,

could you please add possibility to close the trades on specified day?


Hi Togr,
please see this thread in Technical Indicators:
http://forexsb.com/forum/post/8852/
Let me know if that works for you. Thanks

107

Re: FSB Wish List - Requested features

http://i52.tinypic.com/2m3idmo.jpg

I wonder can the trailing stop be made to act this way by FST. That is to only move the stop at the bar open or close. I know its not the way most or any trailing stop I have seen or used works but its the way the back test runs. I am worried that any good backtest with a trailing stop will be junk unless the FST trades like the test.
What I would like to see happen is an initial stop placed at the level specified. At the start of the next bar the stop is evaluated and moved if price has gone my way. If price has not moved my way the last stop levels stays. I think that's how the FSB runs the test.
I have used MT4 and FXCM strat trader, a trailing stops is a pain to test no matter what platform is being used. My solution has always been to figure out how the test is running the stop and try to get the strat to trade that way. The option that I don't like is to use tick data I don't have the computer power to handle a backtest that's large enough to be any good. I prefer to test a larger number of bars in a way that can be automated accurately if the test looks good.
FSB and FST so far have done this better then both MT4 and FXCM's platform. This is most likely due to my programing skills and not a fault of any program.  As an amateur programer being able to get a good test with out spending a week debugging a strat is great big_smile . Thanks for the program.

108

Re: FSB Wish List - Requested features

I wonder can the trailing stop be made to act this way by FST. That is to only move the stop at the bar open or close. I know its not the way most or any trailing stop I have seen or used works but its the way the back test runs. I am worried that any good backtest with a trailing stop will be junk unless the FST trades like the test.

Trailing Stop indicator in FST has two modes:
- Trails once a bar;
- Trails at new Top / Bottom.

When you select the first mode (the default one), FST behaves the same way as FSB runs backtest.
The "Trails at new Top / Bottom" mode in FST hasn't analogue in FSB and it's not available for backtesting.

109

Re: FSB Wish List - Requested features

krog wrote:
togr wrote:

hi,

thank you for this great program,

my strategy shows profit only when positions are closed on monday,

i can set up exit at the end of week but i need to exit at the beginning of week,

could you please add possibility to close the trades on specified day?


Hi Togr,
please see this thread in Technical Indicators:
http://forexsb.com/forum/post/8852/
Let me know if that works for you. Thanks

Hi Krog,

thank you very much,

indi works well,  i just need to adjust my strategy,

i would like to exit on TOP/BOTTOM price AND on Monday,

so far i found how to exit  on TOP/BOTTOM price OR on Monday,

when i use another logic - exit on bar closing and TOP BOTTOM it produces different results

than just exit on TOP BOTTOM so i need to figure it out wink

110

Re: FSB Wish List - Requested features

a feature i would think of would be that in the strategy properties there would be a setting which emulates the behaviour of the FST.
for example FST in case of addition changes the TP/SL not in the defined ways, but to the TP/SL of the last added position.

111

Re: FSB Wish List - Requested features

Hi,

thank you for great program,

i would like to add Break Even option in FSB, it is possible to use it in FST but i would like to test the impact on strategy results in FSB

Re: FSB Wish List - Requested features

Hello Dear Popov:

It's possible add Monthly time frame?

Thank you very much.

Re: FSB Wish List - Requested features

jaimegue wrote:

Hello Dear Popov:

It's possible add Monthly time frame?

Thank you very much.


I am pretty sure that if you have monthly data.. then u can use it

Re: FSB Wish List - Requested features

I have monthly data from jforex. But, How I can use it?

Thank you.

Re: FSB Wish List - Requested features

jaimegue wrote:

I have monthly data from jforex. But, How I can use it?

Thank you.


you need to get it into the data folder and then it has to be added using market and edited etc, just as you would when adding a daily or 5 minute data

have a look at instructions on the site and in manual to get an idea as to how to use it

Re: FSB Wish List - Requested features

Blaiserboy:

Thank you for your help. I find and the max time frame support by FSB is weekly. is not possible add weekly because is not support by the soft.

Is you try to do this let me know, or ask to Popov.

Thank you very much, Jaime.

117

Re: FSB Wish List - Requested features

Hi Mr. Popov!

I think it would be very good if we could change the plotting of the equity curve from absolute to relative and back again. So we can see much better drawdowns in their real "size", because a 30% DrawDown looks not so big, if the equity goes up to 100.000 Dollar - but it looks much bigger if the Equity goes only to 100%!

Bye,
Erio

118

Re: FSB Wish List - Requested features

Hi again!

It could improve a systems performance very much if we could control trade size by volatility. I checked this with one of my systems manually and it improved performance by nearly 60%!!! I entered the hourly open-close volatility of eurusd to my excel-file and then multiplied the trades of FSB by a tenth of this volatilty values according to the hour the trade has been opened.

Example: Volatility at 6 o'clock for eur/usd 8,2 pips. So I multiplied the trades which were opened at 6 with this value.

So it would be great if FSB and FST could adjust trade size by volatility!

Best wishes,
Erio

119

Re: FSB Wish List - Requested features

Another wish from me:

My broker allows minimum lot size of 0.standard lots - so it won't be possible to trade 0.01 lots. It's even not possible to trade 0.11 lots because it must be always multiples of 0,10 (0.20, 0.30, ...). This is no problem for systems with fixed lotsize, but for example trading percentage of equity it will result in inprecise trading sizes. So, could you make an option to force FSB and FST to use only multiples of 0.10?

Bye,
Erio

120

Re: FSB Wish List - Requested features

Hi again!

I am the only one which has so many wishes? *g*

Okay, here's another one from me: can we have 3 decimal places for the parabolic indicator instead of only 2? (for all 3 parameters).

Bye,
Erio

121 (edited by Clew 2011-07-30 13:02:08)

Re: FSB Wish List - Requested features

Hi,

It'll be nice if we can have an option in the generator where we can choose to filter out
strategies with bad profit factor.


Thanks smile

Re: FSB Wish List - Requested features

I'd like the option to see additional statistics in the Account statistics pane.

And/Or, if part of the refresh latency is the calculation of these, the ability to choose individually what statistics to show, (and on top of that the ability to have statistic profiles that are user defined. So the user can select a set of statistics that they have for this or that purpose.)

Best wishes.

Re: FSB Wish List - Requested features

I'd like a down-draw filter that measures the maximum down draw on a single open trade, similar to a stop loss but proportional to account size.

124

Re: FSB Wish List - Requested features

therealdrag0 wrote:

I'd like a down-draw filter that measures the maximum down draw on a single open trade, similar to a stop loss but proportional to account size.

Did you check the Account Percent Stop indicator? It closes a position when the loss goes to a predefined % of the current account.

Re: FSB Wish List - Requested features

Popov wrote:
therealdrag0 wrote:

I'd like a down-draw filter that measures the maximum down draw on a single open trade, similar to a stop loss but proportional to account size.

Did you check the Account Percent Stop indicator? It closes a position when the loss goes to a predefined % of the current account.

Yes but it is incompatible with other closing conditions, so not very useful.