Create and Test Forex Strategies
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fsbpro_guide:multi_markets [2014/11/08 22:22] – [3. Markets Results] yavor | fsbpro_guide:multi_markets [2015/09/21 11:11] – Miroslav Popov | ||
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====== Multi Markets ====== | ====== Multi Markets ====== | ||
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The Multi Markets tool can help you compare how your strategy preforms on different markets. In a sense, this is a robustness test tool. | The Multi Markets tool can help you compare how your strategy preforms on different markets. In a sense, this is a robustness test tool. | ||
- | The general outlook of the Multi Markets is similar to the [[fsbpro_guide: | + | The general outlook of the Multi Markets is similar to the [[fsbpro_guide: |
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===== 1. Markets ===== | ===== 1. Markets ===== | ||
- | This area shows you the symbols you can select. To add and edit symbols use the [[fsbpro_guide: | + | This area lets you adding new markets. The "Add Marker" |
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+ | You can change | ||
===== 2. Multi Markets Chart ===== | ===== 2. Multi Markets Chart ===== | ||
The chart shows how the strategy preforms on the markets you selected. The color of each line corresponds to a different market. You can see the legend on the right side of the chart. | The chart shows how the strategy preforms on the markets you selected. The color of each line corresponds to a different market. You can see the legend on the right side of the chart. | ||
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+ | ===== 3. Markets Results ===== | ||
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+ | This tab shows detailed statistics and chart for each of the tested markets. The statistics are loaded and computed the same way they are in the Editor. | ||
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+ | ===== Application ===== | ||
The Multi Markets tool does not use shorter periods data, than the one selected. For the ambiguous bars, (if there are any) it will use the interpolation method selected in the Editor. Even without shorter periods data, the backtest with pessimistic interpolation method is reliable enough. | The Multi Markets tool does not use shorter periods data, than the one selected. For the ambiguous bars, (if there are any) it will use the interpolation method selected in the Editor. Even without shorter periods data, the backtest with pessimistic interpolation method is reliable enough. | ||
- | There is a little “catch” here. The markets differ in dynamics. They also differ in direction. For example, the EURUSD market is opposed to the USDJPY in a sense, since in the first pair the USD is the main currency and in the latter one USD is the second currency in the pair. It is not very intuitive, but this is a good robustness test too. The strategy should work in various market conditions no matter if you are following the trend up or down. | + | There is a little “catch” here. The markets differ in dynamics. They also differ in direction. For example, the EURUSD market is opposed to the USDJPY in a sense, since in the first pair the USD is the main currency and in the latter one USD is the second currency in the pair. It is not very intuitive, but this is a good robustness test tool. The strategy should work in various market conditions no matter if you are following the trend up or down. |
- | ===== 3. Markets Results ===== | + | One possible application of the Multi-Market tool is for comparing the strategy performance on data for one and the same symbol but from different brokers or data servers (for example a Demo and a Life account). To do that use different Data Sources. |
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- | This tab shows detailed statistics and chart for each of the tested markets. The statistics are loaded and computed the same way they are in the Editor. |