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Forex Forum → Forex Strategy Builder Professional → Minimum Chart Bars in Trader Mode

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Posts: 6

Topic: Minimum Chart Bars in Trader Mode

I think we can improve how FSB Pro determines minimum bars to load in trading mode.
Currently FST loads bars for two days + 10. Also it has a constant param for the minimum bars for all periods.

I think to introduce a new parameter specific for each strategy. It will be stored in the strategy xml file.

Each strategy has FirstBar param. It determines how many bars strategy needs to be calculated. But some indicators (as exponential MA) uses the hole data series for its calculation.

I'll develop later a tool that will examine how many bars it needs to give unchangeable signals. This param will be given directly to trader.

For now I'll introduce a new settings menu in Trader mode for adjusting specific params for each strategy.
The other settings in Control Panel will be global for all strategies.

Re: Minimum Chart Bars in Trader Mode

This is how it works. We have Trade Settings button on the Trader toolbar. It opens a dialog panel where we can set minimum count of bars for this strategy. We have to press Accept button.


http://s7.postimg.org/k61taejqv/screenshot_48.jpg

Here we have two strategies. One loads 300 bars and the other 500. (MT4 Bridge adds one additional bar smile )

Re: Minimum Chart Bars in Trader Mode

To overcome the problem where there are not enough bars loaded can't you just load as many bars as possible from the start. Is there any reason just to load the smallest number of bars needed? In these days with plenty of processing speed and plenty of ram just load the lot.

Re: Minimum Chart Bars in Trader Mode

Is there any reason just to load the smallest number of bars needed? In these days with plenty of processing speed and plenty of ram just load the lot.

The memory pipe connecting MT4 with FSB Pro / FST can transfer about 850 bars at a pass. Therefore if you want 4000 bars it will make about 5 cycles. This will take about a second. FSB Pro makes this only one time at establishing connection and after that just updates data tick by tick. The problem is that MT4 gives wrong data some times. FSB always compare the last bar and the tenths last bar. Some times MT4 returns the last bar correctly but there is difference in the data behind.
In this cases FSB requests the hole data series again. During that 1-2 seconds, MT4 cannot submit ticks and some signal can be omitted. The lower count of bars we request the fastest the come.

Other reason for reducing data series is that some users are using VPS with limited RAM. Every bar takes about 100 times more space than the volume its variable takes. This is because when increasing the bars, we are increasing the length of the arrays in indicators (5-10 per indicator) also the length of chart data and also data stored by the strategy calculations. RAM used by the program can easier go over 200 MB.

In my tests FSB Pro runs 12 strategies simultaneously with 5000 bars each without problems. You can chose how many bars you want.
FSB loads  the biggest number of the two: strategy required bars + 10% or number you set in the settings.

My advise is to leave the default number 300. FSB will load 300 ore more depending on the strategy. If you experience difference of the signals between Builder and Trader, you can increase the number.

Of course you can set 3000 just to be sure.

Re: Minimum Chart Bars in Trader Mode

can't you just load as many bars as possible from the start.

This actually is a good idea. FSB can try to load the required bars. If they are not available, it will work with what it has. Anyhow, it will require at least minimum bars for the strategy to work.

I can change the text of the option to "Recommended count of bars".

Re: Minimum Chart Bars in Trader Mode

As SpiderMan advised, I changed Minimum bars requirement to "Recommended chart bars".
Now program tries to load as many bars as you recommended in the settings, it makes several attempts for loading and finally accepts the available quantity.

On that screenshot I've set 5000 bars for an LTF strategy. You see how many bars it succeeded to load.

http://s10.postimg.org/5cn28jio5/screenshot_63.jpg

However during calculation the program checks if the strategy has the minimum necessary bars for the calculation. Normally this count is below 300.

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