Data Horizon

The dialog window “Data Horizon” serves to set limits on the historical data. These conditions are valid for the loaded data only. They do not concern the original files.

Maximum data bars - this is the maximum number of bars that will be loaded. FSB needs 300 bars minimum to accomplish a correct calculation of the indicators. The maximum number of data bars is 50,000 ¹⁾.

Remove data older than - it sets the date of the oldest bar.

Remove data newer than - if this is activated, it does not allow loading of data newer than the shown.

It becomes useful if you are conducting a “future test in the past”. For example, you do not allow loading of last month's data; you build your strategy and afterward cancel the limitation. If the direction of the balance line remains the same, it means that the strategy is (probably) not over optimized.

How to Use

Set the Maximum number of data bars. This is the leading parameter.
Set start date (“Remove data older than:” parameter).
Set end date (“Remove data newer than:” parameter).
If the testing bar number appears lower than 300, rule 2 or 3 can be ignored.

¹⁾

You can increase this limit by editing the config.xml file of the program. It is located in the System folder. Edit these parameters:

   <MIN_BARS>300</MIN_BARS>
   <MAX_BARS>50000</MAX_BARS>
   <MAX_INTRA_BARS>50000</MAX_INTRA_BARS>

Forex Strategy Builder was tested with 500000 bars but it becomes much slower and also an “Out of memory” error may arise.