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Forex Strategy Builder and Trader
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Author:  scheinwerfer [ Fri May 17, 2013 9:50 pm ]
Post subject:  Re: Forex Strategy Builder and Trader
slowkey wrote:
Thanks, I think it is just that I need to go back through a lot of topics over time to see just how things evolved and it is not that I am really looking for a particular answer to one question. However it is nice to know it is a friendly group. :D


Sort of two kinds of nerds in the world. The ones that read the manual first and the ones who just jump in and start doing. I tend to be the manual reader but this time I just jumped in so I am a little out of my element.

One thing I found odd was that the MA indicator tops out at 200. If you followed any of Bobs threads here you know we use a 240 weighted open 4 hour and a 960 weighted open 1 hour. Is there any way to get longer averages.

I really only scratched the surface with the videos of the FSB. I will be doing a video on logical groups and one on exporting a strategy as an indicator once I get my head around that concept. There is a lot more power in the program than what is first utilized and once users start to learn the logic they will be able to move on to more advanced concepts.

Thanks for the info and participating.
Doug
If my memory serves me correct, the manual is somewhat one or two steps behind in some cases. In this sense the manual itself might give you an overview how things have evolved :lol:

Regarding indicator limits - every indicator with a period is limited to 200 by default. Various reasons - faster calculation, no data errors when a new user has 300 bars of data and sets indicator up for more than the data extends, less daft results in the generator and similar. There's no problem in getting longer averages - you need custom indicators. I know, it poses an issue for many as coding skills are needed... In your example it's nothing special, just a quick number change. Anyhow, I made the modification and you can find it below, it's maximum period is 1000.

:!: After downloading it change the extension from .mqh to .cs as this forum doesn't allow to upload C# files. Then put it in the Custom Indicator folder and start FSB.

:D
Author:  slowkey [ Fri May 17, 2013 11:33 pm ]
Post subject:  Re: Forex Strategy Builder and Trader
Anyhow, I made the modification and you can find it below, it's maximum period is 1000.

:!: After downloading it change the extension from .mqh to .cs as this forum doesn't allow to upload C# files. Then put it in the Custom Indicator folder and start FSB.

:D
Thank you for doing that for me and anybody else here that wants to use our longer averages that Bob uses in his system.

I am always re-making indicators in my own image in Empty4 but I think I might have C# still on this laptop. I will have to look. :D

I have the manual on my ipad and have been reading it. Read through it a year ago but re-reading now.
Thanks for the information. So helpful having you in the forum and thread.

Hope you have a nice weekend.
:D

Very cool. Just clicked on the file and up came C#. Still have it. 8-)
Author:  slowkey [ Sat May 18, 2013 1:46 am ]
Post subject:  Re: Forex Strategy Builder and Trader
A little soon since everyone is still learning the program. But as you get a strategy you like and it is working nicely on Demo feel free to upload it to the thread.
:D
Author:  ginnyman [ Sat May 18, 2013 1:59 am ]
Post subject:  Re: Forex Strategy Builder and Trader
When I ran the installation of the Strategy Trader it didn't install the files in all my Empty4 instances. What I had to do was search for Empty4-FST Library.dll and put a copy of that in to the experts/libraries folder of the Empty4 instance you are using and put Empty4-FST Expert.mq4 in the experts folder.

I hope that helps.

Cheers,
Dave.

Thanks Dave

Working fine now.
Author:  slowkey [ Sat May 18, 2013 10:09 pm ]
Post subject:  Re: Forex Strategy Builder and Trader
As I go through the history of Strategy Builder on forexsb.com in their forum and re-read the manual I realize that at some point I will replace the Intro video on Forex Builder. It was my first You Tube video and I would like to correct some minor elements of the video content and go through the interface in more detail. For now it is fine to get into the software. It will get replaced though with two videos one on the interface and one on the function of that interface when I feel I have all the content of the Forum digested. I am taking notes as I go through the history starting in 2007 of how Mr Popov developed some of the indicators and the interface.

I do want to mention here a couple of things I missed.

There is an undo selection under edit on the main interface page so that when you are designing a strategy you can undo your changes.

There is also two selections for previous and next generated strategy under the same edit menu Item.

One other point as I go through the forums at forexsb.com ... There is usually away to get what you want accomplished. It may not be the usual way you think of it in Empty4. I encourage you if you are stuck to use the forum there to ask how something can be done. It can be probably accomplished but just not in the way you normally would think of doing it.
:D
Author:  slowkey [ Sun May 19, 2013 1:52 am ]
Post subject:  Re: Forex Strategy Builder and Trader
We can now upload C# indicator files which end in .cs without having to change the extension.

Thank You Steve

:D

Moving average file for longer averages up to 1000.
Author:  Popov [ Sun May 19, 2013 3:39 am ]
Post subject:  Re: Forex Strategy Builder and Trader
Hello fellow forex enthusiasts!

I'm Miroslav Popov, the author of Forex Strategy Builder and Forex Strategy Trader.

I noticed this thread in the visitors stats of my website. I'm very happy that you guys are using my programs. But first, I'm extremely thankful to Slowkey for starting this thread and for the excellent review and videos.

I'll be more than happy to answer your questions about the software and the technical stuff.

Definitely, a video introduction to FSB / FST is what is missing. I'm ready to participate in making of intro and tutorials video series.

Once more, thank you guys for what you doing about FSB!

Best regards,
Miroslav Popov
Author:  daveM [ Sun May 19, 2013 6:08 am ]
Post subject:  Re: Forex Strategy Builder and Trader
My understanding is that the developer will be revising the program in coming weeks to allow indicators to be more easily controlled with larger numbers.

I use this software every day and have had some interesting results.
Author:  slowkey [ Sun May 19, 2013 7:17 am ]
Post subject:  Re: Forex Strategy Builder and Trader
Popov wrote:Hello fellow forex enthusiasts!

I'm Miroslav Popov, the author of Forex Strategy Builder and Forex Strategy Trader.

I noticed this thread in the visitors stats of my website. I'm very happy that you guys are using my programs. But first, I'm extremely thankful to Slowkey for starting this thread and for the excellent review and videos.

I'll be more than happy to answer your questions about the software and the technrical stuff.

Definitely, a video introduction to FSB / FST is what is missing. I'm ready to participate in making of intro and tutorials video series.

Once more, thank you guys for what you doing about FSB!

Best regards,
Miroslav Popov
Pleasure to have you here Mr Popov and appreciate your comments. I could not sleep and just came out and logged in on my computer and saw your post. Yes the more I dig into your software the more impressed I am. I will be redoing the Intro You Tube video once I feel I have a deeper knowledge of the interface and tools. I have been reading through your forum to sort of put the history of the development of the program into my thinking before doing so. Just wanted to get us started here. You are very welcome to respond here to questions.

One of the reasons I liked the software was that I thought it could help us with our development of EA's in that anyone can develop a strategy and get it to demo quickly. They do not have to know code. Of course they can also run there strategy on the trader if it is successful.

Please anytime you see something you wish to comment on feel free to make yourself at home here.

I think the biggest concern here has been curve fitting in the generator but it would seem that the OOS zone and good practice would decrease that significantly. I in my thinking was wondering if a larger data sample and a larger zone 40 - 50 percent would be even more of a safeguard if one had the computer resources to use it.
Doug
:D
Author:  Popov [ Sun May 19, 2013 10:07 am ]
Post subject:  Re: Forex Strategy Builder and Trader
"One of the reasons I liked the software was that I thought it could help us with our development of EA's in that anyone can develop a strategy and get it to demo quickly."

This is the exact reason for FSB to exists. It allows almost instant test of some idea or indicator behaviour. Later, when the strategy is shaped, it can be tested on a demo or micro account with FST. Finaly, whne the concept is proved, the strategy can be rewritten in MQL for more robust live trading.

"Please anytime you see something you wish to comment on feel free to make yourself at home here."

Thank you. I want to add very tiny note to your intro: FSB uses symmetrical strategies. It means that the Short trade logic is mirrored Long logic. That's why, we enter only long rules in FSB / FST. There atwo reason for that:
1. Easier work with the program. Less things to adjust.
2. Removing possibilities to fit a strategy to current trend. For example, to exploit long trade on an rising market and to fail later, when the market changes.

"I think the biggest concern here has been curve fitting in the generator"

This is not a problem for an advanced user. FSB does over-optimize a strategy if you allow it. I'll explain further.
FSB is fast. It's much faster than Empty4. It does thousands of calculations and is capable to over-fit the parameters for a long run. But this speed is useful. It gives you an idea about eventual strategy. I never said that the Generator produces a strategy ready to trade. It's user responsibility to analyse the strategy before trading . There are many things can be done to prevent overoptimization:
1. Normalize indicator parameters: For example, if MA period is 53, try with 50. If the performance drops, it means that this parameter is over optimized.
2. Remove similar filter: If there are several indicators that are duing almost the same thing, remove the others and leave only one.
3. Use Analyser - Overoptimization report. It shows how the strategy performance changes when parameters deviate from the given values.
4. You are right about OOS. A user can, and is obligated to test his strategy on the market with actually guaranties 100% OOS.

I agree that Generator or especially the Optimizer can overoptimize a strategy, but no one has to use them. I designed FSB to help fast backtest of ideas. Generator and Optimizer are added later, since the program is fast and allow it.

Generator has two options that can reduce the overoptimization:
1. Use default numeric values of indicators.
2. Perform initial optimization.
By switching on the first and off the second a user will drastically reduce the overfitting possibilities. However, I do not recommend it. Generator generates strategies. Lets the user check and analyse them.

...

Your feedback is extremely valuable. I'll appreciate all ideas, experience or critiques.
Thank you again for the starting this thread. I'll try to answer all technical questions about the program.
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