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Topic: The strategy "Demo scanner"

The strategy "Demo scanner" is included as a demo strategy into the Forex Strategy Builder distribution.
It uses as entry / exit points "Pivot Point" indicator. This means that we have two entry points and two exit points for each bar. Some times they are into the limits of the bar and that leads to ambiguity.

We see 577 ambiguous bars here. More ambiguous bars - more significant role plays the chosen interpolation method.

Here the strategy is tested using the pessimistic method of interpolation.

http://gallery.forexsb.com/albums/strategies/demo_scanner_pessimistic.png


The "Method comparator" can show us the results of the different interpolating methods, plotted into a single chart.

http://gallery.forexsb.com/albums/strategies/demo_scanner_comparator.png

We can easily see the huge difference between the results - from below -8000pips loss until more than 40000pips profit.

To make the result more precise we can use the "scanner". It loads all available data and uses them for calculating the strategy. When there is no enough information, the "scanner" uses the principles of the chosen method of interpolation.

This is the result after scanning with pessimistic method.

http://gallery.forexsb.com/albums/strategies/demo_scanner_pessimistic_scanned.png

We see that the direction of the chart turns upward when the 4hours data begins. This is a clear sign that the pessimistic method is too pessimistic for the strategy.

Scanning using the optimistic method shows correction downwards (when 4hour data begins).

http://gallery.forexsb.com/albums/strategies/demo_scanner_optimistic_scanned.png

It is a good idea to test with the "Comparator" and the "Scanner" when the strategy includes some ambiguous bars.

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