forex software

Create and Test Forex Strategies

forex software

Skip to forum content

Forex Forum

Forex Software, Forex Strategies, Expert Advisors Generator

You are not logged in. Please login or register.


[ Closed ] (Page 1 of 3)

Forex Forum → Forex Strategy Builder Professional → Forex Strategy Builder 2.67 Beta

Pages 1 2 3 Next

You must login or register to post a reply

RSS topic feed

Posts: 1 to 25 of 55

1 (edited by Popov 2012-04-04 21:22:51)

Topic: Forex Strategy Builder 2.67 Beta

Forex Strategy Builder 2.68 RC
Download link: Removed
MD5 Sum: D97E7A81E6B2A5EEB1C35104FAE69912

New Features:
1. Optimization of Permanent Stop Loss, Permanent Take Profit and Break Even.
2. Martingale Money Management.
3. Importing History Files from MetaTrader 4. Contributed by Adam Burgess.
4. Data Horizon can be set with year, month, day, hour and minute.
5. Forex Strategy Builder is able to read more data file formats.
6. Several improvements of the User interface of Main Screen and Optimizer.
7. Installation options included in order to prevent overwriting user data and settings.
8. Corrected logical rules of Previous High Low indicator. FST indicator is not updated. Please use attached below indicator Previous High Low Corrected for trade!
9. Fixed different bugs and issues.
10. Added Trade Distribution Chart contributed by Krog.
11. Updated jForex data import.

http://s5.postimage.org/7gdz5zbdv/optimizer_permanent_protection.jpg

http://s5.postimage.org/q9zs2z9lv/martingale_mm.jpg

http://s5.postimage.org/6jvwfxxlv/Trade_Distr_Chart.jpg

This Previous High Low Corrected indicator can be used with FST and with previous versions of FSB. It corresponds to Previous High Low of this FSB Beta.

Re: Forex Strategy Builder 2.67 Beta

Fantastic!

Can strategies generated with this release be traded with FST?

Cheers

Re: Forex Strategy Builder 2.67 Beta

Martingale trade size correction is not included yet in FST.
Also the logic of Previous High Low indicator was changed. It must not be used in FST. (Thank you for asking, I forgot to mention this important difference.)

Re: Forex Strategy Builder 2.67 Beta

Can you explain the logic that changed on the Previous High Low logic. I currently use this in a trading model, is there a problem with it? . Thanks.

Re: Forex Strategy Builder 2.67 Beta

The difference is when Previous High Low is used in Opening Logic Condition and Closing Logic Condition slots. It acts oppositely.  "above" rules acts as "below" and vice versa. Since the indicator logic is not corrected in FST, its use has to be avoided. I'll add corrected Previous High Low custom indicator for FST.

6 (edited by SpiderMan 2012-02-18 09:35:08)

Re: Forex Strategy Builder 2.67 Beta

So can I presume that the models generated with FSB are correct, it is just that FST doesn't trade it correctly?

Re: Forex Strategy Builder 2.67 Beta

SpiderMan wrote:

So can I presume that the models generated with FSB are correct, it is just that FST doesn't trade it correctly?


Yes. The logic was corrected in current FSB 2.67 Beta. Please use the attached above "Previous High Low Corrected" indicator in FST until we update FST.

You can also use this indicator in both previous FSB and FST for testing and trading.

I'll summarize:
"Previous High Low" in FSB v2.65 and below  ->  "Previous High Low" in FST
"Previous High Low" in FSB v2.67                    ->  "Previous High Low Corrected" in FST

Re: Forex Strategy Builder 2.67 Beta

I have found a small bug in the display of the optimised data. When optimising using the permanent stop loss if the stop changes there is a bracket displayed on the screen. see pic.

http://img818.imageshack.us/img818/2240/snap20120219080517002.png

Re: Forex Strategy Builder 2.67 Beta

This bracket is intentional. It shows that the lower limit (Minimum) is reached and the value cannot go downlards any more. If upper limit was reached (Maximum), a bracket on the right side would be shown.

I can remove these brackets if you think they are not appropreate. Or eventualy to introduce a new menu option for switching them on and off.

Re: Forex Strategy Builder 2.67 Beta

That's a great feature, I didn't realise it did that. Leave them as they are, maybe a red asterisk would be more appropriate though.

Re: Forex Strategy Builder 2.67 Beta

Asterix or bracket this is not important. The idea is brilliant ..

Re: Forex Strategy Builder 2.67 Beta

What a great news!

I have been waiting a long time to get features that supports permanent take profit, stopp loss and break-even optmization. Really awesome, great thanks.

Re: Forex Strategy Builder 2.67 Beta

Program updated to Forex Strategy Builder 2.67.1 Beta.
Please use the download link from the first post.

Changes:
- Fixed bug with Martingale switched on by default for the generated strategies. (Reported by Adam Burgess.)
- Optimized Data Parser.

Re: Forex Strategy Builder 2.67 Beta

This is not a bug report, but wanted to comment on something I figured out, in case it helps someone else. Prior to this beta release, I was able to swap only the live M1 data from my Metatrader into FSB (and keep all the rest of the default FSB datafiles). But it seems that, due to improvements in the way FSB parses different data formats, now I need to swap all the data files.

For example, the supplied FSB default data format for EURUSD is different than the one that my live broker provides. I think having 2 different formats confuses FSB, which is understandable. I figured out that if I just supply a datafile for each timeframe, then FSB correctly parses the M1 data. So even though I will only swap-in fresh M1 data for testing (I am only testing M1 strategies at the moment), I still need to have a sample of the other timeframes residing alongside the fresh data, in a consistent format.

Re: Forex Strategy Builder 2.67 Beta

There is no problem having different formats in different data files. FSB analyzes each file separately.
There is no problem also to change only M1 file and to leave the other intact.
You can also delete the default data and to put fresh files for all time frames. The new version of FSB has an option for choosing what to install. You can check off data file install and to prevent overwriting your own data files.
You can also make new data directory and to set it in FSB data source.

Re: Forex Strategy Builder 2.67 Beta

Hmm, it could be that I did something else wrong then. When I had only the M1 swapped in, I could not get it to generate any strategies. When I started investigating, I noticed that the data formats were different. If you want, I can try to replicate this issue and then if I am able, I can post separately for you to review.

Re: Forex Strategy Builder 2.67 Beta

If FSB have experienced any problems with the data files, it would show an error or an warning  message.

Re: Forex Strategy Builder 2.67 Beta

Popov wrote:

Forex Strategy Builder 2.67.1 Beta
Download link: FSBv2.67.1b.exe
MD5 Sum: E51EAA6231CD9394E02A208405A9B251

New Features:
1. Optimization of Permanent Stop Loss, Permanent Take Profit and Break Even.
2. Martingale Money Management.
3. Importing History Files from MetaTrader 4. Contributed by Adam Burgess.
4. Data Horizon can be set with year, month, day, hour and minute.
5. Forex Strategy Builder is able to read more data file formats.
6. Several improvements of the User interface of Main Screen and Optimizer.
7. Installation options included in order to prevent overwriting user data and settings.
8. Corrected logical rules of Previous High Low indicator. FST indicator is not updated. Please use attached below indicator Previous High Low Corrected for trade!
9. Fixed different bugs and issues.

http://s5.postimage.org/7gdz5zbdv/optimizer_permanent_protection.jpg

http://s5.postimage.org/q9zs2z9lv/martingale_mm.jpg


This Previous High Low Corrected indicator can be used with FST and with previous versions of FSB. It corresponds to Previous High Low of this FSB Beta.

Thank you for new FSB verison!
Regarding high low - i am using incorrect version of this indicator and it is actually the best of my strategies smile
see http://www.myfxbook.com/members/togr/id-1/212954

Re: Forex Strategy Builder 2.67 Beta

FSB v2.67.3 Beta was published. See the first post for a download link.

- Added Trade Distribution Chart. Contributed by Krog.
- Optimizer UI improved.
- Many bugs fixed.

http://s5.postimage.org/6jvwfxxlv/Trade_Distr_Chart.jpg

Re: Forex Strategy Builder 2.67 Beta

Can you please explain what the "Accumulated Amount" is?
Thanks.

http://img717.imageshack.us/img717/5965/snap20120310133410001.png

Re: Forex Strategy Builder 2.67 Beta

Accumulated Amount -- number of trades * trade result amount

ex: if your strategy had 3 trades that closed at 23 (pips or currency), the accumulated amount would show 69 at 23.

In your screenshot, for example, the tall one on the right gets up to 1856. This means (I'm guessing) on the Trade Distribution view, it would have 2 trades at 928, and this view shows the actual currency amount, which is 1856.

**

I'm undecided, this view may or may not be useful. It was a very small effort (like 10 lines) to add with the distribution chart, so I added it in.

My original idea was to have the losses in red, and the wins in green, to give a visual representation of the area of winning trades vs. losing trades. This would give a good sense of proportion to complement the histogram view. In the histogram view, you might see at -910 a count of 1, which looks very small; then seeing this view, you can see how big that loss is compared to everything else.

I've been watching some calculus videos, and they always talk about "integration is the area under the curve", so I was hoping this would give a visual sense of that.

But, the actual that quickly comes up, like in this screenshot -- most result amounts only have 1 trade, so you get these bars diagonally descending ... kind of looks like looking down a hallway. The screenshot shows more density of green than red, but -- since they are all counts of 1, that would have shown up on the histogram distribution view anyways.

**

Anyways, that is one of the goals of presenting something to the community -- maybe someone will find it very useful in a way I didn't think of, then we're both better off -- he gets a useful tool he otherwise would not have had, and I get a useful interpretation I otherwise would not have had.

Glad to hear what people think -- is it useful, or confusing?

Re: Forex Strategy Builder 2.67 Beta

krog wrote:

Glad to hear what people think -- is it useful, or confusing?

Without any doubt, it is useful, it quickly shows that my profit target doesn't get hit but neither does the stop loss. I am sure that I will be able to see other things after I have looked at it a bit more.

Thanks, it's a great addition.

Re: Forex Strategy Builder 2.67 Beta

2 more things that you can do with the Trade Distribution Chart:

- Copy to Clipboard -- copies the histogram data to your clipboard, so in Excel you can hit Ctrl V or right-click paste to put in spreadsheet

- Export to csv -- exports the histogram data to a csv so you can save it or open with another app

I think Mr Popov put these in the context menu control for the Trade Distribution Chart.

Re: Forex Strategy Builder 2.67 Beta

krog wrote:

Accumulated Amount -- number of trades * trade result amount

ex: if your strategy had 3 trades that closed at 23 (pips or currency), the accumulated amount would show 69 at 23.


Glad to hear what people think -- is it useful, or confusing?


How do I get the chart to display in pips rather than currency. In most of my models I select a percentage of account rather than a fixed number of lots so this is why it looks like a hallway. As the equity builds so does the profit and loss when the TP & SL are hit.

Re: Forex Strategy Builder 2.67 Beta

SpiderMan wrote:
krog wrote:

Accumulated Amount -- number of trades * trade result amount

ex: if your strategy had 3 trades that closed at 23 (pips or currency), the accumulated amount would show 69 at 23.


Glad to hear what people think -- is it useful, or confusing?


How do I get the chart to display in pips rather than currency. In most of my models I select a percentage of account rather than a fixed number of lots so this is why it looks like a hallway. As the equity builds so does the profit and loss when the TP & SL are hit.

http://forexsb.com/wiki/fsb/manual/menu/account

Posts: 1 to 25 of 55

Pages 1 2 3 Next

You must login or register to post a reply

Forex Forum → Forex Strategy Builder Professional → Forex Strategy Builder 2.67 Beta

Similar topics in this forum