1 (edited by ahmedalhoseny 2013-02-15 12:34:21)

Topic: What is the calculations option means

i noticed that generator makes high number of calculations exceeding the normal it should to do( as i think) , i was thinking before that one calculation = one strategy combination per the whole price bars available
  so i tested a very simple strategy

Entry point '' fractal'' with link all slots
Exit point '' bar closing'' locked all slots
Strategy properties '' default'' all none  with locked all slots

opening and closing logic are Zeros

In setting section i checked use the default numeric parameters

What i expected that generator changes between all options available with in fractal entry point indicator  to find profitable strategy  and that's all  but calculations now exceeding 300,000 and it still running !!!!!!

1- Am i doing something wrong?
2- what is the one unit of calculations means
3- how FSB makes the calculations '' are there any type of logical orders to perform calculations?''

Post's attachments

calculations-2.gif 45.26 kb, file has never been downloaded. 

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

Re: What is the calculations option means

Even more simpler strategy with 4 entry points option  7 Million calculations and still running !!!!!!!!!!!

Post's attachments

ross hook.gif 40.67 kb, file has never been downloaded. 

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

Re: What is the calculations option means

I have experienced same, from my point of view it continues to do something or at least it still show doing some calculations, even i feel it should have reaced to all avaible range limits  yet it is still doing something.

Re: What is the calculations option means

ahmedalhoseny wrote:

Even more simpler strategy with 4 entry points option  7 Million calculations and still running !!!!!!!!!!!

You have allowed no options so the thing can not select any variables to generate.....

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: What is the calculations option means

Blaiserboy wrote:
ahmedalhoseny wrote:

Even more simpler strategy with 4 entry points option  7 Million calculations and still running !!!!!!!!!!!

You have allowed no options so the thing can not select any variables to generate.....

But selecting no entry or exit logics not meaning that i didnot select any variables to test , i still have 4 variable to select in between , buy or sell at higher RH or buy or sell at lower RH  and by selecting link all slots the generator should rum 4 times only before it stops !!!!!! am i right .


Anothee question raise from your answer , if we select no variables so why generator runs !!!

Re: What is the calculations option means

Blaiserboy wrote:
ahmedalhoseny wrote:

Even more simpler strategy with 4 entry points option  7 Million calculations and still running !!!!!!!!!!!

You have allowed no options so the thing can not select any variables to generate.....

But selecting no entry or exit logics not meaning that i didnot select any variables to test , i still have 4 variable to select in between , buy or sell at higher RH or buy or sell at lower RH  and by selecting link all slots the generator should rum 4 times only before it stops !!!!!! am i right .


Anothee question raise from your answer , if we select no variables so why generator runs !!!

Re: What is the calculations option means

ahmedalhoseny wrote:
Blaiserboy wrote:
ahmedalhoseny wrote:

Even more simpler strategy with 4 entry points option  7 Million calculations and still running !!!!!!!!!!!

You have allowed no options so the thing can not select any variables to generate.....

But selecting no entry or exit logics not meaning that i didnot select any variables to test , i still have 4 variable to select in between , buy or sell at higher RH or buy or sell at lower RH  and by selecting link all slots the generator should rum 4 times only before it stops !!!!!! am i right .


Anothee question raise from your answer , if we select no variables so why generator runs !!!

The generator will run until you stop it. as you have seen already.

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: What is the calculations option means

This means the generator cannot remember the strategies generated while scanning the data , also if generator uses  a logical way not random one of selecting each strategy combinations this will ends what ever the time it takes , it will reach to an end so why not to modify the generator to stop its job ????


Also lets take optimizer as a benchmark after it finish its jon '' selected job '' it stop and not repeating itself

Could the principle apply to generator

Re: What is the calculations option means

Could the principle apply to generator

It can but it will not be practical.

Re: What is the calculations option means

ahmedalhoseny wrote:

This means the generator cannot remember the strategies generated while scanning the data , also if generator uses  a logical way not random one of selecting each strategy combinations this will ends what ever the time it takes , it will reach to an end so why not to modify the generator to stop its job ????


Also lets take optimizer as a benchmark after it finish its jon '' selected job '' it stop and not repeating itself

Could the principle apply to generator

I actually have not spent much time wondering as to how the generator works, when I use it I get some results and if I don't like the results I make a change and start over.

The first screen, on which you can build the ea initially is the one that I use the most..., I try to develop an approach and manipulate the numbers to get something that looks like it will work. Then I open the chart to see what it looks like, between that and the journal I dream up whatever.

The new version is going to make that a lot simpler based on the design of the first page

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: What is the calculations option means

But if the generator not stoppable  how to know when to stop the generator   before it start repeating itself again!!!!!

Re: What is the calculations option means

Hi ahmedalhoseny,
the generator don´t repeat anything I think.

He generate randomly a strategy and test it, and than he makes the next random generation.
This is an endless process.

If you have 40 Indicators with 5 parameter each indicator
((200^5)*40))^8= a big number :-)

This means the FSB don´t find a profitable strategy in my life :-)

I think a very importend think is to limit the combinations, for example I choose only a small part of indicators for the generation process. Or I give the generator a part of a strategy to improve.

thomas

http://www.tradessystem.com/

13 (edited by ab 2013-02-20 01:13:12)

Re: What is the calculations option means

It is possible to limit the indicators used by 'banning' them in the generator (via the 'Indicators' tab in the generator window).

You can also 'Lock' a specific indicator for a particular generator run to force the generator to use that indicator in every generator calculation, which will further control the generator process.

I would suggest reading the documentation at http://forexsb.com/wiki/fsb/manual/generator and take a look at all the generator options as I believe that some of the items that are being discussed in this thread as desirable features are already in the application.

Re: What is the calculations option means

hello Ab and tnickel , i know these points well and even limit the generator to work with maximum two indicators , at the same time i tick off most of the indicators before generating strategies


But what iam asking about why the generator after finishing its work , why it keeps running

for example if i ticked on 3 or four indicators from all indicarors we have , and limited the entry logic for one indicator only and locked out the other options  ,  so with these  limited combinations available to generator to select from  it should go through all available combinations and have to either stop or repeat itself again  !!!!!!

Re: What is the calculations option means

My thinking is that the generator is designed to seek better and better numbers.

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

16

Re: What is the calculations option means

In practice, there is no reason why the generator wouldn't repeat the same combinations again, particularly in cases where the number of possible combinations is very limited as you are suggesting (ie. a very small number of locked indicators).

I believe that the generator doesn't keep track of what calculations have already been performed in any way, so there is no way of known when it is ‘finished’.  Changing the generator code to know when all possible combinations have been attempted would be (at least in my opinion) a futile exercise given that the generator doesn’t know how many calculations will be needed when it is started.

Perhaps what you are looking for is a feature that can set the generator stop automatically once no change has been made to the ‘Top 10’ list for a set time, or if the ‘Top 10’ list has not changed for a given number of calculations.

Re: What is the calculations option means

Perhaps what you are looking for is a feature that can set the generator stop automatically once no change has been made to the ‘Top 10’ list for a set time, or if the ‘Top 10’ list has not changed for a given number of calculations.

That's a reasonable proposal! Thank you for the idea.

Re: What is the calculations option means

Popov wrote:

Perhaps what you are looking for is a feature that can set the generator stop automatically once no change has been made to the ‘Top 10’ list for a set time, or if the ‘Top 10’ list has not changed for a given number of calculations.

That's a reasonable proposal! Thank you for the idea.

Fantastic step for improvement , i knew that my '' un-reasonable'' proposal because iam not a coder   will spark new ideas wink  thanks Ab and thanks popove in advance

Re: What is the calculations option means

i have a question  come to  mind  regarding Number of bars loaded

Do the the benchmark for scanning is the number of bars entered in strategy conditions or the actual number of bars already exists!!!!    For example if i select 20.000 bars in strategy conditions  and i have 5000 actual bars is the speed will be the same if i entered in strategy conditions 5000 and actual bars are 5000 !!!

Re: What is the calculations option means

Speed depends on actual bars I think. How can it be slower if there's a smaller workload.

21 (edited by ab 2013-02-24 22:20:04)

Re: What is the calculations option means

ahmedalhoseny wrote:

i have a question  come to  mind  regarding Number of bars loaded

Do the the benchmark for scanning is the number of bars entered in strategy conditions or the actual number of bars already exists!!!!    For example if i select 20.000 bars in strategy conditions  and i have 5000 actual bars is the speed will be the same if i entered in strategy conditions 5000 and actual bars are 5000 !!!

If you entered 5000 in your strategy conditions, and only had 5000 bars then my guess would be that the indicator would only actually be calculated one time (on the last bar) as there would not be enough bars to continue calculating.

If you entered 5000 in your strategy conditions and have 20000 bars, then the indicator would be calculated 15000 times (first on bar 5000, then on bar 5001, etc).  The last time the indicator would be calculated would be on bar 20000.

I'd assume that it you had only 5000 bars and entered 20000 bars in your indicator conditions that this indicator would never be calculated since there would never be enough bars to meet the minimum requirements.

Re: What is the calculations option means

Popov wrote:

Perhaps what you are looking for is a feature that can set the generator stop automatically once no change has been made to the ‘Top 10’ list for a set time, or if the ‘Top 10’ list has not changed for a given number of calculations.

That's a reasonable proposal! Thank you for the idea.

i got an idea while using download accelerator which download any file in small parts and combine together and when looking at the progress bar or dashboard it gives a visual demonstration for how much remaining

So could it be applied to generator window bar  a new option '' generator progress matrix'' which color the arias that visited''i.e: tested'' by generator !!!!

Post's attachments

generator2.jpg
generator2.jpg 4.6 kb, file has never been downloaded. 

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

23

Re: What is the calculations option means

As has been mentioned on a number of different posts in response to your questions, the generator doesn't know 'where' it is in the generation process as it is not a sequential series of steps.

For clarification, the optimizer starts knowing how many steps are to be taken, eg:

Ind1 / Val1 / Start @ 10 / End 20 / Step 1
Ind1 / Val2 / Start @ 20 / End 30 / Step 2
Ind2 / Val1 / Start @ 10 / End 20 / Step 5
Ind2 / Val2 / Start @ 100 / End 1000 / Step 100
Ind2 / Val3 / Start @ 10 / End 20 / Step 1
Ind3 / Val1 / Start @ 10 / End 20 / Step 2

Before the optimizer starts, it knows that there are 108000 calculations to perform (10 x 6 x 3 x 10 x 10 x 6), so the code can just start at combination #1 and work forward until the end.  At any time during the process, we could stop the process and restart later at the same point in the sequence.

The generator doesn't work in the same way (and not even in a close way). 

The generator starts either starts with a totally new random strategy, or from the already loaded strategy (depending on the UI options), and works forward by adding/removing random indicators to the strategy throughout the process.  It then combines this selection process with a rudimentary optimization of indicator parameters in an attempt to find a 'better' strategy.

The generator doesn't build a 'to do' list before starting.

The generator doesn't keep a list of every strategy that has been developed in the past (the Top 10 is the only data that is recorded).

There is nothing in the generator that would prevent the same calculation from being run multiple times.

So there is no way to know 'where' or 'how far' we are during the generator process as there is no defined starting or ending point, and no way to track the starting and/or ending point.

While it would be technically possible to build some form of analysis process that records every calculation made by the generator, and to have this presented in a graphical format, I'm not sure what value this would provide as there is no way to use the output to influence the calculation process inside the generator anyway.

Re: What is the calculations option means

Hello ab and many thanks for the detailed demonstration

ab wrote:

While it would be technically possible to build some form of analysis process that records every calculation made by the generator, and to have this presented in a graphical format, I'm not sure what value this would provide as there is no way to use the output to influence the calculation process inside the generator anyway.

  and if it is technically possible it will help to show where we are now within each generation process  it will be like looking at the file download process

Thanks again

Re: What is the calculations option means

and if it is technically possible it will help to show where we are now within each generation process  it will be like looking at the file download process

As Adam said, it's not possible.

Imagine that you have 110 dies in a cup. Each die has 10000 sides. Now you take several (between 1 and 8) dies and roll them. Check  the result and return dies back to the cup.

Repeat this 1000 times

Where you are in the process? What is the difference between the cup before first roll and after the 1000th?

You can only change:
- removing some dies before the experiment (banning indicators)
- take out some dies and put them on the table and do not touch them more (locking indicators)
- separate several dies and roll them together with the other and separate them back. (linkiing indicators)
- limit the time you do the experiment.

There is nothing like a current state. We have only one, (ONE, ONE)  state. A cup with dies.