Topic: Strategy shown in Generator, but not in the collection.

FSB Pro will collect the generated strategies in a collection file. If I understand it correctly, this step will be done only if I will chose to designate the Collection file name in the appropriate window, when preparing the generator to start (maybe the strategies are anyway gathered in some default file if I will chose not to designate the collection file – I have yet to check it).

When generator is active, I will sometimes move to Repository to look at the generated strategies (and delating few bad ones in process) – but the Generator will continue to work, so I can return back to the active generator window. In this window the Generator will show the values for the last developed strategy until it will find a new one. Then the new developed strategy will be shown, and the previous one is placed (presumably) in the collection?

Now what happened to me was that the last in the series of developed strategies (and shown in Generator window) had relatively low Net Balance, but very high SQN (49) and Sharp ratio (33). I wanted to study this strategy in details. But this strategy is only visible in Generator (and maybe only until the next one will be find) - but cannot be found in the Collection file! To be able to “catch” this distinct strategy I had to stop Generator and save shown strategy from FILE / Save As commando. I have also nulled acceptance criteria to allow the sorting system to show strategies with low values of different parameters. Nothing of this helps.

After stopping of the Generator following parameters are shown [calculated 142195  collected 538 shown 9]. Presumably total collection for this search case is 538 strategies?, but only “best” 100 of those are available for scrutiny? Trying to sort strategies for different parameters (SQN, Sharp ratio, …) will not help. This special strategy, with high SQN and Sharp is not in collection! Is this strategy excluded for some reason? Why is that? Am I missing something obvious here? BTW, what is "shown 9" parameter?

Re: Strategy shown in Generator, but not in the collection.

I also found it a bit confusing in the beginning but it's not.

You have a first filter: acceptance criteria. Strategies passing are formally "collected".

You have then in the repository a second filter:
- the boxes that you can turn on or off at will, and the respective sliding bars;
- and the top 100 criteria again according to a maximizing criterion that you can set. Those that pass these both filters are formally "shown".

So apparently those strategies with very high sharpe do not pass some of these criteria. But be aware that very high sharpe (or SQN) are tricky. These strategies tent to be mostly flat, they don't provide any profit. So you have to set a minimum profit for example.

By the way, this reminds me of the absolute importance of having CAGR as a criterion somewhere!!


Re: Strategy shown in Generator, but not in the collection.

Nquental, thank you for your answer! Some time ago I found Mr. Popov’s answer to your question regarding Collections (from 2014-07-15). This information was for me an important key to achieve better understanding of how the Collections work. So before starting FSB Pro Generator, I nullified all filter parameters in Repository. It means that a lot of weak strategies will be found and shown, but I wanted to find a meaningful (minimum) levels for those parameters - bottom cutting level for future use.

i could probably, of course, start with default values, building on the presumption that Mr. Popov , with his throughout knowledge of Forex, had already done this preparatory footwork. But it is a complicated story. Some parameters can be relatively low (such as Net Balance in my case) but will be accompanied by other parameters, giving together very stable strategy with a slow balance grow. Here, the stability of strategy over time is (for me, anyway) more important than exceptional Net Balance grow rate, pared with “bad behavior” on time line.

I tried to look into Collection file created by the Generator – in my case TestStratgies.coll – and found such a file (probably) containing strategies collected during generation process. My presumption was that this file should contain ALL generated strategies, even the one I was looking for. But this file, even if it is a text file, is not in an easy readable form, with strategies distinctly separated. I could, probably, find the internal structure of this file and count amount of strategies contained in the file, but until now I do not had time for this effort.

If someone will be surprised by my detailed inquiry here I want to explain myself – I want to build an understanding, by trials and errors, of how this part of FSB Pro works, to be able to use it correctly and optimally. Of course, a FSB Pro manual – a map to the terra incognita of FSB Pro (collections) - would be the best answer for my journey;  but for this to happen we have to wait a little. Fortunately, there is a manual to the old FSB program, and it helps a lot, as the structure of both programs is very similar. Only the collection part of FSB Pro has to be deciphered.