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Shift is not working correcly
 Post subject: Shift is not working correcly Post rating: 1   New post Posted: Mon 17 Jun, 2013, 00:39 

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Location: Russian FederationRussian Federation
Hi.
I have a problem with getting CCI value for 1,2,3,4,5 M5 candles.
Here is the picture:
Image

As you can see, during historical test, the actual CCI value of the last M5 candle differs. Candle #1 on the historical test has CCI= -25.33 but in VJF CCI = -69,34

Candle №2 is OK
Image

Candle #3 has the same problem as Candle #1
Image

Candle #4 on historical test has the CCI value of Candle #3 in VJF :)
Image

Candle #5 has the same problem as #1 and #3
Image

Candle #6 on historical test has the CCI value of Candle #4 in VJF :)

Image

Is it a Bug or I am doing something wrong?


Attachments:
Bug.vfs [33.27 KiB]
Downloaded 307 times
Bug6.jpg [334.18 KiB]
Downloaded 509 times
Bug5.jpg [341.25 KiB]
Downloaded 607 times
Bug4.jpg [339.99 KiB]
Downloaded 501 times
Bug3.jpg [340.43 KiB]
Downloaded 520 times
Bug2.jpg [345.57 KiB]
Downloaded 505 times
Bug1.jpg [336.65 KiB]
Downloaded 508 times
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 Post subject: Re: Shift is not working correcly Post rating: 1   New post Posted: Mon 17 Jun, 2013, 11:51 
Visual JForex expert at Dukascopy
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Thanks for detailed description.
Developers are working on it.


 
 Post subject: Re: Shift is not working correcly Post rating: 0   New post Posted: Mon 17 Jun, 2013, 12:58 
Visual JForex expert at Dukascopy
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Hello Yogurt
I dont see here any bug, becouse you compare on your screenshoots the values from shift = 1 with shift = 0 from Visual JForex.
Shift 0 - means the last candle, 1 - means previous candle.


 
 Post subject: Re: Shift is not working correcly Post rating: 0   New post Posted: Tue 18 Jun, 2013, 12:42 

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Visual Support wrote:
Hello Yogurt
I dont see here any bug, becouse you compare on your screenshoots the values from shift = 1 with shift = 0 from Visual JForex.
Shift 0 - means the last candle, 1 - means previous candle.


Please, look once again or try it by yourself downloading attached strategy.

There is a paused historical test on the picture.
So the last candle on it (which is without number) is the current candle which is still opened.
So the candle #1 on historical test must be the same as shift 0 in Visual forex.


 
 Post subject: Re: Shift is not working correcly Post rating: 1   New post Posted: Thu 20 Jun, 2013, 10:35 
Visual JForex expert at Dukascopy
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yogurt wrote:
Please, look once again or try it by yourself downloading attached strategy.

There is a paused historical test on the picture.
So the last candle on it (which is without number) is the current candle which is still opened.
So the candle #1 on historical test must be the same as shift 0 in Visual forex.

Hello again

Actually the strategy works with correct values, but the problem exists.
In some cases the values in debug view for Visual JForex Interface has incorrect values, it means that you see the wrong values in Interface, but inside system it has the correct value.
This issue is already known, to fix it is quite difficult, but anyway we will do improvements to solve it, as much as possible.
So the values in Visual JForex Interface not always updates as it should be.

You can check it with your strategy adding trading signals, and then check it on the charts.


 
 Post subject: Re: Shift is not working correcly Post rating: 0   New post Posted: Thu 20 Jun, 2013, 10:46 

User rating: 1
Joined: Tue 11 Jun, 2013, 15:40
Posts: 29
Location: Russian FederationRussian Federation
Visual Support wrote:
yogurt wrote:
Please, look once again or try it by yourself downloading attached strategy.

There is a paused historical test on the picture.
So the last candle on it (which is without number) is the current candle which is still opened.
So the candle #1 on historical test must be the same as shift 0 in Visual forex.

Hello again

Actually the strategy works with correct values, but the problem exists.
In some cases the values in debug view for Visual JForex Interface has incorrect values, it means that you see the wrong values in Interface, but inside system it has the correct value.
This issue is already known, to fix it is quite difficult, but anyway we will do improvements to solve it, as much as possible.
So the values in Visual JForex Interface not always updates as it should be.

You can check it with your strategy adding trading signals, and then check it on the charts.


Thank you, for the answer.
As I Understand, the CCI values on historical test in visual forex viewer are not correct?
Or you mean the CCI values shown in Visual forex builder are not correct?

Can you please take one of my pictures and mark the correct and incorrect values on it?


 
The Best Answer  Post subject: Re: Shift is not working correcly Post rating: 0   New post Posted: Thu 20 Jun, 2013, 10:56 
Visual JForex expert at Dukascopy
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Joined: Fri 06 Feb, 2009, 16:34
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yogurt wrote:
Thank you, for the answer.
As I Understand, the CCI values on historical test in visual forex viewer are not correct?
Or you mean the CCI values shown in Visual forex builder are not correct?

I mean that the CCI values in Visual JForex builder or viewer can be incorrect, the probability of this incorrect show increased when the strategy works on historical tester.
Those values can be correct, and they are ussually correct in Realtime running.
Technically this happens due that viewer cant process so fast the values from Visual JForex Processor.

yogurt wrote:
Can you please take one of my pictures and mark the correct and incorrect values on it?

No, I can't - some values can be correct and some not.


 
 Post subject: Re: Shift is not working correcly Post rating: 0   New post Posted: Thu 20 Jun, 2013, 11:00 

User rating: 1
Joined: Tue 11 Jun, 2013, 15:40
Posts: 29
Location: Russian FederationRussian Federation
Visual Support wrote:
yogurt wrote:
Thank you, for the answer.
As I Understand, the CCI values on historical test in visual forex viewer are not correct?
Or you mean the CCI values shown in Visual forex builder are not correct?

I mean that the CCI values in Visual JForex builder or viewer can be incorrect, the probability of this incorrect show increased when the strategy works on historical tester.
Those values can be correct, and they are ussually correct in Realtime running.
Technically this happens due that viewer cant process so fast the values from Visual JForex Processor.

yogurt wrote:
Can you please take one of my pictures and mark the correct and incorrect values on it?

No, I can't - some values can be correct and some not.


Ok, I will check this and return here.


 

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