Who wants a strategy? Lots and for free) - page 49

 
Miroslav_Popov писал(а) >>

From the "Export" menu you can export the historical data, indicators, signals or trades to an Excel spreadsheet.

That is useful for comparing the indicators and applying additional statistics, money management or backtesting.

I broke my 'toy' already. :):):):):):)

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What/what/why - I don't know. From "visible" bugs - was able to achieve a mode when the generation runner "runs", Calculations does not change. Button Stop "pressed", but generation process does not stop. The bug is exactly this. And the crosses do not close anything - only Ctrl+Alt+Del. :):):)

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Both in new and in old version.

- How do I do it - downloaded everything as it is, installed it from scratch (i.e. Data directory - 'Original').

- DateTime Frame 4 Hours (Problem on any TF)

- Symbol EurUsd

- Market->DataHorizon 1000

- Remove data never before 1.10.2008

- Bar interpretation metod Pessimistic

Next

Generator->Generate and all... FSB load 81%.

 
SergNF >> :

And I've already broken my 'toy'. :):):):):):)

- Market->DataHorizon 1000

- Remove data never then 1.10.2008

Hello,

Tank you for the report!

This is an old bug. I thought I've fixed it but it seems I haven't :)

It appears when there is not enough data bars.

Increase Data bars to 2000 for the moment.


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I fixed it now! I'll publish the new version on April 1st.

..

In this connection if someone makes corrections to the Russion translation I'll iclude them also. Russian translation wiki

 
Miroslav_Popov писал(а) >>

Increase Data bars to 2000 for the moment.

This is not a solution. It's the only way to do OOS for now (as long as old date clipping doesn't work).

But we will find a way out. :)

SZY. But the main thing is to stop "generation" with Stop button !!!!!!.

 

OOS what is it?

 
Miroslav_Popov >> :

>> what's that?

forward test - a test of an EA outside the optimization period

 

OK. temporary solution:

Data Horizon - Maximum bars 1000; (Remove "Data newer than 1.10.2008")

In the strategy put as Open Logic Condition - "Data Bars filter" let say "Do not use newest 500 bars";

When you open the generator, lock the "Data Bars filter" slot.

In this case Forex Strategy Builder do not execute any entry orders during the last 500 bars.


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Edit:

When strategy is ready - simply remove "Data Bars filter" and you will see the full backtest. To return it back - CTRL + Z (Undo).

That is the fastest way to make forward testing.

 
Miroslav_Popov писал(а) >>

OOS what is it?

Out Of Sample.

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I generate a strategy on some part of the file - I trim the "date before" + number of bars.

Then I shift 'date before' and change the number of bars so that the start date falls on the previous 'date before' ;););)

I watch the results (99.99% of the time it's bad). (OOS).

Since I'm not sure (at least there is no direct sending signals to mt4 to check the synchronism and immutability of signals or 100% identical indicators for mt4), that strategies (and indicators!!!!!) don't re-draw/rewrite signals in the past, then another option - I add new bars to the file and press Ctrl+L. But since they are counted backward from the last bar, ....

I have to play DataHorizon in short

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On the new section again gene.... well, here everyone is by virtue of their "religion".

:)

In the strategy put as Open Logic Condition - "Data Bars filter" let say "Do not use newest 500 bars";

IMHO more buttons to press.

Then it would be better to "...newerest...oldest".

Better yet, it would be better to add "between" to DateFilter and not to month, but to date.

 
Miroslav_Popov >> :

OOS what is it?

Out Of Sample - testing strategies on the stories that are not performed by the optimization. Inputs parameters should be as optimised - unchanged.

 
SergNF писал(а) >>

Then "...newerest...oldest" would be better.

Also confused, especially since "Journal by Bars" shows everything in the file, but takes into account DataHorizont!!!!

And the Data Bars Filter "filters" "Journal by Position". Moreover, if after the last bar no position opened, it is not clear up to what point in time the strategy was generated and what starting bar should be set for viewing the results outside the "fit" selection.

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Dates rule!!!!!! after all

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ZS. Got it. It gets worse. To separate testing sites/OOS must be added (and changed) to OpeningLogic and to ClosingLogic (and this filter isn't there) :(

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Still DataHorizont is more logical!!!!

 
SergNF писал(а) >>

ZS. Got it. It's worse. You have to add (and change) in OpeningLogic and in ClosingLogic to separate test sections/OOS (and this filter isn't there) :(

Another bug.

Data Horizont has no checkboxes, the number of bars is maximal (50 000)

Data Bar Filter "oldest" value 1300

In log "Journel by Positions" first Open is on bar 1301 (my data - 31.10.2008)

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Data Horizont put "removes data newer" 01.01.2009 I.e. I remove (ignore) the bars far to the right of the Data bar Filter (In the file for the date 2009-01-02 08:00 the line 1554. Previous bar was 2008-12-31 16:00).

Pressing Accept.

First bar in the position log ...1254. Which, IMHO, should not change.

... That's why I want to check the adequacy of signals (no re-drawing of history/no looking ahead etc.)