Please, remind me how backest works on v10 and v11

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11/05/2019 at 12:42 AM #112137 quote

robertogozzi
Moderator

Master

Results from the strategy and the indicators match perfectly.

x-4.jpg

11/05/2019 at 8:10 AM #112151 quote

pieroim
Participant

Average

robertogozzi wrote:

Results from the strategy and the indicators match perfectly.

well, I’m sure it works well, the code is good. Why doesn’t work on my Prorealtime?

11/05/2019 at 8:13 AM #112153 quote

pieroim
Participant

Average

Vonasi wrote:

pieroim wrote:

I have changed instrument and time

What do you mean by changed time? Roberto is suggesting that you are using custom trading hours where candles are missing from your chart but are still used in indicator calculation If you have just switched to a different time frame then this is not what he meant.

If you see the attached pictures you see that I’m not speaking of TF..

11/05/2019 at 10:10 AM #112164 quote

Nicolas
Keymaster

Master

Right click on your chart window and check what did you set as custom market hours. If you had changed it, set back to default, and display the weekend data too.

11/05/2019 at 10:13 AM #112165 quote

robertogozzi
Moderator

Master

@pieroim

before going ahead posting always the same question, read carefully all posts and answer my question, please! (actually there was no question mark!!!)

I wrote “from Sept. 20th through Sept. 24th you only see 3 candlesticks, while there are 4, tallying sunday“, where does this difference come from ?

11/05/2019 at 10:23 AM #112169 quote

pieroim
Participant

Average

Hi Nicolas,

I never have changed the the configuration, I have installed the v11 from 5 days and I have changed nothing in the configuration, it is all at the default, it is a new installation with only active Future live data of CME. Prorealtime data. Nothing else.

Roberto, I have changed the financial instrument to EURUSD (only days because I not have the real time data of it in my package) only to facilitate you to find the problem.. and I find the problem in a wrong calc when the backtest is applied, and ONLY in BACKTEST.

I insert again, I also entered it yesterday, the default configuration on EURUSD .. as you can see nothing has been changed.

Plese, SEE IT.

proreal-str5-1.jpg

11/05/2019 at 10:36 AM #112174 quote

robertogozzi
Moderator

Master

I have no idea about the behaviour on v11, since I am not using it.

Maybe Nicolas will be of greater help.

11/05/2019 at 11:30 AM #112180 quote

Nicolas
Keymaster

Master

Did you try with a “defparam preloadbars=0” at the top of the strategy code?

11/05/2019 at 11:42 AM #112182 quote
pieroim
Participant

Average
Nicolas wrote:

defparam preloadbars=0”

It does not work..
```
Defparam preloadbars=0
Defparam cumulateorders=false

if Barindex < 2 then
BU = Close
else
BU = BU[1]-BU[2]/3.414+(1/3.414)*Close
endif

if barindex>PP then
Signal = BU
Noise = Close
SigmaSignal = STD[PP](Signal)
SigmaNoise = STD[PP](Noise)
a = SigmaSignal/SigmaNoise
n = (2/a)-1

if n < 1 then
nn = 1
else
nn = n
endif

MB = ExponentialAverage[nn](Close)
endif

cl=(MB>BU)
cs=(MB<BU)

GRAPH MB coloured (0,0,255) as "cl"
GRAPH BU coloured (255,0,0) as "cs"

if NOT LongOnMarket AND cl THEN
BUY 1 CONTRACTS AT MARKET
endif

if NOT ShortOnMarket AND cs THEN
SELLSHORT 1 CONTRACTS AT MARKET
endif
```
proreal-str6.jpg
11/05/2019 at 12:58 PM #112194 quote
Nicolas
Keymaster

Master
Ok, you are right, the problem comes with the exponentialaverage instruction, it doesn’t compute correctly. I will make a technical report, please do it also with a link to this thread.

In the meantime, I coded the EMA with its formula and it works now correctly:
```
Defparam preloadbars=0
Defparam cumulateorders=false

pp=17

if Barindex < 2 then
BU = Close
else
BU = BU[1]-BU[2]/3.414+(1/3.414)*Close
endif

if barindex>PP then
Signal = BU
Noise = Close
SigmaSignal = STD[PP](Signal)
SigmaNoise = STD[PP](Noise)
a = SigmaSignal/SigmaNoise
n = (2/a)-1

if n < 1 then
nn = 1
else
nn = n
endif

//MB = ExponentialAverage[nn](Close)
EMALength = nn
alpha = 2/(EMALength+1)
CustomEMA = alpha*Close + (1-alpha)*CustomEMA[1]
MB=CustomEMA

endif

cl=(MB>BU)
cs=(MB<BU)


if NOT LongOnMarket AND cl THEN
BUY 1 CONTRACTS AT MARKET
endif

if NOT ShortOnMarket AND cs THEN
SELLSHORT 1 CONTRACTS AT MARKET
endif

GRAPH MB coloured (0,0,255) as "cl"
GRAPH BU coloured (255,0,0) as "cs"
//graph n
```
11/05/2019 at 3:28 PM #112211 quote

pieroim
Participant

Average

Great Nicolas! Ok, I’ll send it.

11/05/2019 at 4:40 PM #112216 quote
pieroim
Participant

Average
Hi Nicolas,

I think there’s still something wrong … see the pictures: mini Nasdaq100 full1219

I have the same, identical problem with eurusd..
```
Defparam preloadbars=0
Defparam cumulateorders=false
 
pp=17
 
if Barindex < 2 then
BU = Close
else
BU = BU[1]-BU[2]/3.414+(1/3.414)*Close
endif
 
if barindex>PP then
Signal = BU
Noise = Close
SigmaSignal = STD[PP](Signal)
SigmaNoise = STD[PP](Noise)
a = SigmaSignal/SigmaNoise
n = (2/a)-1
 
if n < 1 then
nn = 1
else
nn = n
endif
 
//MB = ExponentialAverage[nn](Close)
EMALength = nn
alpha = 2/(EMALength+1)
CustomEMA = alpha*Close + (1-alpha)*CustomEMA[1]
MB=CustomEMA
endif
 
cl=(MB>BU)
cs=(MB<BU)
 
 
if NOT LongOnMarket AND cl THEN
BUY 1 CONTRACTS AT MARKET
endif
 
if NOT ShortOnMarket AND cs THEN
SELLSHORT 1 CONTRACTS AT MARKET
endif
 
GRAPH MB coloured (0,0,255) as "cl"
GRAPH BU coloured (255,0,0) as "cs"
```
proreal-str7.jpg proreal-str9.jpg
11/06/2019 at 9:52 AM #112248 quote

Nicolas
Keymaster

Master

Yes because the code wait for 17 bars to begin the calculation. So you should also include the trading instructions in the same IF/ENDIF block (move line 31 to 44).

11/06/2019 at 11:57 AM #112260 quote

pieroim
Participant

Average

Thank’s Nicolas..

I’ll do some tests in the afternoon and I’ll let you know.

Meanwhile, I sent a ticket to technical support to report the problem .. but instead of focusing on the problem, they sent me an email telling me that I am an IG customer and therefore it is not their responsibility to solve the problem .. BHA!

Anyway, I answered earlier that version 10 was with IG, an account that had been abandoned for about 2 years, while v11 was not!

We hope that this time they will focus more on the probable bug in v11 than on bureaucratic issues that are of little interest to traders.

However I have indicated the link to this discussion .. I hope they come to read it ..

11/06/2019 at 12:06 PM #112262 quote

Nicolas
Keymaster

Master

Seems normal that a company don’t supply support for someone who is not their customer? 😉
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