Hi Popov,
Thank you for your hard work.
This tool is impressive.
I have been playing with it last weekend and here are my comments:
1) It makes the work. After generator, multi tester select the strategies which past the criteria with out of sample data.
2) It is very hard to find a good and sound strategy. Personally I use the following steps with FSB:
1. Generator
2. Now Multitester (great advance, formerly, on hand!)
3. Montecarlo calculation
OK,
After several hours, I got more than 1 million of strategies with generator. Then Multitester collected 12 (my selection criteria are very hard) but none of then passed the Montecarlo test. So,
My question is:
Is it possible to run Multitester immediately after generator on automatic mode? That's FSB steps 1 + 2.
In this way we could put to work FSB several hours/days and then only performs the final Montecarlo test.
Popov wrote:Hello Traders,
Please find attached FSB Pro v 3.2.6.
It comes with a new tool - Multi Tester.
Features:
- Recalculation of multiple strategies from a folder or form a collection.
- Collecting the recalculated strategies in an output collection.
- Possibilities to override the strategies Profile, Data Source, Symbol or Period
- The strategies can be filtered out with the help of Acceptance Criteria.
- All strategies can be optimized.
Please report all bugs or issues.
Find the program attached below:
EDIT: Updated to v3.2.6.1