Re: FSB Wish List - Requested features

ATR Stops & Take Profits parallel to a normal closing condition like bar closing.

Re: FSB Wish List - Requested features

What would be really nice would be to be able to also optimize the parameters like "Base Price" and "Logic" of each indicator. Currently only the Generator can do this it seems. However, in the Optimizer, only numerical parameters can be optimized. It would be cool if everything could be optimized, and it would be possible if you just would enumerate the "Logic" conditions of the indicator and the "Base Price" and all the other things.

So for example a indicator has those logics:

"The MA rises"
"The MA falls"
"The MA is higher than the zero line"
^^ In the optimizer it would then simply say
Logic: 1 - 3 and would allow us to optimize from 1 to 3, where each number represents one of those logics.

The same for the Base Price and so on....

Re: FSB Wish List - Requested features

geektrader wrote:

What would be really nice would be to be able to also optimize the parameters like "Base Price" and "Logic" of each indicator. Currently only the Generator can do this it seems. However, in the Optimizer, only numerical parameters can be optimized. It would be cool if everything could be optimized, and it would be possible if you just would enumerate the "Logic" conditions of the indicator and the "Base Price" and all the other things.

So for example a indicator has those logics:

"The MA rises"
"The MA falls"
"The MA is higher than the zero line"
^^ In the optimizer it would then simply say
Logic: 1 - 3 and would allow us to optimize from 1 to 3, where each number represents one of those logics.

The same for the Base Price and so on....

Nice Idea  geektrader and i asked for that option before along with other options  See posts 21 ,22 and 23 , Here we become two persons asking for the same things  cool

29 (edited by ahmedalhoseny 2010-07-13 19:08:07)

Re: FSB Wish List - Requested features

Dear Popov
FSB apply four smoothing methods , i think it will be Nice if you add other smoothing methods for the indicators logic i.e Not only for moving averages


SineWMA - Sine Weighted Moving Average
TriMA - Triangular Moving Average
LSMA - Least Square Moving Average (or EPMA, Linear Regression Line)
ILRS - Integral of Linear Regression Slope
IE/2 - Combination of LSMA and ILRS
HMA - Hull Moving Average by Alan Hull
ZeroLagEMA - Zero-Lag Exponential Moving Average
DEMA - Double Exponential Moving Average by Patrick Mulloy
T3 - T3 by T.Tillson
ITrend - Instantaneous Trendline by J.Ehlers
GeoMean - Geometric Mean
REMA - Regularized EMA by Chris Satchwell
TriMAgen - Triangular Moving Average generalized by J.Ehlers
VWMA - Volume Weighted Moving Average

Post's attachments

better Moving averages.pdf 145.63 kb, 14 downloads since 2010-07-13 

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Re: FSB Wish List - Requested features

That is an excellent idea. Unfortunately I cannot download the attached file since the only net access I have at the moment is via my AmazonKindle. It's good I can read the posts and can send a rospond, but it takes 20 minutes per post. Anyway, thank you Amazon for the free 3G worldwide.

Please ask fxwinner to send me the file.

As you proposed, the methods will be available for all the indicators.

Re: FSB Wish List - Requested features

That is an excellent idea. Unfortunately I cannot download the attached file since the only net access I have at the moment is via my AmazonKindle. It's good I can read the posts and can send a rospond, but it takes 20 minutes per post. Anyway, thank you Amazon for the free 3G worldwide.

Please ask fxwinner to send me the file.

As you proposed, the methods will be available for all the indicators.

Re: FSB Wish List - Requested features

Dear Popov
Happy that you liked my idea  for the smoothing logics , and regarding to the pdf file its only describe 3 out of the smoothing methods and i posted it as an example and if u like me to send you the materials regarding this topic which also include some MT4 indicators using these all smoothing method just send me your mail to send you all i have

regards
and keep the fantastic work

Re: FSB Wish List - Requested features

Hello Popov
i have another idea Regarding to HA candles , for me i like HA candles more than normal Candles because it shows the trend for the most recent candles  This is why i think it will be a good addition if you include Open High Low and close of HA candles to the logic of all indicators  so  for example if we need to calculate the Moving average , Rsi or even Fractals and Ross hook we can use ( High ,Open ,Low ,Close , HA open, HA High , HA Low and HA close )

N.B : i sent a Msg to fxwinner

Regards

Re: FSB Wish List - Requested features

Yes, it's quite nice idea!

I wonder if there is "Noise Cutter" for all indicators, it'll be quite nice.
When you compare 2 previous values then judge "rising", "falling", "change direction", even the 2 values are almost the same, however the system will judge "up" or "down".
For example,
    Value1 = 20.13
    Value2 = 20.12
Then currently the system will judge "Value1 > Value2", right?
If you can set the percentage of noise-cut (how many percent of the noise you want to cut off), then as a result if the value is almost the same then the system will judge "Value1 = Value2". If you don't want to cut off anything, then you can simply set "0%".

How do you think? I'm not bright in programming, so I want to know other people's opinion.

Re: FSB Wish List - Requested features

Adding on to NicholasK: to add a smoothing parameter, example, take the average or cumulative difference over the smoothing period to determine if it is rising or falling.

Re: FSB Wish List - Requested features

NicholasK wrote:

Yes, it's quite nice idea!

I wonder if there is "Noise Cutter" for all indicators, it'll be quite nice.
When you compare 2 previous values then judge "rising", "falling", "change direction", even the 2 values are almost the same, however the system will judge "up" or "down".
For example,
    Value1 = 20.13
    Value2 = 20.12
Then currently the system will judge "Value1 > Value2", right?
If you can set the percentage of noise-cut (how many percent of the noise you want to cut off), then as a result if the value is almost the same then the system will judge "Value1 = Value2". If you don't want to cut off anything, then you can simply set "0%".

How do you think? I'm not bright in programming, so I want to know other people's opinion.

Dear NicholasK  if i understand your words right , you mean that you need software logic to add specific value for the indicator before it take action  for example if indicator will rise you set the minimum % of rising value before it take the position !!!!  am i right

Re: FSB Wish List - Requested features

NicholasK wrote:

Yes, it's quite nice idea!

I wonder if there is "Noise Cutter" for all indicators, it'll be quite nice.
When you compare 2 previous values then judge "rising", "falling", "change direction", even the 2 values are almost the same, however the system will judge "up" or "down".
For example,
    Value1 = 20.13
    Value2 = 20.12
Then currently the system will judge "Value1 > Value2", right?
If you can set the percentage of noise-cut (how many percent of the noise you want to cut off), then as a result if the value is almost the same then the system will judge "Value1 = Value2". If you don't want to cut off anything, then you can simply set "0%".

How do you think? I'm not bright in programming, so I want to know other people's opinion.

You mean to make indicator like Percent Change indicator but to be used with indicators values !!!!

Re: FSB Wish List - Requested features

Hi ahmedalhoseny,

What I mean is not so complicated.
If the indicator judge "rising" or "falling", then it must be based on two values, right?
   Value1 > Value2 = "rising"
   Value1 < Value2 = "falling"
But if the those 2 values are almost the same amount, but the indicator will still judge "rising" or "falling".
for example
   Value1 = 13.1234
   Value2 = 13.1233
These 2 values are almost the same, however the indicator will judge it as "rising".

I wonder if you can set the percentage of neglect of these small difference at the parameter box in each indicator then the indicator will judge it as "Value1 = Value2". What I call "Noise Cut" is like this.
so if
   Value1 > Value2 + Value2 x ??%     then  "rising"
   Value1 < Value2 - Value2 x ??%      then "falling"
if
   Value2- Value2 x ??%   =<   Value1   =<   Value2 + Value2 x ??%        then "same"

So what i suggest is if there is IndParam.Num to set the percentage of this "noise cut" for each indicators, then it'll be nice.
But I don't know how to code it by myself, hahaha. So I ask people about this. I hope people can find better way of smoothing. krog gave some idea already smile

Re: FSB Wish List - Requested features

New idea for indicators like PSAR  and volty channel stop loss indicators 

The idea is to add more logic to the indicator Functions  for example PSAR when it changes its place from below the price to above the price

Re: FSB Wish List - Requested features

Value1 > Value2 + Value2 x ??%     then  "rising"
Value1 < Value2 - Value2 x ??%      then  "falling"

This is already included in FSB / FST for all logic rules.

It works automatically when you use base logic functions. For that case, the IndicatorRisesLogic function is used.

The code is:

        /// <summary>
        /// Returns signals for the logic rule "Indicator rises".
        /// </summary>
        protected void IndicatorRisesLogic(int iFirstBar, int iPrvs, double[] adIndValue, ref IndicatorComp indCompLong, ref IndicatorComp indCompShort)
        {
            double dSigma = Sigma();

            for (int iBar = iFirstBar; iBar < Bars; iBar++)
            {
                int  iCurrBar  = iBar - iPrvs;
                int  iBaseBar  = iCurrBar - 1;
                bool bNoChange = true;
                bool bIsHigher = adIndValue[iCurrBar] > adIndValue[iBaseBar];

                while (Math.Abs(adIndValue[iCurrBar] - adIndValue[iBaseBar]) < dSigma && bNoChange && iBaseBar > iFirstBar)
                {
                    bNoChange = (bIsHigher == (adIndValue[iBaseBar + 1] > adIndValue[iBaseBar]));
                    iBaseBar--;
                }

                indCompLong.Value[iBar]  = adIndValue[iCurrBar] > adIndValue[iBaseBar] + dSigma ? 1 : 0;
                indCompShort.Value[iBar] = adIndValue[iCurrBar] < adIndValue[iBaseBar] - dSigma ? 1 : 0;
            }

            return;
        }

Where the acceptable error Sigma is:

        /// <summary>
        /// Maximum error for comparing indicator values
        /// </summary>
        protected double Sigma()
        {
            int iSigmaMode = isSeparatedChart ?
                Configs.SIGMA_MODE_SEPARATED_CHART : // Indicators plotted on its own chart (MACD, RSI, ADX, Momentum, ...)
                Configs.SIGMA_MODE_MAIN_CHART;       // Indicators plotted on the main chart (MA, Bollinger Bands, Alligator, ...)

            double dSigma;

            switch (iSigmaMode)
            {
                case 0:
                    dSigma = 0;
                    break;
                case 1:
                    dSigma = Data.InstrProperties.Point * 0.5;
                    break;
                case 2:
                    dSigma = Data.InstrProperties.Point * 0.05;
                    break;
                case 3:
                    dSigma = Data.InstrProperties.Point * 0.005;
                    break;
                case 4:
                    dSigma = 0.00005;
                    break;
                case 5:
                    dSigma = 0.000005;
                    break;
                case 6:
                    dSigma = 0.0000005;
                    break;
                case 7:
                    dSigma = 0.00000005;
                    break;
                case 8:
                    dSigma = 0.000000005;
                    break;
                default:
                    dSigma = 0;
                    break;
            }

            return dSigma;
        }

Where:

  <SIGMA_MODE_MAIN_CHART>1</SIGMA_MODE_MAIN_CHART>
  <SIGMA_MODE_SEPARATED_CHART>5</SIGMA_MODE_SEPARATED_CHART>

are set in the config file.

Re: FSB Wish List - Requested features

Adding more time frames

My request is to have a converter to convert smaller time frame into a new time frame i didnot find in any charting software i deal with  , this synthetic time frame is session time frames so the day will broken into three sessions only

regards

Re: FSB Wish List - Requested features

Is it possible to do some adjustments to Generator. Specifically, it would be useful if we could specify an indicator or set of indicators and then the Generator can search for optimal rules and parameters to create strategy from these indicators. I think currently this is not available.  I can lock for example MACD but only after I have specified the rule and parameters.

Re: FSB Wish List - Requested features

it would be useful if we could specify an indicator or set of indicators and then the Generator can search for optimal rules and parameters to create strategy from these indicators

We'll add this options later. Unfortunately not in the upcoming final release.

Re: FSB Wish List - Requested features

I have an idea will help us to best use generator and optimizer
1st the steps to generate strategy as follow:

1- select generator settings  and after finding a strategy
2- we use optimizer to optimize numerical settings only for indicators , and at that point what if we need to find more effecient points for entry and exit !!!!!!

3- we will block the optimized indicators pad and run the generator again to select more proper points for entry and exit  ( But what if the new strategy with the new entry and exit points not the profitable one using the same set of indicator !!!!!)  and the circle will continue ....... you got my point !!!

I think The best way to Make the optimization step is to make it a "Gen-optimization" process  so we can optimize ( Numerical values , indicators Logics and also the opening and closing points )

if this applicable it will be fantastic

Regards

Re: FSB Wish List - Requested features

This is completely possible but the greatest problem is over-optimization. This process has to be combined with thorough strategy evaluation.

Re: FSB Wish List - Requested features

Dear Popov

The optimizer is optional and we can select which part of strategy to optimize or not but having all strategy ingredients( numerical values , Logic values ,opening and closing points ) will make it more flexible
Another point to overcome this point ( to make the optimization a Walk-forward testing ) , and i think it will gives the flexibility without  over-opt  Is that possible !!!!
NB: i will send you a link to show you what i mean


Regards

Re: FSB Wish List - Requested features

Ok..here's another thing i thought. let's say i want a strategy which combines closing logics both indicator based and permanent take profit based. so i want to optimize this strategy, but i can only optimize indicators and not permanent take profit (or stop loss). it would be good if optimization of permanent TP and SL would run together with closing indicators in optimizer.

Re: FSB Wish List - Requested features

I have an idea that the ideas being discussed in here are going to be addressed in the coming months by a substantial revision to the software which is in the very preliminary stages of design. The developer is attempting to develop a strategy builder which will reveal strategies that require far less in the way of optimization.

The idea is in a very preliminary stage and will take quite a while to implement.

Re: FSB Wish List - Requested features

Price action patterns

The Ross Hook has given me some pretty fair results, in fact after a little more work, I will post some strategies that I have developed. I plan to start a thread for Ross Hook once I get a better handle on it.

Perhaps there are other price patterns that would make good indicators that could be included in future versions.

Re: FSB Wish List - Requested features

there's a certain consensus that fairly good strategy does not produce big oscillations in its performance when you change parameters of its indicators. it is quite stable strategy and therefore it should be profitable.

Is it possible to introduce in FSB some kind of factor or ratio that would measure impact of parameter change of strategy components on its overall performance. it could be called strategy elasticity. It could be built into Optimiser and test all strategy components with different parameters and report to what extent performance changes relative to change in parameters.