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fsbpro_guide:multi_markets

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fsbpro_guide:multi_markets [2014/11/20 09:04] yavorfsbpro_guide:multi_markets [2015/09/21 11:11] Miroslav Popov
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 ====== Multi Markets ====== ====== Multi Markets ======
 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:comparator|Comparator]]. However, on the left-hand side you do not select interpolation methods. Instead, there you can find symbols. +The general outlook of the Multi Markets is similar to the [[fsbpro_guide:comparator|Comparator]]. However, on the left-hand side you do not select interpolation methods. Instead, there you can add forex data with symbols and periods from a respective data source
  
 {{:fsbpro_guide:multi_markets.png|Multi Markets}} {{:fsbpro_guide:multi_markets.png|Multi Markets}}
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 ===== 1. Markets ===== ===== 1. Markets =====
  
-This area shows you the symbols you can selectTo add and edit symbols use the [[fsbpro_guide:control_panel|Control Panel]]. The Multi Markets tool uses the same [[fsbpro_guide:data_sources|Data Source]] you have selected in the [[fsbpro_guide:strategy_editor|Editor]].+This area lets you adding new markets. The "Add Marker" button adds a new market record equal to the main marker of the current strategy. 
 + 
 +You can change the added [[fsbpro_guide:data_sources|Data Source]][[fsbpro_guide:symbols|Symbol]] and Period by using all available options. If you need more variants, you can always add new Data Sources and Symbols from the [[fsbpro_guide:control_panel]]. 
 ===== 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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-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. 
  
 ===== 3. Markets Results ===== ===== 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. 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.
 +
 +===== 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.
 +
 +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.
 +
 +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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