HTF indicator call bug in Backtest code

• 05/26/2025 at 6:39 PM #247630
  nevtek

  Hi all,

  Today I noticed that my backtest results were completely off compared with last week results. After investigation I found out that a new bug was introduced in de Backtest code regardig calling a custom indicator on a higher timeframe.
  The indicator gives completely wrong results now when you ‘CALL’ it on a higher timeframe.
  So let’s say I have a backtest that uses the 1 and 5 minute timeframes. And I CALL a custom indicator on the 5min TF. Then the results are completely off.
  When I replace the CALL with the indicator code itself, then the results are OK.
  I’m pretty sure this was not a problem last week.

  I’ve added 2 screenshots to illustrate the bug.

  ‘testHTFbug’ indicator code:

  testHTFbug indicator

  return highest[20](high)

  1	return highest[20](high)

   

  Backtest code:

  (It only contains the 5min TF, as this is enough to trigger the bug when you open up the chart on the 1min TF)

  backtest code

  TIMEFRAME(5 minutes) indOK = highest[20](high) indBUG = CALL "testHTFbug" //= highest[20](high) graphonprice indOK coloured(0,255,0,100) //green line graphonprice indBUG coloured(255,0,0,100) //red line //dummy code, otherwise won't compile if 1=2 then BUY 1 CONTRACT AT MARKET SET TARGET $PROFIT 100 SET STOP $LOSS 100 endif

  1 2 3 4 5 6 7 8 9 10 11 12

  TIMEFRAME(5 minutes) indOK = highest[20](high) indBUG = CALL "testHTFbug" //= highest[20](high) graphonprice indOK coloured(0,255,0,100) //green line graphonprice indBUG coloured(255,0,0,100) //red line   //dummy code, otherwise won't compile if 1=2 then BUY 1 CONTRACT AT MARKET SET TARGET $PROFIT 100 SET STOP $LOSS 100 endif

   

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  Franro

  

  nevtek

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  05/26/2025 at 8:43 PM #247634
  phoentzs

  Try it with
  timeframe(5minute, updateonclose)

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  Iván

  

  phoentzs

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  05/27/2025 at 10:36 AM #247645
  nevtek

  phoentzs wrote:

  Try it with timeframe(5minute, updateonclose)

  yes, with updateonclose the bug is not triggered.
  Nevertheless, without updateonclose the 2 indicators should return the same values (as it did last week)

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  Franro

  

  nevtek

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  05/27/2025 at 11:50 AM #247646
  JS

  The code shows no discrepancies with the data from IG, but the same code does show discrepancies with the data from IB…
  I don’t know where the discrepancies in IB come from, but something is definitely going wrong there…
  The best is to submit a support request (via Help)…

  

  JS

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  05/27/2025 at 12:38 PM #247650
  nevtek

  JS wrote:

  The code shows no discrepancies with the data from IG, but the same code does show discrepancies with the data from IB… I don’t know where the discrepancies in IB come from, but something is definitely going wrong there… The best is to submit a support request (via Help)…

  Oh thanks for checking IG and IB, didn’t know that could lead to discrepancies as well…weird..
  Already submitted a support request.

  

  nevtek

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  06/06/2025 at 8:07 AM #247994
  Franro

  This is crazy!!! I realised this problem yesterday and I am in panic!

  I think it is just a visual bug for backtest which is not affected by in livetrading in proorder. But if so, I would lose multum of money. This really needs to be looked at. Have you got any response for it?

  

  Franro

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  06/06/2025 at 9:55 AM #248004
  nevtek

  Yes this week finally some response, but it still needs to be forwarded to the dev team…
  No idea why it’s so slow. I wish they were more interactive, or at least a dev monitoring this board..a page with known issues, or features in progress…
  Now everytime I run into odd things I have to figure out if it’s a known issue or not. Takes hours..

  But don’t panic 😉 It’s just the backtest. They were smart enough not to implement the CALL functionality in the live trading environment. You can check it yourself when you open your running systems and click the version. The indicator code is copied in your system code. So no references.

   

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  GraHal, Franro

  

  nevtek

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  06/06/2025 at 10:39 AM #248010
  Franro

  Yeah nevtek also realised it was only backtest related (THANKFULLY).

  It seems like they are aware of the problem now and it hopefully it is taken care of.

  

  Franro

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