Re: FSB Wish List - Requested features

Trading hours

Is it possible to add something that can screen for the most profitable hours so that we can 'trade between' say 5 am and 9 am.

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: FSB Wish List - Requested features

Multiple Orders per Bar

Could there be an option to allow more than one order per bar......?

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

203

Re: FSB Wish List - Requested features

Since the Breakeven feature apparently now operates by changing the S/L setting to the original entry value, could there be an option where the S/L setting is set to [the original entry value plus(buy)/minus(sell) Half the Breakeven setting]?   that is, if the buy entry value is 0.90000 and the BE value is 200 pips, when the price reached 0.90200, could we have an option to reset the S/L setting to 0.90100, rather than to 0.90000?

Re: FSB Wish List - Requested features

Limitations

I wonder if a ratio such as Sharpe Ratio and perhaps a couple others could be set in the limitations screen.

That would definitely save a lot of generating and optimizing time.

More research needed as to types of ratios that would be beneficial before implementing any changes.

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

205 (edited by Sam M. 2012-04-16 05:34:13)

Re: FSB Wish List - Requested features

Blaiserboy wrote:

Trading hours

Is it possible to add something that can screen for the most profitable hours so that we can 'trade between' say 5 am and 9 am.

I think this is an interesting idea.

To narrow down, for a given period of data, the time of day realizing the most profit for the strategy being tested. Maybe a most profitable/least profitable filter or display.

In theory it'd allow for a better return on a strategy, particularly with some money mangement applied.

Common wisdom is usually that peak liquidity hours provide the best trade times, but a more precise understanding on a strategy by strategy basis could only help.

The calculation could get jumbled based on entry and exit time, overlaps, addition or reduction to existing position, weekends etc.

Not sure how simple that would be to address, but sounds good regardless.

Re: FSB Wish List - Requested features

re "Closing Point of the position'


Would it be feasible to have a 'Closing Point of the Position' that would include Take profit, stop loss, breakeven and trailing stop (all four of them).

and.......... would it be possible to somehow incorporate a ratio of 'Take Profit' to 'Stop Loss' so that when generating a strategy a ratio could be preset.?


Some ideas on these are welcome.

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: FSB Wish List - Requested features

Sam M. wrote:
Blaiserboy wrote:

Trading hours

Is it possible to add something that can screen for the most profitable hours so that we can 'trade between' say 5 am and 9 am.

I think this is an interesting idea.

To narrow down, for a given period of data, the time of day realizing the most profit for the strategy being tested. Maybe a most profitable/least profitable filter or display.

In theory it'd allow for a better return on a strategy, particularly with some money mangement applied.

Common wisdom is usually that peak liquidity hours provide the best trade times, but a more precise understanding on a strategy by strategy basis could only help.

The calculation could get jumbled based on entry and exit time, overlaps, addition or reduction to existing position, weekends etc.

Not sure how simple that would be to address, but sounds good regardless.

Could you not use 'Entry Hour' to locate this time period, ie use it with the 'chain'

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: FSB Wish List - Requested features

Blaiserboy wrote:

would it be possible to somehow incorporate a ratio of 'Take Profit' to 'Stop Loss' so that when generating a strategy a ratio could be preset?

RRR (risk reward ratio) would be really nice in the generator.

Re: FSB Wish List - Requested features

Blaiserboy wrote:

Could you not use 'Entry Hour' to locate this time period, ie use it with the 'chain'

Yeah that would do the trick I suppose. Could just use the generator or optimizer to find the ideal time.

Re: FSB Wish List - Requested features

footon wrote:
Blaiserboy wrote:

would it be possible to somehow incorporate a ratio of 'Take Profit' to 'Stop Loss' so that when generating a strategy a ratio could be preset?

RRR (risk reward ratio) would be really nice in the generator.

I second the motion.!!

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

211

Re: FSB Wish List - Requested features

Can you include in the next version two indicators Doji and Hammer.
Thanks in advance.

Re: FSB Wish List - Requested features

My wish is for "Analyser" to be working on the "successful" strategies during the generation stage, if it is not stable, its discarded it instead of allows being to be build up upon or occupy the top position hence preventing the stable strategy to surface.

The other suggestion would be "Agent" in MetaTrader 5 that uses the cloud computing by linking all computer that run FSB. Off course, the profitable strategies found would be automatically published in the forum.

Re: FSB Wish List - Requested features

Can the multi time or wilder time function of indicators be build into FSB itself, in that way it will reduce the development time for building an indicators and a multi time version of it ?

214

Re: FSB Wish List - Requested features

mel8331 wrote:

Can the multi time or wilder time function of indicators be build into FSB itself, in that way it will reduce the development time for building an indicators and a multi time version of it ?

I'll try to add multi time frame option to all indicators in next major release.

Re: FSB Wish List - Requested features

Popov wrote:
mel8331 wrote:

Can the multi time or wilder time function of indicators be build into FSB itself, in that way it will reduce the development time for building an indicators and a multi time version of it ?

I'll try to add multi time frame option to all indicators in next major release.

Thanks for considering this feature in future release.

Can I add this request too since Optimizer goes through a range of parameters value, can you add an option that it will pick the most non over optimized of the optimized parameters ie the parameters at +/- its pick parameter will maintain the highest capital ie preserving the capital.

216 (edited by Sam M. 2012-04-26 02:12:48)

Re: FSB Wish List - Requested features

Numbers or labels on the over-optimization chart reports for the colored lines matching them up to the corresponding indicators they represent would be convenient.

I've just learned it's simple to match them up by taking a look at the excel document, but being able to quickly see it on the chart would be great.

Re: FSB Wish List - Requested features

I love this software smile otherwise I wouldn't bother writing this.

Edit | Previous / Next
Strategy
There doesn't seem to be a display of where you are in the history list. It would help to grey out the "Next Generated Strategy" when at the top of the list.

In the Strategy Properties box the items "same direction signal" and "opposite direction signal" do not seem to be part of the generation optimisation process whereas the SL, TP and BE are part of it. It is not clear that one can/should adjust these manually. Perhaps change their colour or separate them out to make this clearer?

The strategy generator seems to be set to optimise on balance. I would like to either optimise on or at least filter by Profit Factor (PF > 1.4 for example) PF= Gross Profit/Gross Loss, with gross loss considered as a positive quantity.

Re: FSB Wish List - Requested features

The Data Horizon | Maximum number of bars is quite limiting on M1 and M5 timeframes. It would be much better if it could be raised to 1,000,000 or higher.

219

Re: FSB Wish List - Requested features

dabbler wrote:

The Data Horizon | Maximum number of bars is quite limiting on M1 and M5 timeframes. It would be much better if it could be raised to 1,000,000 or higher.

There's instructions somewhere on the forum -- open config.xml in the install folder, change max bars to 1 million, open FSB, then Market > Data Horizon change the setting to 999,999 (I think the number stepper is max at 6 digits).

Re: FSB Wish List - Requested features

krog wrote:
dabbler wrote:

The Data Horizon | Maximum number of bars is quite limiting on M1 and M5 timeframes. It would be much better if it could be raised to 1,000,000 or higher.

There's instructions somewhere on the forum -- open config.xml in the install folder, change max bars to 1 million, open FSB, then Market > Data Horizon change the setting to 999,999 (I think the number stepper is max at 6 digits).

Thanks, that works smile
It was ...System/config.xml
There were three variables at 50,000
        MAX_BARS
        MAX_INTRABARS
        dataMaxBars

all of which I changed to 1,000,000

In which case the wish list item becomes to improve on this hacky user interface smile

Re: FSB Wish List - Requested features

The Data Horizon dialog wording
http://forexsb.com/wiki/fsb/manual/data_horizon
is a bit disturbing until you read the manual. The suggestion from the dialog text is that data is being deleted.

Rather than "Remove data older than" I would prefer "FROM: (do not start before)"
Rather than "Remove data newer than" I would prefer "TO: (do not end after)"

MT4 has a very clean interface to their backtest and they just use "From" and "To" dates, which can be typed in directly, or by pulling up a calender.

222 (edited by ab 2012-05-24 12:15:42)

Re: FSB Wish List - Requested features

mel8331 wrote:

... The other suggestion would be "Agent" in MetaTrader 5 that uses the cloud computing by linking all computer that run FSB.

Unfortunately the MT5 cloud computing agent doesn't support calling of external DLL's, which would be needed to integrate FSB processing with the type of distributed processing that MT5 use.

It would probably be possible to build an agent for FSB that uses a bunch of different systems owned by different users to perform distributed generator tasks (like how SETI@Home works), but my guess would be that the work involved would not be worth it unless we had a very large number of users who were prepared to 'donate' their spare CPU time.

Re: FSB Wish List - Requested features

Hi all,
Thanks to all the moderators here always available to help us improving our strategy through FSB.
In order to improve this fabulous software, I was wondering if the next version could have this  stats inside.
worst year's Drawdown
profit factor
longs won in percentage
shorts won in percentage
Best trade
worst trade
winning trades but in percentage
losing trades but in percentage
Profits percentage each month
consecutive winning trades
consecuttive losing trades

Others ideas are welcome

Re: FSB Wish List - Requested features

Mickaelfx wrote:

Hi all,
Thanks to all the moderators here always available to help us improving our strategy through FSB.
In order to improve this fabulous software, I was wondering if the next version could have this  stats inside.
worst year's Drawdown
profit factor
longs won in percentage
shorts won in percentage
Best trade
worst trade
winning trades but in percentage
losing trades but in percentage
Profits percentage each month
consecutive winning trades
consecuttive losing trades

Others ideas are welcome


Most of these are easily calculated with excel, we had a discussion recently as to what people preferred as out put and the developer and some others are preparing a revision.

There is a way to  export to excel or results can be entered by hand.

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: FSB Wish List - Requested features

I think its allready on the wishlist but I am not sure. I would like to have the ability to set up a fixed ratio between SL and TP and then run the generator if its possible. Thanks