Buongiorno, vi sottopongo il rompicapo della settimana.
Ho 2 ProOrder con codice leggermente differente ma che esegue esattamente le stesse istruzioni con lo stesso setup. In pratica uno è l’evoluzione dell’altro ma con un determinato setup, cioè AutoReverse=0 deve funzionare come il suo predecessore. Invece no i risultati sono completamente diversi come potete vedere nello screesnhot allegato.
Mi potete spiegare come mai ?
Grazie
Un sistema ha la funzione “Tick by Tick” abilitata e l’altro sistema no?
Oppure, più probabilmente…
Un sistema ha un valore per lo Spread impostato nel motore di backtest e l’altro sistema ha un valore pari a 0 per lo Spread?
Allora, effettivamente uno aveva le commissioni settate e l’altro no. Ora sono esattamente uguali, e comunque il risultato è diverso.
Inserisci entrambe le versioni del codice nel diffchecker al link qui sotto… per essere sicuro al 100% che i due codici siano identici.
Confronta il testo e trova le differenze online o offline – Diffchecker
come ho detto i due codici non sono esattamente identici, ma con l’opzione AutoReverse=0, devono fare esattamente la stessa cosa, cosa che non accade
devono fare esattamente la stessa cosa, cosa che non accade
Rendi i 2 codici “esattamente” uguali per ottenere lo stesso risultato.
Quindi inverti una modifica alla volta su un solo codice finché non vedi una differenza nel risultato… dovresti essere vicino al problema?
Grazie ma fin qui ci arrivavo anch’io, è una normale procedure di bug detecting, chiedevo sul forum perchè, dato che il codice è semplice, se c’è qualche regola che non ho rispettato o qualche comportamento che non conosco del codice, qualcuno più esperto se ne accorge subito.
Saluti
Ci sono molti blocchi di codice (ripetuti) che sono diversi tra Code1 e Code2… vedi le evidenziazioni verdi a sinistra dell’allegato. Lo saprai.
I “Coding Wizards” potrebbero notare qualcosa se pubblicassi il codice (sono molto impegnati e potrebbero non riuscire a scaricare e aprire i file .itf nell’editor di codice, ecc.).
Fanno esattamente la stessa cosa. Ovviamente… prima bisogna uniformare le variabili…
Come dice bene @Grahal, è molto meglio copiare e incollare il codice piuttosto che doverlo scaricare.
cosa intendi scusa, le variabili sono esattamente le stesse. Il codice non può essere esattamente uguale perchè, come dicevo il Maximus3.2AV è una evoluzione e quindi ha delle funzioni in più.
Mi chiarisci meglio cosa intendi ?
Pubblico il codice qui sotto, l’avevo allegato perchè pensavo di fare meglio.
//-------------------------------------------------------------------------
// Codice principale : Maximus3.0
//-------------------------------------------------------------------------
// MAXIMUS ======
// Creado Por TradingenelIbex35 para Prorealcode
// Version 3.0 Lite
// periodo de Prueba NASDAQ Composite index date 010109 hasta hoy
//
Defparam CUMULATEORDERS = TRUE
//Defparam NOCASHUPDATE = TRUE
//
//
//
//
//Filtro =180
//Sloss = 10 // %
//SProfit = 85 // %
//ONCE Filtro = 40.0
//ONCE LongTrade = 1.0
//ONCE MaxLot = 5.0
//ONCE MinLot = 1.0
//ONCE SProfit = 10.0
//ONCE ShortTrade = 1.0
//ONCE Sloss = 1.0
//ONCE Switch = 1.0
X = 0
Y = 1
Z = 2
//
//
//==== CONTRATOS A NEGOCIAR =========
//
Xhares = MinLot
//
// ====== Numero Maximo de contratos a negociar ============
//
NLshares = MaxLot
NSshares = MaxLot
//
//
// ========== CODIGO ===================
//
HULL = weightedaverage[filtro](close)
//Long trading
if LongTrade = 1 then
IF BarIndex>LastOrderBar and close[x] crosses over highest[6](high[1]) and hull[y] > hull[z] and COUNTOFLONGSHARES < NLshares THEN
buy Xhares CONTRACTS AT MARKET
SET STOP %LOSS sloss
SET TARGET %PROFIT sprofit
LastOrderBar=BarIndex
ENDIF
IF BarIndex>LastOrderBar and close[x] crosses over highest[20](high[1]) and hull[y] > hull[z] and COUNTOFLONGSHARES < NLshares THEN
buy Xhares CONTRACTS AT MARKET
SET STOP %LOSS sloss
SET TARGET %PROFIT sprofit
LastOrderBar=BarIndex
ENDIF
IF BarIndex>LastOrderBar and close[x] crosses over highest[50](high[1]) and hull[y] > hull[z] and COUNTOFLONGSHARES < NLshares THEN
buy Xhares CONTRACTS AT MARKET
SET STOP %LOSS sloss
SET TARGET %PROFIT sprofit
LastOrderBar=BarIndex
ENDIF
IF BarIndex>LastOrderBar and close[x] crosses over highest[100](high[1]) and hull[y] > hull[z] and COUNTOFLONGSHARES < NLshares THEN
buy Xhares CONTRACTS AT MARKET
SET STOP %LOSS sloss
SET TARGET %PROFIT sprofit
LastOrderBar=BarIndex
ENDIF
IF BarIndex>LastOrderBar and close[x] crosses over highest[200](high[1]) and hull[y] > hull[z] and COUNTOFLONGSHARES < NLshares THEN
buy Xhares CONTRACTS AT MARKET
SET STOP %LOSS sloss
SET TARGET %PROFIT sprofit
LastOrderBar=BarIndex
ENDIF
endif
// Short trading
if ShortTrade = 1 then
IF BarIndex>LastOrderBar and close[x] crosses under highest[6](high[1]) and hull[y] < hull[z] and COUNTOFSHORTSHARES < NSshares THEN
SellShort Xhares CONTRACTS AT MARKET
SET STOP %LOSS sloss
SET TARGET %PROFIT sprofit
LastOrderBar=BarIndex
ENDIF
IF BarIndex>LastOrderBar and close[x] crosses under highest[20](high[1]) and hull[y] < hull[z] and COUNTOFSHORTSHARES < NSshares THEN
SellShort Xhares CONTRACTS AT MARKET
SET STOP %LOSS sloss
SET TARGET %PROFIT sprofit
LastOrderBar=BarIndex
ENDIF
IF BarIndex>LastOrderBar and close[x] crosses under highest[50](high[1]) and hull[y] < hull[z] and COUNTOFSHORTSHARES < NSshares THEN
SellShort Xhares CONTRACTS AT MARKET
SET STOP %LOSS sloss
SET TARGET %PROFIT sprofit
LastOrderBar=BarIndex
ENDIF
IF BarIndex>LastOrderBar and close[x] crosses under highest[100](high[1]) and hull[y] < hull[z] and COUNTOFSHORTSHARES < NSshares THEN
SellShort Xhares CONTRACTS AT MARKET
SET STOP %LOSS sloss
SET TARGET %PROFIT sprofit
LastOrderBar=BarIndex
ENDIF
IF BarIndex>LastOrderBar and close[x] crosses over highest[200](high[1]) and hull[y] < hull[z] and COUNTOFSHORTSHARES < NSshares THEN
SellShort Xhares CONTRACTS AT MARKET
SET STOP %LOSS sloss
SET TARGET %PROFIT sprofit
LastOrderBar=BarIndex
ENDIF
endif
//////////////////////////////////////////////////////////////////////////////////////////////////////
//
// MAXIMUS 3.2 AV Author: Alessandro Furlani
// File: Maximus3.2AV email: alex.furlani@gmail.com
//
// Note: Maximus 3.2 AV is inspirated by the draft free code of Maximus 3.0 lite, published on
// ProRealCode web site so, first thanks to the author who was able to inspire me.
// This improved version, was completed with the short section not present on the original code
// and tuned for a more efficient behaviour.
// This version is extremely effective on H1 timeframe but wioth an high drawdown so, to adjust
// the robot to different needs, i have made some changes to adapt the robot to more fast
// timeframe.
// At the moment the robot is giving us good results on M5 timeframe with acceptable drawdown
// but timeframe of 10m or 15m should be considered to tune.
//
//////////////////////////////////////////////////////////////////////////////////////////////////////
Defparam CUMULATEORDERS = TRUE
//Defparam NOCASHUPDATE = TRUE
X = 0
Y = 1
Z = 2
Xhares = MinLot
// Setup Indicators
HULL = weightedaverage[Filtro](close)
if AutoReverse = 1 then
ARHULL = weightedaverage[ARFiltro](close)
if ARHULL[y]>ARHULL[z] then
Trend=1
else
Trend=0
endif
endif
//Long trading
if LongTrade = 1 then
IF BarIndex>LastOrderBar and close[x] crosses over highest[6](high[1]) and hull[y] > hull[z] then
if AutoReverse=0 and COUNTOFLONGSHARES < MaxLot then
buy Xhares CONTRACTS AT MARKET
elsif AutoReverse=1 and Trend=0 and CountofShortShares < MaxLot then
sellshort Xhares CONTRACTS AT MARKET
elsif AutoReverse=1 and Trend=1 and CountofLongShares < MaxLot then
buy Xhares CONTRACTS AT MARKET
elsif AutoReverse=2 and CountofShortShares < MaxLot then
sellshort Xhares CONTRACTS AT MARKET
endif
SET STOP %LOSS sloss
SET TARGET %PROFIT sprofit
LastOrderBar=BarIndex
ENDIF
IF BarIndex>LastOrderBar and close[x] crosses over highest[20](high[1]) and hull[y] > hull[z] then
if AutoReverse=0 and COUNTOFLONGSHARES < MaxLot then
buy Xhares CONTRACTS AT MARKET
elsif AutoReverse=1 and Trend=0 and CountofShortShares < MaxLot then
sellshort Xhares CONTRACTS AT MARKET
elsif AutoReverse=1 and Trend=1 and CountofLongShares < MaxLot then
buy Xhares CONTRACTS AT MARKET
elsif AutoReverse=2 and CountofShortShares < MaxLot then
sellshort Xhares CONTRACTS AT MARKET
endif
SET STOP %LOSS sloss
SET TARGET %PROFIT sprofit
LastOrderBar=BarIndex
ENDIF
IF BarIndex>LastOrderBar and close[x] crosses over highest[50](high[1]) and hull[y] > hull[z] then
if AutoReverse=0 and COUNTOFLONGSHARES < MaxLot then
buy Xhares CONTRACTS AT MARKET
elsif AutoReverse=1 and Trend=0 and CountofShortShares < MaxLot then
sellshort Xhares CONTRACTS AT MARKET
elsif AutoReverse=1 and Trend=1 and CountofLongShares < MaxLot then
buy Xhares CONTRACTS AT MARKET
elsif AutoReverse=2 and CountofShortShares < MaxLot then
sellshort Xhares CONTRACTS AT MARKET
endif
SET STOP %LOSS sloss
SET TARGET %PROFIT sprofit
LastOrderBar=BarIndex
ENDIF
IF BarIndex>LastOrderBar and close[x] crosses over highest[100](high[1]) and hull[y] > hull[z] then
if AutoReverse=0 and COUNTOFLONGSHARES < MaxLot then
buy Xhares CONTRACTS AT MARKET
elsif AutoReverse=1 and Trend=0 and CountofShortShares < MaxLot then
sellshort Xhares CONTRACTS AT MARKET
elsif AutoReverse=1 and Trend=1 and CountofLongShares < MaxLot then
buy Xhares CONTRACTS AT MARKET
elsif AutoReverse=2 and CountofShortShares < MaxLot then
sellshort Xhares CONTRACTS AT MARKET
endif
SET STOP %LOSS sloss
SET TARGET %PROFIT sprofit
LastOrderBar=BarIndex
ENDIF
IF BarIndex>LastOrderBar and close[x] crosses over highest[200](high[1]) and hull[y] > hull[z] then
if AutoReverse=0 and COUNTOFLONGSHARES < MaxLot then
buy Xhares CONTRACTS AT MARKET
elsif AutoReverse=1 and Trend=0 and CountofShortShares < MaxLot then
sellshort Xhares CONTRACTS AT MARKET
elsif AutoReverse=1 and Trend=1 and CountofLongShares < MaxLot then
buy Xhares CONTRACTS AT MARKET
elsif AutoReverse=2 and CountofShortShares < MaxLot then
sellshort Xhares CONTRACTS AT MARKET
endif
SET STOP %LOSS sloss
SET TARGET %PROFIT sprofit
LastOrderBar=BarIndex
ENDIF
endif
// Short trading
if ShortTrade = 1 then
IF BarIndex>LastOrderBar and close[x] crosses under highest[6](high[1]) and hull[y] < hull[z] then
if AutoReverse=0 and COUNTOFSHORTSHARES < MaxLot then
SellShort Xhares CONTRACTS AT MARKET
elsif AutoReverse=1 and Trend=1 and CountofLONGShares < MaxLot then
buy Xhares CONTRACTS AT MARKET
elsif AutoReverse=1 and Trend=0 and CountofShortShares < MaxLot then
SellShort Xhares CONTRACTS AT MARKET
elsif AutoReverse=2 and CountofLONGShares < MaxLot then
buy Xhares CONTRACTS AT MARKET
endif
SET STOP %LOSS sloss
SET TARGET %PROFIT sprofit
LastOrderBar=BarIndex
ENDIF
IF BarIndex>LastOrderBar and close[x] crosses under highest[20](high[1]) and hull[y] < hull[z] then
if AutoReverse=0 and COUNTOFSHORTSHARES < MaxLot then
SellShort Xhares CONTRACTS AT MARKET
elsif AutoReverse=1 and Trend=1 and CountofLONGShares < MaxLot then
buy Xhares CONTRACTS AT MARKET
elsif AutoReverse=1 and Trend=0 and CountofShortShares < MaxLot then
SellShort Xhares CONTRACTS AT MARKET
elsif AutoReverse=2 and CountofLONGShares < MaxLot then
buy Xhares CONTRACTS AT MARKET
endif
SET STOP %LOSS sloss
SET TARGET %PROFIT sprofit
LastOrderBar=BarIndex
ENDIF
IF BarIndex>LastOrderBar and close[x] crosses under highest[50](high[1]) and hull[y] < hull[z] then
if AutoReverse=0 and COUNTOFSHORTSHARES < MaxLot then
SellShort Xhares CONTRACTS AT MARKET
elsif AutoReverse=1 and Trend=1 and CountofLONGShares < MaxLot then
buy Xhares CONTRACTS AT MARKET
elsif AutoReverse=1 and Trend=0 and CountofShortShares < MaxLot then
SellShort Xhares CONTRACTS AT MARKET
elsif AutoReverse=2 and CountofLONGShares < MaxLot then
buy Xhares CONTRACTS AT MARKET
endif
SET STOP %LOSS sloss
SET TARGET %PROFIT sprofit
LastOrderBar=BarIndex
ENDIF
IF BarIndex>LastOrderBar and close[x] crosses under highest[100](high[1]) and hull[y] < hull[z] then
if AutoReverse=0 and COUNTOFSHORTSHARES < MaxLot then
SellShort Xhares CONTRACTS AT MARKET
elsif AutoReverse=1 and Trend=1 and CountofLONGShares < MaxLot then
buy Xhares CONTRACTS AT MARKET
elsif AutoReverse=1 and Trend=0 and CountofShortShares < MaxLot then
SellShort Xhares CONTRACTS AT MARKET
elsif AutoReverse=2 and CountofLONGShares < MaxLot then
buy Xhares CONTRACTS AT MARKET
endif
SET STOP %LOSS sloss
SET TARGET %PROFIT sprofit
LastOrderBar=BarIndex
ENDIF
IF BarIndex>LastOrderBar and close[x] crosses under highest[200](high[1]) and hull[y] < hull[z] then
if AutoReverse=0 and COUNTOFSHORTSHARES < MaxLot then
SellShort Xhares CONTRACTS AT MARKET
elsif AutoReverse=1 and Trend=1 and CountofLONGShares < MaxLot then
buy Xhares CONTRACTS AT MARKET
elsif AutoReverse=1 and Trend=0 and CountofShortShares < MaxLot then
SellShort Xhares CONTRACTS AT MARKET
elsif AutoReverse=2 and CountofLONGShares < MaxLot then
buy Xhares CONTRACTS AT MARKET
endif
SET STOP %LOSS sloss
SET TARGET %PROFIT sprofit
LastOrderBar=BarIndex
ENDIF
endif
Dai file .itf che hai pubblicato nel tuo post originale/primo…
Maximus 3.0 mostra 8 variabili nell’Optimiser.
Maximus 3.2 ne mostra 10.
Il codice pubblicato sopra è lo stesso… v3 – 8 variabili e v3.2 – 10 variabili?
JSParticipant
Senior
In Maximus 3.0 alla riga 114 è indicato “Crosses Over”, mentre dovrebbe essere “Crosses Under”…
In Maximus 3.2 AV invece è già presente “Crosses Under”…
Una volta corretto questo en, utilizzando gli stessi parametri, i due codici producono esattamente lo stesso risultato…
Ti ringrazio questa è la risposta giusta, non sò come ma mi è sfuggito
