Hello

I have an issue with VJF Indicators and historical testing.
When I place Indicators, such as SMA and BBAND on the charts and I pull out the field to watch the data during a historical on-tick test, the SMA prices and BBAND figures do not move frequently, compared to the on-tick price. There are numerous instances where a trade would be triggered ie crossing a band, based on the chart, but the corresponding SMA or BBAND price is out of date and the trade doesn't trigger.

I am looking to enter as soon as on-tick price is >= or <= a indicator drawn on the chart, not at the end or a bar. The Indicator prices seem to remain static static for 10-20 bars so they are always incorrect. I am guessing there is a problem with how I've put together the simple method in VJF rather than VJF being broken.
How do I ensure that the SMA, BBAND or any other indicator price changes as the on-tick price changes?

Thanks
LD

Hi,

I would need to see how you built your strategy to be able to analyze and provide consistent feedback. (File > Export > vfs)
Overall; the indicators are built on a given candle (bar) period and this parameter is mandatory having a minimum value of 10 seconds. In other words, the most sensitive candle period is 10 sec and so is the indicator values but there is an essential concept in here: Assuming that you have a BBand block having 10sec period and plugged to OnTick start, if you run the strategy, it will retrieve the values of your BBand indicator on 10sec bar every tick price update. So the output updates are made on tick time basis but the value of the output corresponds to 10sec candles. Hope this clear enough...

Cheers

Thanks for the reply Amine.

Here is a simple strategy. Its likely nonsensical regarding order entries, but it was created to test the historical tester by watching the price movements of the SMA, EMA and BBand UpperBand and BBand Lowerband.

I am running this interpolating this OnTick, standard EURUSD, standard time frame M30. I watch the tick bid move according to the charts generated, usually selecting last week period. What I don't see is the prices in the EMA, SMA, UpperBand or LowerBand moving along with the OnTick Price. In this .vfs the lag on SMA, EMA and BBand UpperBand BBand Lowerband it is not as bad as others I have made (maybe because it is a simple .VFS and required to do doing fewer calcs?) but I still see price remain unchanged in the .VFS for several bars compared to the chart price for these indicators where the price moves all the time like it should.

Based on my own expectations of a platform and your description below I would expect the M30 BBand Upperband and BBand LowerBand and EMA and SMA prices to update every tick price update along with the Ontick Bid price. I ran it again this morning and it still doesn't perform like this so I would appreciate it if you check it to see where I am going wrong.

LD

Hi,
If you need your indicators to be updated on tick basis with regards to the indicator period selected, then you have to plug the indicator straight to Ontick method and avoid any period filtration (IF condition handling periods) you'll get then the indicator output updated accordingly and as explained in my previous post.

Interpolation is another story and mainly used for historical tester speed acceleration, more about that in the below link:

https://www.dukascopy.com/wiki/#Histori ... on_methods

Hello Amine
Thanks for this. This is a big step in understanding how to use the product and its application. I'll keep reading and working through the processes.

Regards
LD