GAP different values EA and Indicator (Half Trend)

• 10/11/2017 at 11:30 AM #49023
  eltonio8

  Hi everyone,

  I’m using the Halftrend Triple I founded here on PRC.

  I noticed that when I copy the code in a EA, there are some differencies between the value of the halftrend with identical parameters .

  Sometimes they are the same, sometimes not.

  Do you have any explanation on it ?

   

  Thanks !

  HalfTend

  amplitude2 = 60 lowpricei1 = Lowest[Amplitude1](low) highpricei1 = Highest[Amplitude1](high) lowma1 = average[Amplitude1](low) highma1 = average[Amplitude1](high) if barindex>Amplitude1 then if(nexttrend1=1) then maxlowprice1=Max(lowpricei1,maxlowprice1) if(highma1<maxlowprice1 and Close<Low[1]) then trend1=1.0 nexttrend1=0 minhighprice1=highpricei1 endif endif if(nexttrend1=0) then minhighprice1=Min(highpricei1,minhighprice1) if(lowma1>minhighprice1 and Close>High[1]) then trend1=0.0 nexttrend1=1 maxlowprice1=lowpricei1 endif endif if(trend1=0.0) then if(trend1[1]<>0.0) then up1=down1[1] else up1=Max(maxlowprice1,up1[1]) endif down1=0.0 else if(trend1[1]<>1.0) then down1=up1[1] else down1=Min(minhighprice1,down1[1]) endif up1=0.0 endif endif if up1>0 then halftrend1 = up1 color1 = 1 else halftrend1 = down1 color1 = -1 endif

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  amplitude2 = 60 lowpricei1 = Lowest[Amplitude1](low) highpricei1 = Highest[Amplitude1](high) lowma1 = average[Amplitude1](low) highma1 = average[Amplitude1](high)   if barindex>Amplitude1 then   if(nexttrend1=1) then   maxlowprice1=Max(lowpricei1,maxlowprice1)   if(highma1<maxlowprice1 and Close<Low[1]) then trend1=1.0 nexttrend1=0 minhighprice1=highpricei1 endif   endif   if(nexttrend1=0) then   minhighprice1=Min(highpricei1,minhighprice1)   if(lowma1>minhighprice1 and Close>High[1]) then trend1=0.0 nexttrend1=1 maxlowprice1=lowpricei1 endif   endif   if(trend1=0.0) then   if(trend1[1]<>0.0) then up1=down1[1] else up1=Max(maxlowprice1,up1[1]) endif down1=0.0   else   if(trend1[1]<>1.0) then down1=up1[1] else down1=Min(minhighprice1,down1[1]) endif up1=0.0 endif   endif   if up1>0 then halftrend1 = up1 color1 = 1 else halftrend1 = down1 color1 = -1 endif

   

  

  eltonio8

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  10/11/2017 at 12:07 PM #49028
  JC_Bywan

  Hi, welcome to PRC forums, I’m moving your post from French forum “Support ProOrder” to English forum “ProOrder support”, as the custom on PRC forums is to use the language of the forum we post in

  

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  10/11/2017 at 12:57 PM #49031
  Nicolas

  Please share your automatic strategy code in order to understand why it happened and to replicate the issue.

  

  Nicolas

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  10/12/2017 at 11:26 AM #49111
  eltonio8

  Hello Nicolas,

   

  here is the code, I use it on  dax M15, I noticed a difference between Halftrend 10 on EA and Indicator, on october 9th 2017 at 6am for example (halftrend10 graph by EA = 12976,9 ;  halftrend10 on indicator= 12 975,1)

  Amplitude1 = 10 Amplitude2 = 60 N=3 //////////////////////////////////////// //HL #1 lowpricei1 = Lowest[Amplitude1](low) highpricei1 = Highest[Amplitude1](high) lowma1 = average[Amplitude1](low) highma1 = average[Amplitude1](high) if barindex>Amplitude1 then if(nexttrend1=1) then maxlowprice1=Max(lowpricei1,maxlowprice1) if(highma1<maxlowprice1 and Close<Low[1]) then trend1=1.0 nexttrend1=0 minhighprice1=highpricei1 endif endif if(nexttrend1=0) then minhighprice1=Min(highpricei1,minhighprice1) if(lowma1>minhighprice1 and Close>High[1]) then trend1=0.0 nexttrend1=1 maxlowprice1=lowpricei1 endif endif if(trend1=0.0) then if(trend1[1]<>0.0) then up1=down1[1] else up1=Max(maxlowprice1,up1[1]) endif down1=0.0 else if(trend1[1]<>1.0) then down1=up1[1] else down1=Min(minhighprice1,down1[1]) endif up1=0.0 endif endif if up1>0 then halftrend1 = up1 color1 = 1 else halftrend1 = down1 color1 = -1 endif ///////////////////////////////////////////////////// // -- HL #2 lowpricei2 = Lowest[Amplitude2](low) highpricei2 = Highest[Amplitude2](high) lowma2 = average[Amplitude2](low) highma2= average[Amplitude2](high) if barindex>Amplitude2 then if(nexttrend2=1) then maxlowprice2=Max(lowpricei2,maxlowprice2) if(highma2<maxlowprice2 and Close<Low[1]) then trend2=1.0 nexttrend2=0 minhighprice2=highpricei2 endif endif if(nexttrend2=0) then minhighprice2=Min(highpricei2,minhighprice2) if(lowma2>minhighprice2 and Close>High[1]) then trend2=0.0 nexttrend2=1 maxlowprice2=lowpricei2 endif endif if(trend2=0.0) then if(trend2[1]<>0.0) then up2=down2[1] else up2=Max(maxlowprice2,up2[1]) endif down2=0.0 else if(trend2[1]<>1.0) then down2=up2[1] else down2=Min(minhighprice2,down2[1]) endif up2=0.0 endif endif if up2>0 then halftrend2 = up2 color2 = 1 else halftrend2 = down2 color2 = -1 endif ////////////////////////////////////////////////////////// ////////////// CONDITIONS ENTREE LONG /////////////////// ////////////////////////////////////////////////////////// IF (up2 > 0 and down1[1] > 0 and up1 > 0) OR(up1 > 0 and down2[1] >0 and up2 > 0) then Buy N contract at market Set stop ploss 50 ENDIF IF color1 then ENDIF IF color2 then ENDIF ////////////////////////////////////////////////////////// ////////////// CONDITIONS SORTIE LONG /////////////////// ////////////////////////////////////////////////////////// IF longonmarket then iF halftrend1[1] > halftrend1 then Sell at market ENDIF ENDIF GRAPH HAlftrend1 GRAPH HAlftrend2

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  Amplitude1 = 10 Amplitude2 = 60   N=3 //////////////////////////////////////// //HL #1   lowpricei1 = Lowest[Amplitude1](low) highpricei1 = Highest[Amplitude1](high) lowma1 = average[Amplitude1](low) highma1 = average[Amplitude1](high)   if barindex>Amplitude1 then   if(nexttrend1=1) then   maxlowprice1=Max(lowpricei1,maxlowprice1)   if(highma1<maxlowprice1 and Close<Low[1]) then trend1=1.0 nexttrend1=0 minhighprice1=highpricei1 endif   endif   if(nexttrend1=0) then   minhighprice1=Min(highpricei1,minhighprice1)   if(lowma1>minhighprice1 and Close>High[1]) then trend1=0.0 nexttrend1=1 maxlowprice1=lowpricei1 endif   endif   if(trend1=0.0) then   if(trend1[1]<>0.0) then up1=down1[1] else up1=Max(maxlowprice1,up1[1]) endif down1=0.0   else   if(trend1[1]<>1.0) then down1=up1[1] else down1=Min(minhighprice1,down1[1]) endif up1=0.0 endif   endif   if up1>0 then halftrend1 = up1 color1 = 1 else halftrend1 = down1 color1 = -1 endif   /////////////////////////////////////////////////////   // -- HL #2 lowpricei2 = Lowest[Amplitude2](low) highpricei2 = Highest[Amplitude2](high) lowma2 = average[Amplitude2](low) highma2= average[Amplitude2](high)   if barindex>Amplitude2 then   if(nexttrend2=1) then   maxlowprice2=Max(lowpricei2,maxlowprice2)   if(highma2<maxlowprice2 and Close<Low[1]) then trend2=1.0 nexttrend2=0 minhighprice2=highpricei2 endif   endif   if(nexttrend2=0) then   minhighprice2=Min(highpricei2,minhighprice2)   if(lowma2>minhighprice2 and Close>High[1]) then trend2=0.0 nexttrend2=1 maxlowprice2=lowpricei2 endif   endif   if(trend2=0.0) then   if(trend2[1]<>0.0) then up2=down2[1] else up2=Max(maxlowprice2,up2[1]) endif down2=0.0   else   if(trend2[1]<>1.0) then down2=up2[1] else down2=Min(minhighprice2,down2[1]) endif up2=0.0 endif   endif   if up2>0 then halftrend2 = up2 color2 = 1 else halftrend2 = down2 color2 = -1 endif       ////////////////////////////////////////////////////////// ////////////// CONDITIONS ENTREE LONG  /////////////////// //////////////////////////////////////////////////////////     IF (up2 > 0 and down1[1] > 0 and up1 > 0) OR(up1 > 0 and down2[1] >0 and up2 > 0) then   Buy N contract at market Set stop ploss 50 ENDIF         IF color1 then ENDIF IF color2 then ENDIF     ////////////////////////////////////////////////////////// ////////////// CONDITIONS SORTIE LONG  /////////////////// ////////////////////////////////////////////////////////// IF longonmarket then iF halftrend1[1] > halftrend1 then Sell at market ENDIF ENDIF   GRAPH HAlftrend1 GRAPH HAlftrend2

   

  

  eltonio8

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  10/12/2017 at 12:33 PM #49123
  Nicolas

  This is odd, cause I don’t notice any differences between the Halftrend indicator and the one embedded into your strategy … Are you sure you are comparing the same periods?

  

  Nicolas

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  10/12/2017 at 12:37 PM #49125
  eltonio8

  Did you try on M15, GER30, 9 October 2017 at 6:00 am ? these are not exactly the same for me.

  95% of the time these are the same, but the 5% where these differs make difference between arrow (entry) in my Indicator and real entry in proOrder.

  

  eltonio8

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  10/12/2017 at 12:43 PM #49131
  JC_Bywan

  Maybe you have the optional setting of not using weekend data? And any monday morning data based on calculations from friday’s data in the indicator, might differ from the backtest on PRT server using weekend data (even if you chose not to on your pc)? Had a similar thing long ago and that’s when Nicolas told me about this weekend data option not affecting backtest run on PRT servers but only indicators on PC…

  

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  10/12/2017 at 12:54 PM #49132
  eltonio8

  Thank’s Noobywan. Actually I thought about this possibility, and I remember I tried with and without weekend datas but I didn’t change. the value are identical (unless for the date I’m a comparing).

  Whatever I’m pretty sure that value overnight and weekend are commited to these differencies in value..

  

  eltonio8

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  10/12/2017 at 2:52 PM #49141
  Nicolas

  Custom trading hours?

  

  Nicolas

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  10/12/2017 at 2:58 PM #49144
  eltonio8

  Not in the EA, and here are the settings in PRT

  

  eltonio8

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  10/12/2017 at 3:36 PM #49151
  Nicolas

  Quel est ton courtier ? IG ?

  

  Nicolas

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  10/16/2017 at 9:07 AM #49494
  eltonio8

  Bonjour Nicolas, oui je suis chez IG, mais j’effectue ces backtest sur PRT CFD.

   

  Je pense que le problème est résolu, c’était bien l’histoire de données du week-end qu’il fallait activer, j’avais du me planter en essayant des réglages..

  Une fois les données activée pour le weekend je n’ai plus de Gap entre le vendredi soir et le lundi matin, j’ai maintenant une bougie. Dans le Backtest elle devait bien être prise en compte, mais pas dans l’indicateur qui considérait un gap.

   

  Merci pour votre aide !

   

  2 users thanked author for this post.

  Nicolas, JC_Bywan

  

  eltonio8

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  10/16/2017 at 9:13 AM #49498
  JC_Bywan

  Yellow card to Nicolas (haha! How did I miss this) for switching the conversation to French in the English forum!

  

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  10/16/2017 at 10:06 AM #49514
  Nicolas

  OMG too much or not enough coffee! 😆

  

  Nicolas

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