FXCodeBase.COM: Forex Chart Indicators and Development

My view of the optimiser graph, is that it's ok for a rough view of good and bad results. For anything detailed though, a graphical representation is just too vague. Making it more complex would probably not help me.

My measure of a successful strategy is the profit/max drawdown ratio; all the rest, you can adjust with number of lots and leverage. To this extent, no graph could give me the detail I need, but what would really help me (i.e. save me from exporting to excel, add columns, etc for each backtest) would be the addition to the Optimiser's criteria of a "profit/max drawdown" ratio , would this be possible?

(by "mac drawdown" I mean the fifth column from the end of the optimiser's results, in between min and final gross capital)

TakisGen wrote:Hey Alex,

Alexey.Pechurin wrote:Actually we could provide such mode in one of next releases if it's really useful.

I really do not know what is useful and what is not. I am on the search
I am just saying that for those who can "see" a third dimension in a flat representation,
this might mean something.
Looking at the graph, i feel something is misleading and the results list
does not provide for multicolumn sorting.
The graph as it is, is excellent for quick navigation to the best result item
inside the first two selected dimensions. This is not what i am looking for in a graph
but hidden patterns
Btw, i am thinking of a custom column in the results list that could be written from within the strategy with arbitrary user data. That i would consider useful.

Best Regards,
Takis

There is one issue with the new version (01.13.092613) : in both TSII and Marketscope, when I select Create view, there are no options for Kagi, Renko or p&f diagrams, check the screenshot. Btw, the greek translation means "Show creation" instead of "Create view" :p

And one more thing: in the previous version of the strategy optimiser, if all backtesting parameters were in place, I could click the Start button even from e.g. the Market Data tab. Now the Start button is greyed out and I have to click Next all the way to the last tab (Optimiser); only then I can click on Start.

Can we revert to the "old' behaviour? I feel this is one more needless "all in order" feature (like the 10.000.000 limit on parameters combinations which I reported on another thread) that just makes life more difficult for us.

Hi boss_hogg,

There is the criteria Balance and minimal fall of balance
It is calculated as FinalBalance * (1 - MaxFallBalance / InitialAmount). Is it what you needed?

Hi boss_hogg,

I have not managed to reproduce the issue. The only way to reproduce it is to restart the optimization and change the instrument in Market Data. But this behavior was in the previous version too.

No, what I need is the following: (FinalBalance - InitialAmount) / MaxFallBalance

Valeria wrote:Hi boss_hogg,

There is the criteria Balance and minimal fall of balance
It is calculated as FinalBalance * (1 - MaxFallBalance / InitialAmount). Is it what you needed?

I checked again and you are absolutely right, this is when it happens. It's just that I was recently backtesting a strategy on many different instruments and got annoyed but this behaviour. It's nothing major, but a fix would be welcome.

Valeria wrote:Hi boss_hogg,

I have not managed to reproduce the issue. The only way to reproduce it is to restart the optimization and change the instrument in Market Data. But this behavior was in the previous version too.

Hi boss_hogg,

No, what I need is the following: (FinalBalance - InitialAmount) / MaxFallBalance

Thank you for the suggestion. Your request is added to the wish-list.

I noticed that the Renko Bar "view" does not show the (tick) volume for the Renko bars. Is this something that can be added?

Hi robocod,

I have forwarded your request to the developers. Thank you for the suggestion.

When will you update the normal TSII? The last beta (01.13.103113) is much more newer than the normal version (01.13.092613)

WBR