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problem with historical tester
 Post subject: problem with historical tester Post rating: 0   New post Posted: Tue 28 Jan, 2014, 11:44 

User rating: 1
Joined: Thu 23 Jan, 2014, 12:58
Posts: 4
Location: SlovakiaSlovakia
Hello.
I have some problems with the Historical Tester in JForex platform. I have created a simple strategy in the Visual JForex and exported it to my PC.
If I'm not using optimalisation, the strategy works as expected. Trades are opened and closed upon strategy request.
During optimalization something goes wrong and my SELL orders are closed by STOP LOSS just few points (not even pip) from the open price.
I don't have any trailing stop in this strategy, Default stop loss is 200 pips and take profit is 1005 pips.

I also have similar problem with the same strategy but with added trailing stop.
The strategy works fine with trailing stop 0(no TS), 30 and 60 pips.
As soon as I start optimalization my SELL orders are closed by STOP LOSS just few pips from the open price and on the wrong side (so it's not from trailing stop).
In some cases trailing stop worked fine, but there are much more closed orders from something else.

Have you encountered with something similar?
Or have you any idea how to solve this problem?

Thank you


 
 Post subject: Re: problem with historical tester Post rating: 2   New post Posted: Tue 28 Jan, 2014, 12:57 
User avatar

User rating: 164
Joined: Mon 08 Oct, 2012, 10:35
Posts: 676
Location: NetherlandsNetherlands
I am pretty sure that without seeing the actual strategy code, there is no one who could give you help.
As you have issues with optimization, I suggest to attach a screenshot from your Historical Tester's setting, together with the strategy that behaves wrongly.
If the strategy is confidential, you could send it to [email protected], so they can investigate, without making it public.

Hope this helps to get you further.


 
 Post subject: Re: problem with historical tester Post rating: 0   New post Posted: Tue 28 Jan, 2014, 18:45 

User rating: 1
Joined: Thu 23 Jan, 2014, 12:58
Posts: 4
Location: SlovakiaSlovakia
Ok, let's keep it simple.
I have created simple strategy in the Visual Jforex. It is just cross of two EMAs and one RSI. The code is in the attachment.
When I try to run this strategy using historical tester everything is OK. (test.html in .zip file)
But if I want to use optimalisation most of trades is stopped immediately. (test1.html in .zip file)
I just check optimalization option and nothing else...

I'm using JForex platform version 2.31.1 downloaded yesterday.


Attachments:
Strategies.zip [125.62 KiB]
Downloaded 60 times
EMARSIv1.java [26.22 KiB]
Downloaded 104 times
EMARSIv1.vfs [36.8 KiB]
Downloaded 104 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: problem with historical tester Post rating: 1   New post Posted: Sat 08 Feb, 2014, 02:32 

User rating: 1
Joined: Thu 23 Jan, 2014, 12:58
Posts: 4
Location: SlovakiaSlovakia
Hello
I have another problem with historical tester.
Strategy has been created in the Visual JForex.
Results from testing in Visual JForex are completely different than results from JForex platform.
Results from JForex platform are in html files for "last week" (test2) and "last month" (test3) period.
Results from Visual JForex are in txt files, same name, same periods.

Why are they so different? Which are correct?
Why wasn't there opened any new trade after 2014-01-07 even if the trade was closed by strategy request and another trade should be opened automaticaly?

Dukascopy Bank ver. 2.31.1
JForex API 2.9.6.1


Attachments:
doubleUp_1.java [25.66 KiB]
Downloaded 104 times
doubleUp_1.vfs [53.2 KiB]
Downloaded 95 times
Strategies2.zip [41.5 KiB]
Downloaded 61 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: problem with historical tester Post rating: 0   New post Posted: Fri 14 Feb, 2014, 14:19 

User rating: 1
Joined: Thu 23 Jan, 2014, 12:58
Posts: 4
Location: SlovakiaSlovakia
Has anybody an idea what's going on?
Why is it not working properly?
Thanks


 

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