| Dukascopy Support Board http://www.dukascopy.com/swiss/english/forex/jforex/forum/ |
|
| Something wrong with historical tester http://www.dukascopy.com/swiss/english/forex/jforex/forum/viewtopic.php?f=141&t=50120 |
Page 1 of 1 |
| Author: | HAPPYMAN [ Mon 30 Sep, 2013, 22:20 ] | |||
| Post subject: | Something wrong with historical tester | |||
Hi, when testing with last week data, it wrongly returns value of shifted indicator. I tried with CCI and RSI. Look at attached picture. When you shift indicator by 1, it actually returns value of it shifted by 2 (simply it multiplies the original shift by 2). Is there a bug or am I doing something wrong? Thanks.
|
||||
| Author: | Fusion [ Mon 30 Sep, 2013, 23:48 ] |
| Post subject: | Re: Something wrong with historical tester |
Does it with MA's also 20 sift is 40 etc, makes it a pain in the... been just halving the value for visual and trying to remember it for normal. |
|
| Author: | HAPPYMAN [ Mon 07 Oct, 2013, 20:00 ] |
| Post subject: | Re: Something wrong with historical tester |
Hi vjf support, Can you please give us an estimate when this will be fixed? Thank you very much. |
|
| Author: | dirk_r1 [ Tue 08 Oct, 2013, 07:21 ] |
| Post subject: | Re: Something wrong with historical tester |
Greetings! I do not see any errors on that! Please bear in mind that "shift 0" means the current candle (in that expample), "shift 1" last candle and so on. Hence it follows that in your picture the marked candles are wrong - it has to be every last candle. When i tested the strategy i did not see any errors or bugs 
|
|
| Author: | HAPPYMAN [ Tue 08 Oct, 2013, 11:25 ] |
| Post subject: | Re: Something wrong with historical tester |
Hi, thanks for your reply. I must do something wrong or miss something. Or maybe a bug is there..  Please try to run the strategy again and put there a breakpoint in the end. When you get first 5min candle, the indicator get some values: shift1=value a, shift2=value b, shift3=value c, etc.. when you get 2nd 5min candle, values should be shifted by 1: shift2=value a, shift3=value b, shift4=value c but it doesn't work this way. you get totally different numbers. Right after 3rd candle, you get the values that you're supposed to get at 2nd candle. It seems to me that shift(x) actually returns value of shift(x*2) Hope it's understandable. PS: tested by historical tester in vjf (last week data). |
|
| Author: | Fusion [ Tue 08 Oct, 2013, 14:08 ] | ||||
| Post subject: | Re: Something wrong with historical tester | ||||
Maybe I have bug in my knowledge about sift. With MA sift 30 i get the MA price of sift 60.
|
|||||
| Author: | HAPPYMAN [ Mon 21 Oct, 2013, 21:03 ] |
| Post subject: | Re: Something wrong with historical tester |
Hi gentlemen, sorry for bothering again. Is there anything new about this? It seems the problem still persists. Thx |
|
| Author: | dirk_r1 [ Tue 22 Oct, 2013, 08:56 ] |
| Post subject: | Re: Something wrong with historical tester |
Hi guys! I did test it again and I created an investigation. Unfortunately it seems that you are right! Thank you for your that!
|
|
| Author: | Curz36EU [ Thu 31 Oct, 2013, 20:54 ] |
| Post subject: | Re: Something wrong with historical tester |
Same problem with MACD. Takes the values of shifted histograms multiplying by 2, and another thing. With every new candle, the histogram shifted by 1 is moved 1 position back. So, with the first candle, it's all ok. With the next candle, shifted 1 takes the value of the previous candle#2, shifted 2 candle#4, shifted 3 candle#6. With the next candle, shifted 1 now is previous candle#3, shifted 2 candle#5, etc. |
|
| Author: | sakud [ Sat 02 Nov, 2013, 14:17 ] |
| Post subject: | Re: Something wrong with historical tester |
It seems to be general issue. Bbands have similar error : viewtopic.php?f=141&t=50284 |
|
| Author: | HAPPYMAN [ Mon 18 Nov, 2013, 19:45 ] |
| Post subject: | Re: Something wrong with historical tester |
Hello gentlemen, any guess when we can expect this fixed? Many thanks. |
|
| Author: | vadim_berezhnoj [ Wed 11 Dec, 2013, 12:22 ] |
| Post subject: | Re: Something wrong with historical tester |
Greeting. It will be fixed in the next version update. Keep Calm and Carry On. |
|
| Author: | gisforgringo [ Tue 17 Dec, 2013, 17:32 ] |
| Post subject: | Re: Something wrong with historical tester |
Hi, what is the ETA for the update? Is there a workaround? ie somehow change the JFX code, once have built the strategy in VJFX? thanks |
|
| Page 1 of 1 |
