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Multiple Issues |
doczero
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Post subject: Multiple Issues |
Post rating: 0
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Posted: Sat 04 May, 2013, 06:21
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User rating: 7
Joined: Wed 04 Jul, 2012, 02:40 Posts: 109 Location: Australia, Melbourne
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Hello Support, So I believe I have found multiple issues with the program - they are as follows: 1) When you load the strategy through the following way: I believe the code corrupts and it causes errors in the strategy. 2) In the attached system, - the logic is as follows: Sell: When the current price is above the upper MAENVOLOPE band , and the previous bar high is below the band, and the bar 2 ago high is below the band. Buy: When the current price is below the lower MAENVOLOPE band, and the previous bar low is above the band, and the bar 2 ago low is above the band. The problem is the system does not take every signal - as per attached picture: You can see the logic in the last signal (where the X is) is correct for a short trade, however the strategy does not take the trade. I have attached the strategy file also for you to look at. You can see it is very basic and should not have these kinds of error. I think Visual Jforex is a great tool - however the bugs seem to be letting it down at the moment! Thanks in advance!
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bandrevision3.vfs [39.31 KiB]
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issue.jpg [195.6 KiB]
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load.jpg [36.83 KiB]
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Visual Support
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Post subject: Re: Multiple Issues |
Post rating: 0
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Posted: Wed 08 May, 2013, 08:19
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Visual JForex expert at Dukascopy | |
User rating: 4
Joined: Fri 06 Feb, 2009, 16:34 Posts: 130
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Hello doczero Good defined strategy. Speaking about your problem, we tested it - and it was ok. But we believe that you have a problem, so can you provide the historical data period and instrument name for repeating your problem?
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doczero
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Post subject: Re: Multiple Issues |
Post rating: 0
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Posted: Wed 08 May, 2013, 13:26
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User rating: 7
Joined: Wed 04 Jul, 2012, 02:40 Posts: 109 Location: Australia, Melbourne
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Hello Support, I select Last month for the data period, and settings are as follows: I have added in the time info , so you can see the date and the time - however this happens constantly, not one time. I have my chart set to BID, however ask does not make a difference, the signals are still there. Here is another example: The strategy is very simple (I deleted a lot of components out , trying to isolate the issue - however even with the most basic components it has a problem). Let me know what you find
Attachments: |
missed.jpg [737.01 KiB]
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settings.jpg [48.09 KiB]
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DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on
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on their content. Anyone accessing this webpage and downloading or otherwise making use of any document,
data or information found on this webpage shall do it on his/her own risks without any recourse against
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the use and/or reliance on any document, data or information found on this webpage.
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doczero
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Post subject: Re: Multiple Issues |
Post rating: 0
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Posted: Fri 10 May, 2013, 03:35
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User rating: 7
Joined: Wed 04 Jul, 2012, 02:40 Posts: 109 Location: Australia, Melbourne
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Hello Support - I am wondering if you have been able to replicate the issues outlined above, and if you have any feedback for me?
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Visual Support
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Post subject: Re: Multiple Issues |
Post rating: 0
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Posted: Fri 10 May, 2013, 14:43
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Visual JForex expert at Dukascopy | |
User rating: 4
Joined: Fri 06 Feb, 2009, 16:34 Posts: 130
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doczero wrote: Hello Support - I am wondering if you have been able to replicate the issues outlined above, and if you have any feedback for me? But what is setting for your chart - which one aggregation period? What is parameters not for Historical Tester - I mean the dates of testing? What is your settings for platform weekend and flat filtering?
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doczero
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Post subject: Re: Multiple Issues |
Post rating: 0
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Posted: Fri 10 May, 2013, 16:24
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User rating: 7
Joined: Wed 04 Jul, 2012, 02:40 Posts: 109 Location: Australia, Melbourne
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Visual Support wrote: But what is setting for your chart - which one aggregation period? The chart is set on 1 minute (as per below picture) Visual Support wrote: What is parameters not for Historical Tester - I mean the dates of testing? Settings below - as per request: Visual Support wrote: What is your settings for platform weekend and flat filtering? The platform weekend is Filter Weekends as per below: The issue happens throughout all time - Easy to spot if you put the MA envelopes (to the settings above). Is there any more information you need?
Attachments: |
1Chartpreferences.jpg [193.76 KiB]
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1Chart.jpg [664.15 KiB]
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1chartsettings.jpg [71.79 KiB]
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DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on
this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control
on their content. Anyone accessing this webpage and downloading or otherwise making use of any document,
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Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from
the use and/or reliance on any document, data or information found on this webpage.
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doczero
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Post subject: Re: Multiple Issues |
Post rating: 0
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Posted: Mon 13 May, 2013, 20:38
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User rating: 7
Joined: Wed 04 Jul, 2012, 02:40 Posts: 109 Location: Australia, Melbourne
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Hello Support,
Can you replicate the issue on your platform?
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Visual Support
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Post subject: Re: Multiple Issues |
Post rating: 1
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Posted: Wed 15 May, 2013, 09:50
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Visual JForex expert at Dukascopy | |
User rating: 4
Joined: Fri 06 Feb, 2009, 16:34 Posts: 130
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doczero wrote: Can you replicate the issue on your platform? Hello doczero. Yes, I repeat your situation, but it is quite interesing: 1) You platform setting for candles is different from Visual JForex indicator' candles. In VFS we use weekend filter and Sunday merge to Monday-- this can cause the different values from chart indicator. 2) In your strategy you are using tick Ask and tick Bid to compare the MaEnvelope value by Bid - so I suppose it is the main cause of this. Maybe screenshoots can helps you. The Ask value is not obligatory cross the MAEnvelope value 3) The value for indicator in the tick moment is different from the historical formed candle indicator value. Those things are not obvious, but try to check it on tick chart or use debug possibilities in Visual JForex. So, I think that Visual JForex strategy works correctly. P.S. Why you are using 50 for defaultSlippage?
Attachments: |
Ticks_View.JPG [143.29 KiB]
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1Minute_View.JPG [151.87 KiB]
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DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on
this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control
on their content. Anyone accessing this webpage and downloading or otherwise making use of any document,
data or information found on this webpage shall do it on his/her own risks without any recourse against
Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from
the use and/or reliance on any document, data or information found on this webpage.
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doczero
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Post subject: Re: Multiple Issues |
Post rating: 0
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Posted: Wed 15 May, 2013, 11:27
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User rating: 7
Joined: Wed 04 Jul, 2012, 02:40 Posts: 109 Location: Australia, Melbourne
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Hello Support, Thanks for the reply: Visual Support wrote: 1) You platform setting for candles is different from Visual JForex indicator' candles.
I am now using the Visual Jforex historical tester (not the jforex platform tester) so this should now be fixed. Visual Support wrote: 2) In your strategy you are using tick Ask and tick Bid to compare the MaEnvelope value by Bid - so I suppose it is the main cause of this. Maybe screenshoots can helps you. The Ask value is not obligatory cross the MAEnvelope value I have updated the strategy to only use BID values. Visual Support wrote: 3) The value for indicator in the tick moment is different from the historical formed candle indicator value. So are you saying I should not use the MAenvelope (Shift 1) and compairing to the historical candle 1 bar back? Visual Support wrote: P.S. Why you are using 50 for defaultSlippage? I am not worried with slippage - I have had news cause slippage of over 15 pips on one trade, if I was using slippage control - my position would not have exited and I would have been in a loosing position 4 x greater than my nominated risk . ------------------------------------------------ Additionally I have changed the first 2 points in the system - however I am still having the problem, is this caused by the third point? Updated file is attached - picture of missed trade :
Attachments: |
bandrevision3a.vfs [36.13 KiB]
Downloaded 370 times
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Missed.jpg [630.99 KiB]
Downloaded 767 times
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DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on
this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control
on their content. Anyone accessing this webpage and downloading or otherwise making use of any document,
data or information found on this webpage shall do it on his/her own risks without any recourse against
Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from
the use and/or reliance on any document, data or information found on this webpage.
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doczero
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Post subject: Re: Multiple Issues |
Post rating: 0
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Posted: Wed 15 May, 2013, 12:04
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User rating: 7
Joined: Wed 04 Jul, 2012, 02:40 Posts: 109 Location: Australia, Melbourne
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Visual Support wrote: try to check it on tick chart Hi Support - correct me if im wrong, but when you swap the chart to the tick chart, the indicator period changes to ticks - so the indicator values change. Therefore making checking using the tick chart an impossible way to check the signal validitity against the 1 minute chart. Can you help more with this - as I am very confused why such a basic and easily defined strategy is having issues.
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doczero
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Post subject: Re: Multiple Issues |
Post rating: 0
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Posted: Wed 15 May, 2013, 15:44
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User rating: 7
Joined: Wed 04 Jul, 2012, 02:40 Posts: 109 Location: Australia, Melbourne
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Actually - I understand now. The MA Envelope using current price is still printing its value, each tick it goes up and down in price. So what would happen with the trades that look like a missed trade is the price goes over the MA Envelope upper band, however because the bar isnt closed - the ma upper band price actually is higher than price as it moves up as price moves up. Then before the bar closes, the price moves back down - this then looks as though the high was above the upper band, but this is the case that the price moving back down has caused the band to be above the high on the bar price.
Slightly confusing - but what it means is the price was never over the upper band and therefore no entry signal was triggered.
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vadim_berezhnoj
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Post subject: Re: Multiple Issues |
Post rating: 0
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Posted: Thu 16 May, 2013, 10:13
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Visual JForex expert at Dukascopy | |
User rating: ∞
Joined: Mon 22 Apr, 2013, 11:30 Posts: 604 Location: UkraineUkraine
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Your strategy is a little bit complicated. First of all it calculates several indicators every tick - it can hardly load your processor. You can calculate this indexes onClose. Then you use complex of IF blocks with Open at Market. But you can replace it with single Pending order. But I can misunderstand your strategy. Take a look at my variant, hope it helps.
Attachments: |
untitledStrategy1.vfs [33.28 KiB]
Downloaded 376 times
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DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on
this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control
on their content. Anyone accessing this webpage and downloading or otherwise making use of any document,
data or information found on this webpage shall do it on his/her own risks without any recourse against
Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from
the use and/or reliance on any document, data or information found on this webpage.
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doczero
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Post subject: Re: Multiple Issues |
Post rating: 0
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Posted: Thu 16 May, 2013, 10:23
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User rating: 7
Joined: Wed 04 Jul, 2012, 02:40 Posts: 109 Location: Australia, Melbourne
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HI Vadim,
Good idea with the pending orders - fairly easy to do. The strategy you created isnt what im trying to achieve - however you have given me a pretty good idea with the pending part =)
This thread can be closed, I've worked out what I need to do with this =) Thanks
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Visual Support
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Post subject: Re: Multiple Issues |
Post rating: 0
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Posted: Thu 16 May, 2013, 10:24
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Visual JForex expert at Dukascopy | |
User rating: 4
Joined: Fri 06 Feb, 2009, 16:34 Posts: 130
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doczero wrote: Hi Support - correct me if im wrong, but when you swap the chart to the tick chart, the indicator period changes to ticks - so the indicator values change. Therefore making checking using the tick chart an impossible way to check the signal validitity against the 1 minute chart.
Can you help more with this - as I am very confused why such a basic and easily defined strategy is having issues. Yes, and No. When you swap the chart to the tick chart, the indicator period changes -- Yes (but no one indicator is working by ticks, they are still use candles, with min aggr period), but we are checking not Indicator values but ticks values with Indicator price levels which set from previous chart aggregation period.
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Visual Support
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Post subject: Re: Multiple Issues |
Post rating: 0
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Posted: Thu 16 May, 2013, 10:26
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Visual JForex expert at Dukascopy | |
User rating: 4
Joined: Fri 06 Feb, 2009, 16:34 Posts: 130
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doczero wrote: Actually - I understand now. The MA Envelope using current price is still printing its value, each tick it goes up and down in price. So what would happen with the trades that look like a missed trade is the price goes over the MA Envelope upper band, however because the bar isnt closed - the ma upper band price actually is higher than price as it moves up as price moves up. Then before the bar closes, the price moves back down - this then looks as though the high was above the upper band, but this is the case that the price moving back down has caused the band to be above the high on the bar price.
Slightly confusing - but what it means is the price was never over the upper band and therefore no entry signal was triggered. Yes, that's what I mean.
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