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Topic: Forex Strategy Builder v2.53.3.0 Beta

Download link: FSB_v2.53.3.0_Beta.zip

* Charts was improved, a button strip was added.
* True Indicator Charts added. (There is a button on the tool strip.)
* Added "Max equity drawdown" statistic parameter in the account statistics.
* Added strategy limitations to the Optimizer:
    - Maximum number of ambiguous bars;
    - Maximum number of trades;
    - Minimum number of trades;
    - Maximum drawdown as percent of the current equity;
    - Maximum drawdown in currency;
    - Minimum Win / Loss trades ratio.
* The Optimizer can save its options in the config file.
* Calculations were speed up when "logical groups" are used.
* Intrabar scanner loads data automatically. Automatic scan option included.

http://forexsb.com/img1/fsb_new_chart.png

Full change log from the last release:

    * Generator speed is increased when Logical Groups are off. The Generator uses always default groups, therefore, you can freely switch them off when generating strategies.
    * Bug with Optimizer OOS testing was fixed.
    * Fixed backtesting bug with scanner where the back-tester shows straight, rising balance line when TP is near to the entry price.
    * Keltner Channel can be based on Close price only. The other options for the base price were removed. (Thanks to Lorenz Vauck)
    * Fibonacci indicator was removed from the indicator list.
    * Logical groups added. They can be activated from Strategy menu. The logic is OR between groups and AND in a group. Indicators assigned to "All" group participate in each group.;
    * Changeable number of slots from "Strategy" menu;
    * Indicators can show a warning message in the Indicator Dialog. Example - Trailing Stop
    * Generator:
          - Generating a new strategy or a more profitable strategy;
          - Generator saves all better strategies in a history list. Called from the main menu Edit -> Previous Generated Strategy, Next Generated strategy. Fast keys Ctrl - H (H from History) and Crl - J
          - Maximum number of trades;
          - Maximum drawdown as percent of the current equity;
          - Maximum Win / Loss trades ratio;
          - Generator saves its options in the config file;
    * Directional Indicators and ADX can be based on Close price only, which is it's usual calculation method. "Use previous bar value" parameter fixed.
    * Many other smaller changes.

Re: Forex Strategy Builder v2.53.3.0 Beta

Hi, Popov.
Thank you so mush for your great work every time  smile

I noticed that Bar Closing HTF v4 is still not recognized by FSB.
Can we use HTF indicators for closing logic without using Bar Closing HTF?
I think many FSB users are waiting for it.  big_smile

Please refer to the discussion below
  http://forexsb.com/forum/topic/1372/new-indicators-higher-time-frame-indicators-set/
  http://forexsb.com/forum/topic/1372/new-indicators-higher-time-frame-indicators-set/page/2/

Re: Forex Strategy Builder v2.53.3.0 Beta

dear Mr Popov

Please can you tell me what broker (ie. EURUSD csv files) comes with your latest FSB release?

thank you smile

Re: Forex Strategy Builder v2.53.3.0 Beta

Data files are from Alpari - GMT time zone.

Re: Forex Strategy Builder v2.53.3.0 Beta

I fear there is a bug with the new "limit" function in the optimizer. I tried to optimize various strategies for a max draw down of 1000 Euro. Even if optimizing ALL parameters, I don´t get any results at all. Even though the strategy had only a 1200 Euro drawdown before and should well be possible to bring it under 1000 Euro drawdown with a bit less profit.

Can you have a look at this Popov? I think there must be a huge bug somewhere.

Re: Forex Strategy Builder v2.53.3.0 Beta

You can easily test this feature.

Change a parameter of the strategy, so that the drawdown to increase, let say 1250 and the profit of the strategy to be lower. Open the Optimizer and set Max drawdown to 1205 and set also the parameter in the way that the original value to be in the limits.
Start the Optimizer an look it to recover the original value of the parameter that makes the drawdown 1200. 

That test can be repeated with the other parameters also.

Re: Forex Strategy Builder v2.53.3.0 Beta

I cant see how the ogical groups" works !!
It is still the same results when i use old version of Builder. Even when i choose different groups   (b,c, ...)
Could anyone help here ?

Re: Forex Strategy Builder v2.53.3.0 Beta

The Optimizer uses nonlinear optimization algorithm. That means it may choose another direction every time you start it. Therrefore the end result may differ especially when the parameters selected are mjore than 3.

The idea of logical groups is:
- AND interaction between the indicators from one group;
- OR interaction between indicators of different group;
- "All" group means that the indicator participate in each group.

Refer to Overview when experimenting with groups.

9 (edited by geektrader 2010-07-12 01:59:19)

Re: Forex Strategy Builder v2.53.3.0 Beta

Popov wrote:

You can easily test this feature.

Change a parameter of the strategy, so that the drawdown to increase, let say 1250 and the profit of the strategy to be lower. Open the Optimizer and set Max drawdown to 1205 and set also the parameter in the way that the original value to be in the limits.
Start the Optimizer an look it to recover the original value of the parameter that makes the drawdown 1200. 

That test can be repeated with the other parameters also.

Here is what I did: I have a strategy with 30000 Euro Net Profit and Max Drawdown of 1700 Euro. It uses a Take Profit of 80 pips as Exit-Indicator. So I just changed the Take Profit to 2 Pips. Now the Net Profit is at -7000 Euro and the Drawdown at 7000 Euro or something. Now I open the Optimizer and WITHOUT ANY LIMITATIONS only optimize the Take Profit from 2 pips to 80 pips. All is going OK and the strategy, after optimizations is finished, ends up again with 30000 Euro Net Profit and Max Drawdown of 1700 Euro.

Now I set the Take Profit to 2 pips again but this time run the optimization with a Limit of 2000 Euro for Max Drawdown and again optimize the Take Profit from 2 to 80 pips. However, this time the Net Profit, after optimization is finished, stays at -7000 Euro. Nothing has changed at all.

Which leads me to the conclusion, as I never got any changes when using the Drawdown limit on any other strategy as well, that something is wrong implemented and that this is a bug.

Re: Forex Strategy Builder v2.53.3.0 Beta

Nevermind, I think I got it working. Confused that it is Max EQUITY Drawdown, not Max Drawdown. Sorry.

Re: Forex Strategy Builder v2.53.3.0 Beta

Would you mind, while you are already at changing the Optimizer, to implement that the Permanent Take Profit and Permanent Stop Loss can always be optimized within the Optimizer as well? That would be really great.

Re: Forex Strategy Builder v2.53.3.0 Beta

geektrader wrote:

Would you mind, while you are already at changing the Optimizer, to implement that the Permanent Take Profit and Permanent Stop Loss can always be optimized within the Optimizer as well? That would be really great.

That would be nice !!!

Re: Forex Strategy Builder v2.53.3.0 Beta

Popov wrote:

The Optimizer uses nonlinear optimization algorithm. That means it may choose another direction every time you start it. Therrefore the end result may differ especially when the parameters selected are mjore than 3.

The idea of logical groups is:
- AND interaction between the indicators from one group;
- OR interaction between indicators of different group;
- "All" group means that the indicator participate in each group.

Refer to Overview when experimenting with groups.


Im still not getting how this work .. since i have the same results on old version ...  sad

Re: Forex Strategy Builder v2.53.3.0 Beta

Does FDT work with new FSB ?   
I have a strategy on FSB that show it is works, but in Real world i FDT doesnt do anything ... no trade !

Re: Forex Strategy Builder v2.53.3.0 Beta

Seems the FST cant use the logical group "OR" !   
the FST  see the logical "OR"  only as  "AND" !

Doesnt work !

The FSB is set as "OR"    but the FST   see as   "AND" !!!!!          :-/

Re: Forex Strategy Builder v2.53.3.0 Beta

1. FST with Logical Groups will be available at the middle of August.

2. The idea of Permanent SL / TP is they to be PERMENT in order to provide ridgit limits in both directions.

3. I think if we make the Optimzer changing the indicators Logic, that will change the strategy complitely. For example, if the Optimizer changes the logic from "MA rises" to "MA falls", the strategy will change from trend following to contra trend. Therefore, this feature applies more to the Generator.

4. There was a bug with OOS in the Optimizer in the previous versions. Now it must be OK. Anyway, report all doubtful cases.

Re: Forex Strategy Builder v2.53.3.0 Beta

Popov wrote:

2. The idea of Permanent SL / TP is they to be PERMENT in order to provide ridgit limits in both directions.


But could programm it to test a sort of value, without we need to change it manual !

Re: Forex Strategy Builder v2.53.3.0 Beta

I think no ADDITIONAL option will ever be contra-productive, because one can just not use it if not needed. But especially the TP / SP optimization should be really done as when optimized with other parameters often can lead to huge improvement in strategies. I noticed that when using the Stop Limit indicator and optimizing the TP / SP together with all other parameters of my indicators.

Also, optimizing the logics is definetely also going to help. Even if the system then goes from trend-following to not trend-following, who cares if it provides a better equity curve? The best of my strategies have looked TOTALLY different when I generated them to what they have ended up after optimizing all parameters and changing many logics. So I think this will definetely be a good idea to implement it.

Re: Forex Strategy Builder v2.53.3.0 Beta

Optimization of the Permanent TP / SL will be added. I agree with you. These are frequently used to expand the strategy exit logic.

Re: Forex Strategy Builder v2.53.3.0 Beta

Btw, this problem here is still present for me in Beta 3: http://forexsb.com/forum/post/5473/#p5473

Re: Forex Strategy Builder v2.53.3.0 Beta

Also, thanks for the quitely introduced factor "Maximum Equity Drawdown" !  I have missed this for a long time, now this is a real realistic drawdown finally, affecting the complete equity curve. VERY nice. With this new variable I was just able to optimize my current system for a lot better trailing stop / indicator combinations and now have a smooth equity curve with a low Equity Drawdown throughout, thanks to this variable being availabe in the Optimizer now as well.

FSB is making real big steps forward. Thanks a lot for your efforts!

22 (edited by hans753 2010-07-14 19:13:38)

Re: Forex Strategy Builder v2.53.3.0 Beta

Since beta 2 I've the problem that the Generator stop generating a strategy.
The bug is still present in beta 3.

Can I send you any debug messages? The Generator just stoppes after a couple of calculations.
I've the problem with Windows 7 and XP.
Maybe a localization problem? My region is set to German.

Edit: It also happens with US settings.

Re: Forex Strategy Builder v2.53.3.0 Beta

I have the same problem, too.
Generator stops very quickly & cannot get the proper result.
Is it the problem of the setting or bug???

Re: Forex Strategy Builder v2.53.3.0 Beta

Max Equity Drawdown % does not work with "information in Pips", because if Pip-Account happens to get below zero, Max Equity Drawdown increases above 100%.

Re: Forex Strategy Builder v2.53.3.0 Beta

At me the generator too stopped. But I have put "Maximum number of opening logic slots" = 5 and "Maximum number of closing logic slots" = 4. Also has earned. The interface has left English.

More did nothing.

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