I've been looking into this issue for a while (and we have discussed ideas before) and have been researching a number of ideas over the last few weeks.

Ideally, I would like to see FST dropped entirely and replaced with a method of building the entire trading strategy for MT4 directly in FSB.  The user-side process would be to build a strategy in FSB, go through the standard processes to a point where it would be ready for use in FST, and then 'deploy' to MT4.

The 'deploy' process would dynamically create a DLL containing the current strategy, and the custom indicators.  This 'strategy DLL' would be a C# .NET DLL (so we can compile directly from within the app), but it would contain a number of special marshalling and export features that would allow it to be called directly from MT4 (or another platform that doesn't natively managed code).

When the strategy DLL is called from MT4, it would need a way to perform indicator and trade logic calculations that are currently performed by FST.  These methods would be available in a 'common DLL' that is used by all the strategy DLL's running on the system.  The common DLL would contain a number of the 'core' FSB/FST features that would be migrated out of the application and into a class library project that is used by any strategy DLL files, and also by FSB.

We would call the strategy DLL from a MT4 EA that contains all the necessary settings that can currently be modificatied in FST (eg. lot sizing, protection, bar closing advance time, etc) or MT4 (magic number, failsafe stops, etc) so a user could change these on a strategy-by-strategy basis.

The benefits of this approach would be that there would be no need to maintain FST or the FST-Library, there is no need to run a full application on the machine with MT4 (so no memory issues related to UI in FST as there isn't one), no need to set a connection id, no requirement to setup a connection from MT4 into another application, and the support of other platforms (such as MT5) should be a lot simpler as there would be no need to migrate anything but the order entry code to a new platform. 

Building this functionality would allow users to be able to run a large number of concurrent strategies on the same system.

It would probably also be possible to perform a platform-side backtest using FSB logic via the DLL, although I have not really looked into this.

Technically this is all possible (calling C# directly from MT4 without wrapper DLL's or similar) although it really depends on the general user community to decide if moving down this path of a non-FST style approach is worth the effort.  I'd be happy to do the FSB work needed to build the DLL in a way that can be called from MT4, but I believe that there would be a considerable amount of work needed to separate the necessary indicator and logic components out of FSB (or FST) and into a central DLL.

My feeling is that the initial effort would pay off in reduced maintenance overhead in the longer term (one FSB project to maintain instead of FSB + FST + FST-Library).

ab

What do you mean exactly?  Is this an existing issue that you would like to have sorted out, or a potential issue that you see occuring as a result of any changes?

To clarify ...

My guess would be that this method of using DLLs would not be thread-safe so each strategy that goes through the 'deploy' process could be used once per machine, but as each strategy would be completely isolated from others:

• Multiple different strategies could be used (same MT4 or different MT4) on the same PC.

• If there was a need to use the same FSB strategy more than once on the same PC, then the strategy would need to go through the 'deploy' exercise twice (eg. instead of deploying as MyStrat.dll, the same FSB strategy would be deployed as MyStrat1.dll and MyStrat2.dll - allowing the same strategy to be called by two different MT4 charts, or two different MT4 instances).

The current process works very well and FSB/FST is a brilliant platform, although there are some complexities around the need to set connection id's that started this thread.

I would personally like a way to have my settings across multiple strategies remembered after a system restart, rather than opening up a number of copies of FST, copies of MT4, re-loading the strategies, and connecting MT4 with the appropriate connection id.  This process gets more and more complex with the addition of more strategies to a portfolio.

There are also a number of forum threads discussing issues with the FST client running multiple times for multiple strategies (one copy of FST = one running MT4 expert).  While this is not an issue for everyone, users of the software who are working with low-memory systems (ie. virtual private servers) cannot run more than a couple of strategies at a time.

At no stage did I (or anyone that I am aware of) mention any type of 'terrible problem', although please remember that my comments were in response to a request for ideas from the founder of FSB posted on the developers forum.

I think on improving FST for long time, but still not have enough inspiration to start working on it.
Generally my thoughts are to make a tabbed UI for FST, one tab for each strategy. This will allow one copy of FST to trade multiple strategies. Also all tabs, strategies, and their IDs will be saved to a config file with something like save / restore previous session.
GUI load will be low since only one copy of FST will run with one balance chart and journal. One strategy editor will be used for all trading tabs.

Main problem for doing this is how to separate FST-MT communication in different threads so one strategy's trade request to not disturb the other.

ID numbers will be leaved like this until finding better solution. One possibilities is FST to provide a list of running experts and each strategy to be attached to one of them.

I hope to start working on this new version from 1st of June. I'll be online since the end of August so we have to figure out some solution till then.

What if you start other strategy on other chart of same symbol & period?

"numbering the charts" seems a good and easy idea to drop confusion.

MT4 use predefined timeframed charts, but ignore other types charting like Points & Figures, renko, based ticks short timed candles like 5s or 15s. Could this be added with FSB/FST ?