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Discrepancy from function value and its CALL value

Finning · 2019-01-11T04:27:39+00:00

Hi all, am having a problem with the CALL function – and the value that it’s giving me for use with orders. The probacktest code that I had made didn’t seem to be working as intended – don’t they all – but upon closer inspection, I found that there was a discrepancy between my custom function value “Recent Volatility”(15) – and what the probacktest “GRAPH” of the called value of this function (CALLED and GRAPHed as”RV”) was displaying for the function value. I am calling a function that I made – “Recent Volatility”(15). I am definitely calling the right function – there is no error of function name/function called – or period of the function (15) used between what is displayed and the CALL of the function in probacktest. There is also the same problem for the triangluar average (6) of the “Recent Volatility”(15) function – but I would assume that this is from the problem above? What would be causing the probacktest GRAPH value of the “Recent Volatility”(15) function to be different to the original displayed calculated function value? Thanks, Finning

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Discrepancy from function value and its CALL value

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01/14/2019 at 2:32 PM #88575 quote

Nicolas
Keymaster

Legend

Did you try to show the weekend data too? It has been reported that the calculation could be different if it is not activated, especially on daily timeframe.

01/15/2019 at 1:19 AM #88633 quote

Finning
Participant

Veteran

Hi Nicolas,

as part of the checks/changes I did regarding post #88401, I tried all different timezones with/without weekend data, and it didn’t make a difference. At Roberto’s direction, I have Ctrl+M’d this problem, because I need this daily data to work.

Cheers

Finning
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Discrepancy from function value and its CALL value

ProOrder: Automated Strategies & Backtesting

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Finning @finning Participant

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This topic contains 16 replies,
has 3 voices, and was last updated by Finning
7 years, 9 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	01/11/2019
Status:	Active
Attachments:	10 files

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Discrepancy from function value and its CALL value

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Discrepancy from function value and its CALL value ProOrder: Automated Strategies & Backtesting

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Discrepancy from function value and its CALL value

ProOrder: Automated Strategies & Backtesting