Popov:

I join the community, ask a question, and the developer of the software replies within a day?

Wow.  I am very grateful.

I believe I have the right file attached.

Query:  For back testing via 1D bars, if I understand the intrabar scanner functionality correctly, wouldn't the lesser time frames also need to be in the data directory?

In any event, I look forward to your reply on the ZIP file.

Thx.

Mike

Got it - thank you.

It's working fine now.

Just one more question before I jump into the topic-specific forums, if I may.

It's about my interpretation of the logic - it could be semantics, not sure.

Let's suppose I want to test a very simple strategy that (for sake of example) enters EURUSD 1D Long at the previous daily bar's high or Short at the previous daily bar's low.  It then exits at the end of the daily bar, regardless of profit or loss.  There is no TP and the SL is set at the other end of the previous bar's range (the SL for the long position is at the previous daily bar's low, and vice versa).  That's it.

I believe I have Strategy Properties (Nothing/Reverse/None/None) and Closing figured out.  For Closing the "Closing Point of the Position" is "Day Closing" and given it's nature, there is no logic.  And then I'm not sure if "Reverse" is truly necessary as a property since it is stopping out and opening a new position at that point anyway.

But it's the Opening Point and Logic that I can't determine.

Do I set the "Point" to Previous High/Low and then have no logic?  OR, do I set the "Point" to Bar Opening, and then choose High/Low as my logic?

But in either scenario, it must not be working because when I open up the Overview, I can immediately glance at the number of trades and tell that it isn't generating correctly (I don't know the exact number of course in reality, but a very high percentage of the time - maybe 90% - a given daily bar breaks the previous day's high or low - so the number of trades should be very close to the number of days that my Data Horizon spans - but it's not the case).

I have taken the careful time to review every click within the very robust User's Manual, and cannot quite put a finger on it.

Finally, suppose that I just want to test this strategy with these parameters in the purest sense - in other words, at least initially, I do not want to optimize it - how can I prevent these several different Logic elements popping up over the course of the Generate?

Thank you.

Mike

For that strategy you have to set Previous High Low indicator in the Opening Point of the Position slot:

A same direction signal - Does nothing
An opposite direction signal - Does nothing
Permanent Stop Loss - None
Permanent Take Profit - None

[Opening Point of the Position]
Previous High Low
     Enter long at the previous high
     Base price  -  High and Low
     Vertical shift  -  0

[Closing Point of the Position]
Bar Closing
     Exit the market at the end of the bar
     Base price  -  Close

You don't need changing Opposite Direction Signal. If you set it "Revers" and if the current bar goes above and below the previous bar, FSB will open long or short position first (depending on the interpolation method) and after reaching the other end of the previous bar, FSB will revers the current position.

If the opposite signal behaviour is "Nothing", FSB will open position only at the first reached high or low of the previous bar. If the market reaches the other side of the bar (low or high), FSB will cancel the entry.

As you said, many bars go over and below their previous bars. In some of that cases FSB is not sure what entry to execute first - long entry at previous high or short entry on previous low. In that case FSB chooses one of the entries depending on the interpolation method and marks such bar as "Ambiguous".

If you want to reduce the ambiguous bars, you have to add  additional filter to the entry logic of the strategy. Let's say "Momentum Rises".

We see that there aren't ambiguous bars in that case.