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historical test in vjforex different from jforex
 Post subject: historical test in vjforex different from jforex Post rating: 0   New post Posted: Thu 30 May, 2013, 09:25 
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i test my strategy in vjforex and it work well but when test it in jforex didn't work well,some case work and some case don't work, and this problem appear when i use gethistoricalcandle for daily, how can i solve this problem ?


 
 Post subject: Re: historical test in vjforex different from jforex Post rating: 0   New post Posted: Thu 30 May, 2013, 09:29 
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Hello FxEgyptian,

To help problem solve - can you post picture of the VJF test (showing trades) vs Jforex test (showing trades).

Also to bugtest its easier with the .vfs file - if you are willing to share, if not it can be very hard.

without the whole picture it is very hard to find problems for you. I am happy for you to pm me the file if you dont want to share with the community.

DoCZero


 
 Post subject: Re: historical test in vjforex different from jforex Post rating: 0   New post Posted: Thu 30 May, 2013, 16:33 
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Visual JForex is still officialy on beta version.

We are fixing the kind of problems you are refering to.

We would apreciate if you post in the bug section the strategies that do not work.


 
 Post subject: Re: historical test in vjforex different from jforex Post rating: 0   New post Posted: Thu 30 May, 2013, 17:59 
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the problem that is my strategy work on vjforex but in jforex dosen't work


 
 Post subject: Re: historical test in vjforex different from jforex Post rating: 0   New post Posted: Thu 30 May, 2013, 21:41 
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i think there exist problem on time in vjforex different from jforex

There is a difference in GMT hours, any one try to test it ?


 
 Post subject: Re: historical test in vjforex different from jforex Post rating: 0   New post Posted: Fri 31 May, 2013, 00:35 
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Hi FXEgyptian,

To check just open the historical tester in both VJF and Jforex - do 1 week of testing (same system on both) and then check the time the orders were opened in each system (you can do this visually with both).

If it is out - work out the time difference (in hours/mins) and add/subtract that to your system.

Cheers,

DoCZero


 
 Post subject: Re: historical test in vjforex different from jforex Post rating: 0   New post Posted: Sat 01 Jun, 2013, 15:50 
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can any one tell me what is different between historical test in vjforex and jforex because i test my strategy and it work correct in vjforex but in jforex work some times and didn't work some time,i suggest problem with "Sunday Candle" or what ?


 
 Post subject: Re: historical test in vjforex different from jforex Post rating: 0   New post Posted: Sat 01 Jun, 2013, 23:46 
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Hi FX Egyptian,

The settings VJF uses is as follows:

Filter Flats: Filter Flats on Weekends
Sunday Daily candle filtration: Merge Sunday candles into monday

You wil find that if you change these settings they can have an effect on indicator values.

But it is hard to say what is the problem with your system. Could be anything. Personally I am live running 2 x systems I have built in VJF (and multiple built in code) and I havent found a different between Historical tester and live. I am not using any time based entry/exit tho - so maybe this is the problem.

Post your file and I can double check for you - if you are worried about people having your idea, change the settings or part of the system. But is hard to speculate why something isnt working without the actual files.


 
 Post subject: Re: historical test in vjforex different from jforex Post rating: 0   New post Posted: Wed 05 Jun, 2013, 07:02 
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this is my strategy please test it, it run well on vjforex but in jforex didn't work well.


Attachments:
St1.vfs [37.18 KiB]
Downloaded 321 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: historical test in vjforex different from jforex Post rating: 0   New post Posted: Wed 05 Jun, 2013, 10:27 
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doczero wrote:
Hi FX Egyptian,

The settings VJF uses is as follows:

Filter Flats: Filter Flats on Weekends
Sunday Daily candle filtration: Merge Sunday candles into monday

You wil find that if you change these settings they can have an effect on indicator values.

But it is hard to say what is the problem with your system. Could be anything. Personally I am live running 2 x systems I have built in VJF (and multiple built in code) and I havent found a different between Historical tester and live. I am not using any time based entry/exit tho - so maybe this is the problem.

Post your file and I can double check for you - if you are worried about people having your idea, change the settings or part of the system. But is hard to speculate why something isnt working without the actual files.


i attach strategy please check it.


 
 Post subject: Re: historical test in vjforex different from jforex Post rating: 0   New post Posted: Wed 05 Jun, 2013, 12:50 
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Hi FxEgyptian,

Firstly - you gotta give me a little bit of time to check things - when you first posted I was at Work, lol and you posted again before had even finished! You and I are half a world timezone apart! lol :lol:

Ok so one thing I need to know still you say VJF historical vs Jforex - is this Jforex Historical or Jforex live data?

(also so you know i've dl'ed your file but im having trouble opening visual jforex. I am currently downloading 6 years of eurusd tick data - probably 8gb worth, but i checked the connecting it seems ok, so I dont know whats going on).

Edit: Just got it going - i'll start with VJF historical vs Jforex Historical.
Edit2: Nope still having problems - trying to get your file exported to java so I can test both side by side. Keep getting Error #2032. lol


 
 Post subject: Re: historical test in vjforex different from jforex Post rating: 0   New post Posted: Wed 05 Jun, 2013, 13:16 
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Ok - So i've taken your file and output to a java file for testing and there is definately a difference. And that difference seems to be how the stoploss and takeprofit are working.

In the VJF your are either having a stoploss of 100 pips, or takeprofit of 50 pips - which works correctly. But in the Jforex Historical - for some reason it goes to a lot smaller (like 0.5) stoploss.

One positive - is in both VJF and JForex , for the last month , there are 46 positions (that matches so the entry logic is ok). Its just the stoploss and takeprofit.
Can I suggest you kill finalprofit and finalstoploss1 and just use the default variables (defaultstoploss and defaulttakeprofit) these are both global so you can change them when you start the system. The reason I suggest this is because with both finalprofit finalstop you are using a calculation (sum and add) - maybe this is the issue with converting to java.

I havent had a chance to go through the system logic or code , and im sorry because I may not get a chance for a day or 2. But I hope this gives you some direction

Below is the data from the 2 tests
Image
Image


Attachments:
St1.java [15 KiB]
Downloaded 310 times
vjftest.jpg [112.59 KiB]
Downloaded 743 times
jforextest.jpg [239.02 KiB]
Downloaded 742 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: historical test in vjforex different from jforex Post rating: 0   New post Posted: Wed 05 Jun, 2013, 13:27 
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Ok - so i decided to stay up a little later (10.30pm here) and do you a favour. I've gone through your code and cleaned it up a little. I've run on VJF historical and Jforex historical and got a match on the same time period / settings (please note on the first picture below I should have circled the 46 , i circled the wrong area, just a bit up lol)
This is good enough to confirm that some of the calculations were not exporting from VJF correctly.

I have attached the newcode for you & also the java file for you. =)


Image
Image


Attachments:
St1.vfs [33.7 KiB]
Downloaded 318 times
St1.java [14.56 KiB]
Downloaded 306 times
vjftest2.jpg [113.34 KiB]
Downloaded 730 times
jforextest2.jpg [135.41 KiB]
Downloaded 717 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: historical test in vjforex different from jforex Post rating: 0   New post Posted: Wed 05 Jun, 2013, 14:19 
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There is a big difference bertween the test in Visual JForex and the one in JForex.

When you test in Visual JForex, all positions are closed at the end of the strategy. It is not the case in JForex.


 
 Post subject: Re: historical test in vjforex different from jforex Post rating: 0   New post Posted: Wed 05 Jun, 2013, 19:56 
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i don't want to use defaulttakeprofit or defaultstoploss because i will use many instrument with different takeprofit and stoploss

can visual jforex support solve this issue please

thanks you


 
 Post subject: Re: historical test in vjforex different from jforex Post rating: 0   New post Posted: Wed 05 Jun, 2013, 19:58 
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Para wrote:
There is a big difference bertween the test in Visual JForex and the one in JForex.

When you test in Visual JForex, all positions are closed at the end of the strategy. It is not the case in JForex.


What is the solution to this problem ?


 
 Post subject: Re: historical test in vjforex different from jforex Post rating: 0   New post Posted: Wed 05 Jun, 2013, 20:02 
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doczero wrote:
Ok - So i've taken your file and output to a java file for testing and there is definately a difference. And that difference seems to be how the stoploss and takeprofit are working.

In the VJF your are either having a stoploss of 100 pips, or takeprofit of 50 pips - which works correctly. But in the Jforex Historical - for some reason it goes to a lot smaller (like 0.5) stoploss.

One positive - is in both VJF and JForex , for the last month , there are 46 positions (that matches so the entry logic is ok). Its just the stoploss and takeprofit.
Can I suggest you kill finalprofit and finalstoploss1 and just use the default variables (defaultstoploss and defaulttakeprofit) these are both global so you can change them when you start the system. The reason I suggest this is because with both finalprofit finalstop you are using a calculation (sum and add) - maybe this is the issue with converting to java.

I havent had a chance to go through the system logic or code , and im sorry because I may not get a chance for a day or 2. But I hope this gives you some direction

Below is the data from the 2 tests
Image
Image


thanks you respond. but i don't want to use defaulttakeprofit or defaultstoploss because i will use many instrument with different takeprofit and stoploss ?


 
 Post subject: Re: historical test in vjforex different from jforex Post rating: 0   New post Posted: Wed 05 Jun, 2013, 20:05 
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Please solve this problem


 
 Post subject: Re: historical test in vjforex different from jforex Post rating: 0   New post Posted: Wed 05 Jun, 2013, 22:43 
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Hi Fxegyptian,

using the default stoploss and takeprofit maybe of benefit to you. You know you can change this value when you start the system right?

I think you will find it better like this - if you want to run 3 currencies (say EURUSD / EURJPY / AUDUSD) you run 3 versions of the system on your live account. Each setup different - so for example EURUSD - st1eurusd.java stoploss 50 takeprofit 50. / EURJPY - st1eurjpy.java stoploss 25 takeprofit 50 / AUDUSD - st1audusd.java stoploss 100 takeprofit 10

SO the current code you have, currently only looks at 1 currency pair (default currency). To get your system to look at many sysems at once, is a lot more work and you get the same result as the above way I described. The other advantage with the above method , is you can stop or start one system at a time, instead of all.

I know this may not be what you wanted to see - just give it a try and see if it serves you better

DoC


 
 Post subject: Re: historical test in vjforex different from jforex Post rating: 0   New post Posted: Thu 06 Jun, 2013, 03:40 
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doczero wrote:
Hi Fxegyptian,

using the default stoploss and takeprofit maybe of benefit to you. You know you can change this value when you start the system right?

I think you will find it better like this - if you want to run 3 currencies (say EURUSD / EURJPY / AUDUSD) you run 3 versions of the system on your live account. Each setup different - so for example EURUSD - st1eurusd.java stoploss 50 takeprofit 50. / EURJPY - st1eurjpy.java stoploss 25 takeprofit 50 / AUDUSD - st1audusd.java stoploss 100 takeprofit 10

SO the current code you have, currently only looks at 1 currency pair (default currency). To get your system to look at many sysems at once, is a lot more work and you get the same result as the above way I described. The other advantage with the above method , is you can stop or start one system at a time, instead of all.

I know this may not be what you wanted to see - just give it a try and see if it serves you better

DoC


ok but default stoploss and takeprofit will calculated it add and subtract because i open pending order with different price so i must modify proft and stoploss

sorry for bad english


 

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