Post subject: ticks on market direction change and history
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Posted: Thu 05 Sep, 2013, 09:13
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Joined: Sat 08 Jun, 2013, 12:05 Posts: 71 Location: FranceFrance
It seems to behave like expected, but I'd like to make sure: when fetching the previous on direction change tick with history.getTick(instrument, 1) we get the same ITick that was processed one event ago so the history API is behaving differently for the different backtest modes? in this cases it returns only those ticks and not absolute ticks thanks
API Support
Post subject: Re: ticks on market direction change and history
Please provide an example strategy which replicates the case. Describe the launch conditions. If you use Historical Tester please do provide its settings.
lil
Post subject: Re: ticks on market direction change and history
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Posted: Thu 05 Sep, 2013, 11:59
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Joined: Sat 08 Jun, 2013, 12:05 Posts: 71 Location: FranceFrance
well directly using the jforex remote historrical tester, with "process ticks on a market direction change"
and btw:
ITick prevTick;
public void onTick(Instrument instrument, ITick tick) throws JFException { print(prevTick== history.getTick(instrument, 1));//they are equal prevTick = tick; }
API Support
Post subject: Re: ticks on market direction change and history
Did you check the strategy with both of those historical tester settings? Did it work as expected?
lil
Post subject: Re: ticks on market direction change and history
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Posted: Thu 05 Sep, 2013, 15:28
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Joined: Sat 08 Jun, 2013, 12:05 Posts: 71 Location: FranceFrance
yes it works as expected, they are equal. though it would be good to be able to call history with a parameter of choice (all ticks (DataLoadingMethod.ALL_TICKS), on larket change ticks, ..)
API Support
Post subject: Re: ticks on market direction change and history