• Registered: 2010-07-25
  • Posts: 16

Re: Cant make a single strategy work????

I will definitely be posting some feature requests in the relevant thread, just need to consolidate some lists I have made (I run FSB on various machines and make notes on each machine)
Since most of my requests are related to the ease of use of the application (more productive generating and optimization), and not theoretical ideas about strategies), if you think it is worthwhile, I am willing to "copy" the current UI in my own version and change it appropriately and post the screenshots ?

I would definitely like to be involved, so please send me a PM or email (foolforforex@gmail.com) when the time comes, and what the process would be. I understand the intellectual property aspects, maybe certain stand alone sections can be made available, or the UI without the engine, or perhaps the engine but then only the dll's which can be obfuscated.

Lastly, do you think there is a possibility Popov will make the original spreadsheet (that initiated the FSB project) available to interested members ? I have made my own (spent like 200 hours creating and testing already) which I actually use more than FSB for more extensive testing (since it is MUCH more flexible, but FSB very usefull to give optimization param values then used in sheet) but it is becoming extremely slow and since the formula's for keeping track and calculating the outcomes / floats / equity / balance and drawdowns is so complicated, it is starting to become unmanageable. Therefore it would be very interesting to see what he has done and to what extent. (I can't get multiple positions to work, not even sure if it is possible with Excel without using macro's) Everything done so far is pure excel formula's, but can only handle one position at a time until it closes depending on the closing conditions)

  • Registered: 2010-08-20
  • Posts: 2

Re: Cant make a single strategy work????

ok guys ive been looking at my "reverse positions" strategy a little closer and have realised it isnt as simple as entering short trades when i get a long signal because the spread distorts the entry price. and so my original excel in that respect is misleading.

so it looks like in order for the reverse positions strategy to work you need to adjust your open price to account for the spread i.e. if you are given a long entry signal at bid 1.2345 the actual open price with a 2 pip spread will be ask 1.2347, in order for the strategy to work you need to enter a short position at bid 1.2343 i.e. ask 1.2345. now im not sure how i can set up this in fsb so ill be manually backtesting this from this week to see 1. if it is still profitable and 2. whether or not the new entry point is in fact hit. when i have some results i will post them on here.

i will also try the reverse signals option you guys mentioned earlier.

  • Registered: 2010-04-26
  • Posts: 185

Re: Cant make a single strategy work????

mikhail86,
I have already answered this question, in order to reverse strategy spread must me absolute due to profit target and at least 1:20 (more better). than yes, the strategy may work.

  • zenoni
  • zenoni
  • Licensed Member
  • Offline
  • Registered: 2009-10-25
  • Posts: 339

Re: Cant make a single strategy work????

I use a little trick to get a bit more realistic results from the backtesting.

At first I make a spread a bit larget than it actually is e.g. EURGBP spread is 2 pip, but I make is 2,5 or 3 pip.

The second parameter I use is slippage - I always use slippage up to 1-1,5 pips in my backtesting.

In this way I try to avoid "too good to be true" backtesting results. Take a single profitable strategy and change slippage and spread and you'll see quite a different and unexpected results.

  • Registered: 2010-04-26
  • Posts: 185

Re: Cant make a single strategy work????

Hey footon,
the principal is simple. you trade on send order from FST to Demo account and then copy them on live but with reverse.
you can use something like this one : http://www.fx-metropolis.com/ac_Introduction.html
simple explanation you can find here: http://www.youtube.com/watch?v=USVXAup2FYo

The idea is simple if strategy constantly loosing from 50pips and more in one trade and it is stable you can just reverse the signals by copping orders from Demo to live.
So when Trade opens on Demo account it is placed on Live account but opposite direction, when it closes on demo (SL/TP or just logic) it is closed on live.
I have ran this in past but I prefer straight forward and simple approach :-)

Hope it helps.

  • Registered: 2010-06-30
  • Posts: 15

Re: Cant make a single strategy work????

i use stop limit for control stop loss and take profit on FSB
and try to find Win/loss Ratio statistics.  reverse trade order to another account by script or any tools .

the problem this concept is delay times when script or tools  try to copy and reverse to another account .

it's possible  to reverse  feature on FST?  big_smile


test R/R = 1:1
http://s2.postimage.org/LIE4A.jpg

  • Blaiserboy
  • Blaiserboy
  • Junior Part-Time Aspiring Space Cadet
  • Offline
  • From: Toronto
  • Registered: 2010-09-06
  • Posts: 2,842

Re: Cant make a single strategy work????

One of the advantages of Strategy builder is that you can select an opening criteria and let the generator do its thing for many hours and then evaluate the result.

My standard run at this time is 120 minutes using 50,000 bars. When the thing is done I have a look at the overview and make some adjustments and restart.

The generator is programmed to seek viable combinations and because there is a great selection of indicators it has to be allowed a lot of time to do its work.

Because the generator uses some sort of randomizer as it selects criteria....... we have to re run the same initial criteria many times to get the mix that will give a good result.

I feel that by imposing too much on the generator, initially, will impair its function.

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

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