Topic: Custom Sorting in Generator
I posted some time ago (http://forexsb.com/forum/topic/2961/con … generator/) about a concept to control how the Top 10 list is created in the generator. Although I have been side-tracked by other items, I now have a working prototype of this functionality.
The feature has been built into an external (referenced) assembly that is called by FSB when the 'Use custom strategy sorting' option is enabled, and a sort order has been selected, as per the image below.
The reason for using an external assembly (DLL) is to allow the custom sorting options to be modified without the need for a full release of FSB to be performed, particularly that (at least in the medium term), this feature is probably best classified as 'experimental'.
At this stage, I have implemented Balance (this is the same as the default sorting that is built into FSB) along with sorting by:
Correlation (on Balance with Transfers)
Correlation (on Balance)
Correlation (on Equity with Transfers)
Correlation (on Equity)
The Correlation filter (uses the 'Pearson Correlation' algorithm) provide a means to sort by the smoothest equity curve.
I also plan on implementing logic to support 'System Quality Number' as I use this occasionally.
From my original post, other suggestions for filters were Sharpe Ratio and Fewest Consecutive Losses.
Are there any other suggestions for custom strategy sorting that people are interested in?