Topic: FSB v2.57... Beta - hot new features
This FSB beta release has several new interesting features:
* Importing historical data files from JForex;
* Tick back testing;
* Optimizer exports optimization report;
* Analyzer - over-optimization report.
* Fixed bug with Pivot Points indicator;
See "Download" page for download links.
Importing historical data files from JForex
JForex is a DukasCopy platform. It can easily load and save quality historical data including tick data.
1. Make a folder for the Dukas data.
2. Load and save all time frames you need. (In order to use the tick data backtester, you need the corresponding bar data also.)
3. Import the data files to the FSB Data folder by using the Market -> Import JForex Data Files tool from the main menu of FSB. This tool will convert and save the Dukas data to the FSB data folder by overwriting the old data files.
Once the tick data are converted from FSB, you can allow tick backtesting from the Scanner tool. FSB will use them only to calculate the data route inside the bar. The indicators and signals will be calculated by using the corresponding bar data as before. The tick backtester will replace bar interpolating where tick data are available. This will reduce the number of ambiguous bars during the test.
Optimizer Exports Optimization Report
The optimizer exports a detailed report after each optimization run.
How to use it:
- You have to switch it on from the Tools -> Additional menu.
- After making or generating a strategy, save it under some name. Lets say Best Strategy.xml
- Every time you run the Optimizer, it will write a report file in .CSV format. The report file will be named as the strategy + "-report-N.csv". Where "N" is the report number. In our case I run the optimizer 3 times and received 3 reports: Best Strategy-report-1.csv , Best Strategy-report-2.csv...
- You can open the report with MS Excel or OOO Calc. Whatever you choose, you have to select column separator Tab.
In that version I introduce the beginning of development of the strategy Analyzer.
It's purpose will be to evaluate a strategy and to decide whether it's ready for trading or not.
The current stage of the Analyzer can prepare and export an over-optimization report.
The Analyzer changes each numeric parameter of the indicators in a predefined range and reports the major statistical parameters. the report is in csv format, which make it easy for reading in Open Office Calc or MS Excel. The best is that the report has a fixed structure, so we can prepare a certain excel spread sheet or charts for further analysis.