forex software

Create and Test Forex Strategies

forex software

fsbpro_guide:multi_tester

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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 – rea 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

The 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

Optimization

2. Control Strip

3. Output log