Who wants a strategy? Lots and for free) - page 47

 
SergNF >> :
If "Market" - "Data period" is ticked "Delete data before", but "Maximum number of bars" is enough for start period to be before "Deleted" :), then... (apparently the Min. of two values is taken). If "Maximum number of bars" is not enough, then... in short, "Delete data before" is useless.

I cannot see an issue. If you use both limitations ("Maximum number of bars" and "Delete data before") only one - the stricter condition works. The other is omitted.


/// <summary>
/// Describes the slot's type.
/// </summary>
public enum SlotTypes
{
Open, OpenFilter, Close, CloseFilter, NotDefined
}


/// <summary>
/// The method of Moving Average used for the calculations
/// </summary>
public enum MAMethod
{
Simple, Weighted, Exponential, Smoothed
}


Moving Average implementation source code


I think will be difficult to transfer the indicator's source code directly to a MetaTrader readable dll. Probably you have to compile the indicator calculations only but without the logic rules. After ripping the indicators we can make strategy frames (templates) to apply the strategy logic.

 
Miroslav_Popov писал(а) >>

I cannot see an issue.

I think it will be difficult to transfer the indicator's source code directly to a MetaTrader readable dll.

That is exactly what I understood today. Yesterday I hoped that the changes will be minimal.

Probably you have to compile the indicator calculations only but without the logic rules. After ripping the indicators we can make strategy frames (templates) to apply the strategy logic.

But it's not correct to have two unconnected source code blocks. Neither on mql, nor in dll. IMHO (I have an opinion, I don't dispute it). By the way, 2 years ago (or even more) there was an "external" tester!!! (ForexTester, in my opinion - the owners of the site :) was smashed to smithereens :) ), for which indicators (block of calculations) could be written to anybody as a dll.

Again, IMHO - if the good will of developer - you - put "calculators" (indicators) in a dll, with a primitive return -1,0,1, it would be the right decision. Otherwise you get a system in itself - to teach the basics of TA. :)

Although I don't exclude that neither NET nor C# may simply not support dll anymore. Then eh.

 

About "Data Horizon" I understand now. It's definitely a bug. Thank you for the report.

---

I stared work on Forex Strategy Builder 8-9 years ago. There was no MetaTrader at that time in Bulgaria. That's why I started my own backtester. This now is probably 6th or 7th variant. There ware neural networks, genetic algorithms, and so on. This project was never been designed for the public or to be a commercial software. I made it to better understand the technical analysis and the indicators logic. Later I saw it can be useful for others too and that is the reason I published it freely. So I'm using it for backtesting and I'm trading in the old fashion way - manually. The only thing for what I use MetaTrader is to export easily and freely historical rates. Actually even my broker does not provide MT. My trading account is since 1999 at a Bulgarian broker :).

You understand that exporting strategies to MetaTrader, testing on it or auto trading is not important to me at all. Excepts some donations and small affiliate income I do not take anything for providing Forex Strategy Builder. If somebody thinks I make visual interface to MetaTrader he is wrong. Forex Strategy Builder has its own way.

What has been changed during the last two years was that many people has found it useful. At the moment the program has about 50,000 users. That brings to me additional responsibility and I'm ready to answer to the users needs. The key point is that the program has to remain free. Actually I'm donating this project with my work and resources. So if you want to make dll for meta trader - do it, if you want to make mql indicators go on as well. I'll help you as I can but without changing the design of the Forex Strategy Builder. Off course if someone wants to make something and needs a proper exporting format or data it's not a problem to me to do it.

I think the easiest way is to make a data bridge between the platforms. MT -- data feed --> FSB ---signals --> MT In that case no indicators or logic export will be necessary. Any ides or help are welcome.

Cheers!!!

 
Miroslav_Popov писал(а) >>

If somebothy thinks I make visual interface to MetaTrader he is wrong. Forex Strategy Builder has its own way.

Got it. Agreed.

By the way, if we add to "Account Statistics" a separate statistic on Long/Short positions, it will be even more "useful" :)

 
Add a "Long or Short" filter to an Opening Logic Condition slot and you will separate the positions.
 
Miroslav_Popov писал(а) >>
Add a "Long or Short" filter to an Opening Logic Condition slot and you will separate the positions.

That's understandable.

I meant to "assess" the "lopsidedness" of the graph strategy by looking at its statistics. (Again, I don't insist!!!, as I regard the system as a beautiful ... toy).

 

Please, write down what statistical parameters do you want. It's not a problem to add them in the next version.

 
Miroslav_Popov >> :

Please, write down what statistical parameters do you want. It's not a problem to add them in the next version.

Recovery factor. And the ability to select it as a target factor.

 
Miroslav_Popov писал(а) >>

Please, write down what statistical parameters do you want. It's not a problem to add them in the next version.

Here about everything.

Plus there were articles about additional indicators/evaluation of trading strategies (Z-score, HPR, Sharp, etc.)(There was also an Aglitskaya version of Oops. no Aglitskaya version).

And if there was also a comparative table of "adopted" strategies, yes with charts.... :)

 

Thank you. I'll make an additional statistic window to the program for this.

I'm not familiar with this. "Recovery factor. Please explain / formula.

Is there ready to use formulas (code) for these additional statistics?