forex software

Create and Test Forex Strategies


fsbpro_guide:multi_tester

Multi Tester

Multi Tester tool is designed to re-test multiple strategies at once. It provides different options for choosing the input strategies - either form a folder or from a collection. The tool puts the calculated strategies in an output collection. You can find it in the Strategy Collections page.

Multi Tester

Goals

  • Recalculation of all strategies from a folder or from a collection with newer data. We can call that process a real life OOS (Out of Sample) testing.
  • Validation of strategies on different data. We do that by overriding the strategies’ Data Source, symbol or period.
  • Validation of the strategies against different Acceptance Criteria.
  • Optimization of all strategies for a new trading cycle – real life walk-forward optimization.

1. Input parameters

The input parameters and settings are enabled only when the Multi Tester tool is idle. When you run it, the options become disabled. If you want to change some parameters after a run, you have to stop the calculations first.

Input

Multi Tester can load multiple strategies for calculation either from a collection or from a folder. The program loads all strategies from the selected source. It will show an error message if a particular strategy needs a missing custom indicator.

  • Collection - the drop down list contains all available collections shown in the Collection page and in the default Strategy folder.
  • Folder – using that option, the program loads all strategy files from the selected folder. The default path is “C:\Program Files\Forex Strategy Builder Pro\User Files\Strategies”. You can select another folder with strategies by using the “Browse” button.

Output

  • Collection name text-box contains the name of the collection where the Multi Tester stores the calculated strategies. You can find that collection in the Collection page when the program completes the work. If there is no such collection loaded, the program creates a new collection with that name. It adds the strategies to the existing collection in the other case. If you start the tool several times, it pushes the strategies only once.

Override Strategy Parameters

Every loaded strategy comes with its original parameters, however, you have the opportunity to override some or all of them. You can do that if you want to analyse the strategies performance on different environment.

  • Profile - the profile contains account information. Find more details in the Profiles page.
  • Data Source - you can choose a different data set for the calculations. This drop-down list contains the names of all available Data Sources. Usually a Data Source comprises the settings and the historical data files from a particular broker.
  • Symbol - when this option is checked, the Multi Tester will use the selected Symbol for all strategies. You see here only the available Symbols for the selected Data Source.
  • Period - this option overrides the default data periods.

Acceptance Criteria

  • Strategies fulfil the Acceptance Criteria - when the option is checked, the Multi Tester collects only the strategies that satisfy the pre-set Acceptance Criteria.

Optimization

  • Optimize the strategies - when the option is checked, the Multi Tester optimizes all strategies one by one. It runs a full optimization with +- 10 steps to the initial parameters. The program optimizes also the Stop Loss, Take Profit and Break Even parameters. See more info for the optimization in the Strategy Optimizer page.
  • Search best - you select here the main statistical parameter for sorting the optimized strategies.

2. Control Strip

  • Start - when you run the Multi Tester, the program disables the input options on the page and also the Repository Tab. The program will stop when it is ready with all strategies.
  • Progress bar - it represents the percentage of the calculated strategies.
  • Calculated - the total count of completed calculations including the optimizations.
  • Collected - shows the count of the strategies pushed in the output collection. The program collects only unique strategies that comply with the Acceptance Criteria.
  • Optimization progress - this is the percent of the completed optimization cycles for the current strategy.

3. Output log

Starting from the top, Output Log shows the number of strategies loaded, the data files loaded, and the backtesting statistics for the calculated strategies. As you see on the screenshot, some strategies has more statistics records than other. It is because the program shows only results that complies with the Acceptance Criteria.