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Big nasty BUG in SAR indicator
 Post subject: Big nasty BUG in SAR indicator Post rating: 0   New post Posted: Sat 18 May, 2013, 18:29 

User rating: 0
Joined: Thu 14 Jun, 2012, 16:58
Posts: 5
Location: Portugal, Lisboa
Hello,

I've created a similar vjforex strategy to the video tutorial "Strategy Creation Example" (strategy with a cross of small and long period sma). The only difference is the use of ema and sar indicator instead, the rest is exactly the same (the strategy is in attachment). Basically the strategy opens a position when this two indicator cross, very simple.
But when the strategy run, it's not this that we see.
It open positions in places where the indicators are completely far way, they don't cross but many positions are being open (please see chart below, for example).
It's like the strategy has a mind of it's own. The result it's completely wrong :( .

Can any one tell me what is happening in this strategy?

The indicators are:
EMA(10) and SAR(0.001, 0.003)
Date of the example: from 01-04-2013 until 04-04-2013

Thanks
João Veríssimo

Image
Image


Attachments:
File comment: Image of the visual strategy
strategyImage.jpg [50.73 KiB]
Downloaded 461 times
File comment: Image with example execution chart
example.jpg [61.42 KiB]
Downloaded 496 times
File comment: VirtualJforex Strategy
testSARstrat.vfs [29.23 KiB]
Downloaded 296 times
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 Post subject: Re: Big nasty BUG in SAR indicator Post rating: 0   New post Posted: Mon 20 May, 2013, 10:02 
Visual JForex expert at Dukascopy
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Joined: Mon 22 Apr, 2013, 11:30
Posts: 604
Location: UkraineUkraine
Greetings.

First of all, strategy highly overloads processor because of next reason.
Every new tick can appear about 10 times per second. And strategy calculates the same 4 indicators several times per second.
So it is better to calculate indicators by onCandle event every 1 min or at least 5 min.
Image
And the second. I`v tested strategy you`v provided and it works correctly.
It does not trade because EMA(10) and SAR(0.001, 0.003) did not crossed on previous week.

Best regards, support team.


Attachments:
Untitled1.png [65.31 KiB]
Downloaded 462 times
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.
 
 Post subject: Re: Big nasty BUG in SAR indicator Post rating: 0   New post Posted: Mon 20 May, 2013, 19:52 

User rating: 0
Joined: Thu 14 Jun, 2012, 16:58
Posts: 5
Location: Portugal, Lisboa
Hello,

First of all, thanks for your reply.
And secondly, no, the strategy don't work because of a bug in the SAR and to PROVE IT,
just run it with the range "Last month" and you will see, in the beginning of the execution(you don't have to wait long),
the situation reported in the first post.
In the range "Last week" the bug didn't appear by pure chance.
Regarding the use of onTick and onCandle, i know, but i wanted the strategy as close to the tutorial videos as possible.

Many thanks in advance,
João Veríssimo


 
 Post subject: Re: Big nasty BUG in SAR indicator Post rating: 0   New post Posted: Tue 21 May, 2013, 08:39 
Visual JForex expert at Dukascopy
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Joined: Mon 22 Apr, 2013, 11:30
Posts: 604
Location: UkraineUkraine
Tested. Yes it is a bug in SAR. Developers informed.
Thank you.


 

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