Please, remind me how backest works on v10 and v11
Forums › ProRealTime English forum › ProOrder support › Please, remind me how backest works on v10 and v11
- This topic has 31 replies, 4 voices, and was last updated 4 years ago by Nicolas.
-
-
11/05/2019 at 12:42 AM #112137
Results from the strategy and the indicators match perfectly.
11/05/2019 at 8:10 AM #112151Results 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 #112153I 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 #11216411/05/2019 at 10:13 AM #112165before 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 #112169Hi 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.
11/05/2019 at 10:36 AM #112174I 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 #11218011/05/2019 at 11:42 AM #112182defparam preloadbars=0”
It does not work..
123456789101112131415161718192021222324252627282930313233343536373839Defparam preloadbars=0Defparam cumulateorders=falseif Barindex < 2 thenBU = CloseelseBU = BU[1]-BU[2]/3.414+(1/3.414)*Closeendifif barindex>PP thenSignal = BUNoise = CloseSigmaSignal = STD[PP](Signal)SigmaNoise = STD[PP](Noise)a = SigmaSignal/SigmaNoisen = (2/a)-1if n < 1 thennn = 1elsenn = nendifMB = ExponentialAverage[nn](Close)endifcl=(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 THENBUY 1 CONTRACTS AT MARKETendifif NOT ShortOnMarket AND cs THENSELLSHORT 1 CONTRACTS AT MARKETendif11/05/2019 at 12:58 PM #112194Ok, 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:
123456789101112131415161718192021222324252627282930313233343536373839404142434445464748Defparam preloadbars=0Defparam cumulateorders=falsepp=17if Barindex < 2 thenBU = CloseelseBU = BU[1]-BU[2]/3.414+(1/3.414)*Closeendifif barindex>PP thenSignal = BUNoise = CloseSigmaSignal = STD[PP](Signal)SigmaNoise = STD[PP](Noise)a = SigmaSignal/SigmaNoisen = (2/a)-1if n < 1 thennn = 1elsenn = nendif//MB = ExponentialAverage[nn](Close)EMALength = nnalpha = 2/(EMALength+1)CustomEMA = alpha*Close + (1-alpha)*CustomEMA[1]MB=CustomEMAendifcl=(MB>BU)cs=(MB<BU)if NOT LongOnMarket AND cl THENBUY 1 CONTRACTS AT MARKETendifif NOT ShortOnMarket AND cs THENSELLSHORT 1 CONTRACTS AT MARKETendifGRAPH MB coloured (0,0,255) as "cl"GRAPH BU coloured (255,0,0) as "cs"//graph n11/05/2019 at 3:28 PM #11221111/05/2019 at 4:40 PM #112216Hi Nicolas,
I think there’s still something wrong … see the pictures: mini Nasdaq100 full1219
I have the same, identical problem with eurusd..
12345678910111213141516171819202122232425262728293031323334353637383940414243444546Defparam preloadbars=0Defparam cumulateorders=falsepp=17if Barindex < 2 thenBU = CloseelseBU = BU[1]-BU[2]/3.414+(1/3.414)*Closeendifif barindex>PP thenSignal = BUNoise = CloseSigmaSignal = STD[PP](Signal)SigmaNoise = STD[PP](Noise)a = SigmaSignal/SigmaNoisen = (2/a)-1if n < 1 thennn = 1elsenn = nendif//MB = ExponentialAverage[nn](Close)EMALength = nnalpha = 2/(EMALength+1)CustomEMA = alpha*Close + (1-alpha)*CustomEMA[1]MB=CustomEMAendifcl=(MB>BU)cs=(MB<BU)if NOT LongOnMarket AND cl THENBUY 1 CONTRACTS AT MARKETendifif NOT ShortOnMarket AND cs THENSELLSHORT 1 CONTRACTS AT MARKETendifGRAPH MB coloured (0,0,255) as "cl"GRAPH BU coloured (255,0,0) as "cs"11/06/2019 at 9:52 AM #11224811/06/2019 at 11:57 AM #112260Thank’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 -
AuthorPosts
Find exclusive trading pro-tools on