> Sometimes the FSBgenerator 'accidentally' sends 101 strats to a collection, and the software gives an out-of-bounds error.

Thank you for mentioning this issue. We will inspect it.

> Hi Naya, I'm trying to test some collections of 100 strategies of the EA studio in the FSB Pro,

We are working on providing full support of EA Studio collections in FSB Pro.

EA Studio and FSB Pro are separate tools.  As a new user they are both unfamiliar to you.  And though you are not familiar with either one, the first thing you want to do is try to mix them?  Why not learn to use one (or both) to create quality strategies that you can trade?  I mean, the goal is to profitably trade, right?

What do you mean by "data mining"?  There is only a single data set -- i.e. the same data horizon that is used by all the algebraic formulas embedded in strategies.  The term "data mining" to me implies there is more data to be had.

Also, how many strategies can one possibly trade (or manage)?  When it comes to strategies -- is the goal quality or quantity?

Suppose you have 20000 strategies -- are you going to trade all of them?  Are you going to prune them to the best 100?  What criteria will you use for pruning?  Visual inspection? 

You mine strategies because not all strats are equal. The more you have them, the bigger the chance to find profitable ones.

There are many parameters for MA and don't forget generator is combining indis, so the number of combinations is not low to say the least.

20k strats is just the beginning, this is the pool of strats, which needs to get filtered, manipulated or whatever one's methodology demands.

Why would you need to test the collections generated by EA Studio in FSB Pro?  Even if you could import EA Studio collections into FSB Pro, do you have any evidence or experience that FSB Pro could improve them?  If you think FSB Pro creates better strategies then why bother with EA Studio -- simply use FSB Pro.  I'm not recommending that you abandon EA Studio -- just that I'm suggesting before you attempt to use the tools in ways they weren't intended, how about first learning how to use the tools in the ways they were designed to be used.

Popov has gone to great lengths to provide excellent documentation and videos -- maybe check some of those out?

I'm not trying to give you a hard time -- rather, my point is you will be better served if you learn to use the tools in the way they were designed rather than attempting to twist them in ways that you want them to work.

Hi footon -- thanks for your response.  If you don't mind -- could we pursue this a bit further.  In my first go around with forexsb I learned a **lot** from you...

I understand how the generator combines indis, that there are zillions of possible combinations, and that they are not all created equal.  My comment about the commonality of MA-based indis is approximately true, though not 100% true.  Yes -- MA-based indis may include other settings besides 'Period', but by fiddling with the settings of one MA-based indi you can often get it to generate a pattern similar to the pattern of a different MA-based indi.  The point I was trying to make -- but seemed to fail -- is that it is less important to focus on the number of strategies than on the quality of strategies.   And, yes, being able to filter 20000 strats is better than only having 100 strats to filter -- however, running the Reactor longer or running the Validator multiple times (applying different filters) will get you to the same place.

I mean, in the end you are not going to trade 20000 strats -- rather, you want to whittle that down to a manageable number to trade -- e.g. 50.   You don't need 20000 strats to end up with 50 "quality" ones.  You can achieve a similar result by running the Reactor longer and / or running the Validator multiple times applying different filters to the same collection until you reach the goal of 50 good strategies -- and this doesn't require editing *.json files.

And, of course, in the end we should all know that though pretty statistics make us feel warm and fuzzy inside they really don't make a whole lot of difference.  The market will do what the market will do.  Market conditions constantly change and the data patterns tomorrow may be different than anything your algebra (i.e. strats) have ever seen.  Plus, live trading uses streaming tick data whereas backtesting (and indis) uses static OHLC data -- a big difference -- so, there will always be a disconnect between backtesting and demo / live trading.  That disconnect isn't solved by more strategies.  Furthermore, when trading a live account you have probably seen that often times strats with poorer stats perform better than strats with prettier stats.  So, though statistics are important, obsessing about them is a misuse of your brain power -- in my opinion...

No, no, no, no, no, no Tick data is not what it's trading on, OHLC is still used in live trading! Live trading corresponds to backtesting behaviour, that is a fact, and it cannot be different, otherwise backtesting would lose its whole point. If we consider strategies with bar open as the opening point, then what's it got to do with ticks? Opening condition indis are still using OHLC for value calculations. If there is other opening point, like a MA, then on one hand position gets opened when price in the form of tick touches/crosses the line, on the other hand in backtesting it is still obvious at what price position gets opened, we just don't know the exact time but that it is not necessary, we know the bar time and price extremes during that bar to know possible outcomes.

Alright, I have to make a break because a thunder storm is getting close...