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Forex Forum → Forex Strategy Builder Professional → Forex Strategy Builder v2.63 Beta with Break Even

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Posts: 22

Topic: Forex Strategy Builder v2.63 Beta with Break Even

This is an initial release with Break Even.

Download link: [Removed] see below for updates.

It works surprisingly well on my tests.
- Closes position on Break Even compensating spread, slippage and rollover fees.
- Adjust the exit properly on adding / reducing.
- Sets Break Even in the same bar if the floating profit was enough high to activate it till the end of the bar.
- Works well with Intrabar Scanner and interpolation methods.

Break Even price is plotted on the indicator chart with yellow dashed line.

http://s3.postimage.org/1bijcvzus/07_08_2011_10_25_48.jpg

Please test it and give us feed back. Since this version fixes also two bugs with GUI and Generator I hope to release it soon.

See the attached strategy for example.

If you have question why Break Even closes in a particular way, please attach the strategy or screen shot. I'll try to explain or fix bugs.

Post's attachments

Test Break Even.xml 2.81 kb, 36 downloads since 2011-08-07 

You don't have the permssions to download the attachments of this post.

Re: Forex Strategy Builder v2.63 Beta with Break Even

Mr Popov, you are a star. My computer is crunching strategies right at this moment!

Re: Forex Strategy Builder v2.63 Beta with Break Even

I'm very happy by getting this new FSB  smile  Break Even will start a new era for risk management.

Please add also an optimization for Break Even, Permanent Stop Loss and Take Profit.

Re: Forex Strategy Builder v2.63 Beta with Break Even

I found something strange in generator not seen before. When OOS is switched (30% default) then after some time the OOS cross has moved to the left on the balance/ Equity chart. The cross should be 30% from the right not from the left.  Maybe it is related to the WTF indicators.

http://s4.postimage.org/dtyydc2s/sshot_11.jpg

Re: Forex Strategy Builder v2.63 Beta with Break Even

OOS calculates the final bar as % from the whole data series. So if you have 10 000 bars the final bar will be 10 000 - 30% = 7000. OOS bar is bar No 7000.
Balance chart plots data from the first calculating bar of the strategy to the end of the data series.
It seams that the first calculation bar in the shown screen shot is around 4000. It must be from the period of the MA WTF.

Re: Forex Strategy Builder v2.63 Beta with Break Even

I have been testing FSB 2.63 beta for a while now and the Break Even feature seems to be working well in generating nice smooth equity curves. Will FST trade it or is there a new version of FST coming out which will handle the Break Even logic.

http://img808.imageshack.us/img808/4299/snap20110811095140001.png

Re: Forex Strategy Builder v2.63 Beta with Break Even

Break Evin was integrated in FST long ago. Try the latest prerelease, it has some improvements.

Re: Forex Strategy Builder v2.63 Beta with Break Even

Hello Mr. Popov,

Can you please explain a little bit more detailed how the break-even-feature works?

Best wishes,
erio

Re: Forex Strategy Builder v2.63 Beta with Break Even

We found a bug in FSB 2.63 beta concerning Break Even backtest. The results you see now a greatly overestimated. I'll publish corrected version soon. after that I plan to write an article about Break Even.

Re: Forex Strategy Builder v2.63 Beta with Break Even

Thank you for the information!

Re: Forex Strategy Builder v2.63 Beta with Break Even

Forex Strategy Builder v2.63.1 Beta

Download link: [Removed]

- Fixed Break Even backtest;
- Fixed Bar Explorer chart.

Re: Forex Strategy Builder v2.63 Beta with Break Even

Aaargh! All my nice equity curves have disappeared. Even your sample one with the OBOS MA doesn't work. Do you have another sample that does  work?

Re: Forex Strategy Builder v2.63 Beta with Break Even

Pessimistic method likes eating Break Evens for breakfast.
If a Break Even can be activated in the same bar, FSB activates it and returns back to close your position on zero profit. Off course, it makes that if there is no Stop Loss in the bar because Stop Losses are tastier.
When there is no enough information, pessimistic method tries to find the worst scenario. This is the beauty of Forex Strategy Builder, it protects the user of making overestimated backtests and logical errors.

Some times Pessimistic Method is too strict. To check that use Method Comparator. Intrabar data or tick data always improve the accuracy of the test.

Re: Forex Strategy Builder v2.63 Beta with Break Even

Popov wrote:

Pessimistic method likes eating Break Evens for breakfast.............................


Yes, I can see how that would be a problem with backtesting.

Re: Forex Strategy Builder v2.63 Beta with Break Even

Forex Strategy Builder v2.63.2 Beta

Download link: [Removed]

- Fixed backtesting bug.
This bug was not related to the added Break Even function but heavily reflects exactly on Break Even calculations. Probably this is the reason we found it just now.

Please check this topic for more info: http://forexsb.com/forum/topic/2481/eur … reak-even/

Re: Forex Strategy Builder v2.63 Beta with Break Even

Forex Strategy Builder v2.63.3 Beta

Download link: FSB_v2.63.3b .exe

Changes:
- Added additional criteria for recognizing ambiguous bars. It will not change the backtest results but will properly mark more ambiguous bars. Such bars may be interpolated differently by using pessimistic and optimistic methods.
- Improved Nearest method of interpolation.
- Some minor fixes in strategy overview.
- BBCode formatting of the strategy improved.(Strategy - Publish)
- Fixed a bug in N Bars Exit indicator. (Crash when nBars > Data bars)
- Optimized Open Once indicator. Fixed a bug in Enter once a week logic.

This beta fixes the features for the next final FSB 2.64 release. Please report eventual bugs or mistakes in the translations.

17

Re: Forex Strategy Builder v2.63 Beta with Break Even

can't run on either computer dual-core WinXP or quad-core Win7.  error message on both says "file is corrupted"

Re: Forex Strategy Builder v2.63 Beta with Break Even

The file is OK.
MD5 sum: E1946FB1D9C5D590B0CB453AB2B0DC61
Delete browser cache before repeating download.

19

Re: Forex Strategy Builder v2.63 Beta with Break Even

FSB_v263.1b downloaded 8/11/2011 is 5,691KB  and runs
FSB_v2.63b     downloaded 8/10/2011 is  5,691KB and runs
FSB_v2.63.3b  downloaded 8/15/2011 is    314KB and doesn't run
FSB_v2.57.1.0b  downloaded 12/16/2010 is   166kb and doesn't run

FST_v1.4.4 downloaded 8/9/2011 is 211KB and doesn't run
FST_v1.4.5 downloaded  8/10/2011 is 3,358KB and runs fine

error message "file corrupted" is immediate when "run" hit
deleted cache in both Win 64  and 32 on quadcore and on XP on dual core as instructed
also tried 'Run" rather than "save" at download , same error message, all three browsers, on two machines
FSB not running on either machine  during download
most FSB-FST downloads do not run immediately without some possible-problem dialog-boxes appearing requiring my hitting a "continue" button

by the way, also had those crazy bell sounds last week even though I unchecked the "plaY SOUNDS" button on every FST and FSB application.  Finally turned off PC sound.

So, can't believe I'm the only one having these "corrupted file" download problems
Thanks for all you do; much appreciated

20

Re: Forex Strategy Builder v2.63 Beta with Break Even

Ok, managed to download FSB_v2.63.3b [5,689 KB] to dual-core Pc and transfer via flashdrive to quad-core PC.  don't know what secret for success was.  OK now.  Sorry to bother you

21

Re: Forex Strategy Builder v2.63 Beta with Break Even

think my problems may be associated with Windows 7 [32bit vs 64bit issues].  that is, need to consistently use one or the other throughout.  download, storage, application

Re: Forex Strategy Builder v2.63 Beta with Break Even

Can anyone please explain to us what is Break Even?

Posts: 22

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