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| wrong calculation MA on H1, H4, D |
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vovaltus
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| Post subject: wrong calculation MA on H1, H4, D |
Post rating: 0
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Posted: Fri 20 May, 2016, 15:24
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User rating: 0
Joined: Tue 02 Jun, 2015, 07:37
Posts: 2
Location: Ukraine,
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hello I'm cant understand why MA indicator calculating write normal value on timeframe smaller then H1, but on H1 and higer timeframe it gives wrong value.
@Configurable("defaultInstrument:")
public Instrument defaultInstrument = Instrument.EURUSD;
@Configurable("movingPeriod:")
public Period movingPeriod = Period.ONE_HOUR;
@Configurable("typeMA:")
public IIndicators.MaType typeMA = IIndicators.MaType.EMA;
@Configurable("typePriceMA:")
public IIndicators.AppliedPrice typePriceMA = IIndicators.AppliedPrice.CLOSE;
@Configurable("_MA_period:")
public int _MA_period = 40;
@Configurable("shiftMA:")
public int shiftMA = 0;
public double MA = 0;
public void onStart(IContext context) throws JFException {
this.engine = context.getEngine();
this.console = context.getConsole();
this.history = context.getHistory();
this.context = context;
this.indicators = context.getIndicators();
this.userInterface = context.getUserInterface();
subscriptionInstrumentCheck(defaultInstrument);
}
public void onTick(Instrument Instrument, ITick tick) throws JFException {
if(Instrument == defaultInstrument){
MA = this.indicators.ma(defaultInstrument, movingPeriod, OfferSide.BID, typePriceMA, _MA_period, typeMA, shiftMA);
}
}
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API Support
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| Post subject: Re: wrong calculation MA on H1, H4, D |
Post rating: 0
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Posted: Wed 25 May, 2016, 09:58
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
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To test an indicator please open the request chart and run the attached strategy.
| Attachments: |
IndChartVsApi.java [16.18 KiB]
Downloaded 71 times
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vovaltus
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| Post subject: Re: wrong calculation MA on H1, H4, D |
Post rating: 0
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Posted: Fri 27 May, 2016, 12:01
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User rating: 0
Joined: Tue 02 Jun, 2015, 07:37
Posts: 2
Location: Ukraine,
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10:56:20 [0] 1.12147; [1] 1.12118; [2] 1.12103; [3] 1.12083; [4] 1.12065; [5] 1.12053; [6] 1.12045; [7] 1.12039; [8] 1.12031; [9] 1.12018; chart
10:56:20 [0] 1.12147; [1] 1.12118; [2] 1.12103; [3] 1.12083; [4] 1.12065; [5] 1.12053; [6] 1.12045; [7] 1.12039; [8] 1.12031; [9] 1.12018; API + extra inputs
10:56:20 [0] 1.12147; [1] 1.12118; [2] 1.12103; [3] 1.12083; [4] 1.12065; [5] 1.12053; [6] 1.12045; [7] 1.12039; [8] 1.12031; [9] 1.12018; API
10:56:20 EMA Line last 10 API values:
10:56:20 Chart vs API with long outputs - OK
10:56:20 Chart vs API outputs - OK
10:56:20 FeedDescriptor [dataType=TIME_PERIOD_AGGREGATION, instrument=EUR/USD, offerSide=Bid, period=4 Hours, filter=WEEKENDS] UTC
10:56:20 max difference between values: 0.0005
10:56:20 [0] 1.12147; [1] 1.12118; [2] 1.12103; [3] 1.12083; [4] 1.12065; [5] 1.12053; [6] 1.12045; [7] 1.12039; [8] 1.12031; [9] 1.12018; chart
10:56:20 [0] 1.12147; [1] 1.12118; [2] 1.12103; [3] 1.12083; [4] 1.12065; [5] 1.12053; [6] 1.12045; [7] 1.12039; [8] 1.12031; [9] 1.12018; API + extra inputs
10:56:20 [0] 1.12147; [1] 1.12118; [2] 1.12103; [3] 1.12083; [4] 1.12065; [5] 1.12053; [6] 1.12045; [7] 1.12039; [8] 1.12031; [9] 1.12018; API
10:56:20 EMA Line last 10 API values:
10:56:20 Chart vs API with long outputs - OK
10:56:20 Chart vs API outputs - OK
10:56:20 FeedDescriptor [dataType=TIME_PERIOD_AGGREGATION, instrument=EUR/USD, offerSide=Bid, period=4 Hours, filter=WEEKENDS] UTC
10:56:20 max difference between values: 0.0005
10:56:20 [0] 1.12147; [1] 1.12118; [2] 1.12103; [3] 1.12083; [4] 1.12065; [5] 1.12053; [6] 1.12045; [7] 1.12039; [8] 1.12031; [9] 1.12018; chart
10:56:20 [0] 1.12147; [1] 1.12118; [2] 1.12103; [3] 1.12083; [4] 1.12065; [5] 1.12053; [6] 1.12045; [7] 1.12039; [8] 1.12031; [9] 1.12018; API + extra inputs
10:56:20 [0] 1.12147; [1] 1.12118; [2] 1.12103; [3] 1.12083; [4] 1.12065; [5] 1.12053; [6] 1.12045; [7] 1.12039; [8] 1.12031; [9] 1.12018; API
10:56:20 EMA Line last 10 API values:
10:56:20 Chart vs API with long outputs - OK
10:56:20 Chart vs API outputs - OK
10:56:20 FeedDescriptor [dataType=TIME_PERIOD_AGGREGATION, instrument=EUR/USD, offerSide=Bid, period=4 Hours, filter=WEEKENDS] UTC
10:56:20 max difference between values: 0.0005
10:56:20 [0] 1.12147; [1] 1.12118; [2] 1.12103; [3] 1.12083; [4] 1.12065; [5] 1.12053; [6] 1.12045; [7] 1.12039; [8] 1.12031; [9] 1.12018; chart
10:56:20 [0] 1.11783; [1] 1.11761; [2] 1.11766; [3] 1.11759; [4] 1.11754; [5] 1.11762; [6] 1.11773; [7] 1.11787; [8] 1.11796; [9] 1.11792; API + extra inputs
10:56:20 [0] 1.11783; [1] 1.11761; [2] 1.11766; [3] 1.11759; [4] 1.11754; [5] 1.11762; [6] 1.11773; [7] 1.11787; [8] 1.11796; [9] 1.11792; API
10:56:20 EMA Line last 10 API values:
10:56:20 Chart vs API with long outputs - WARNING
10:56:20 Chart vs API outputs - ERROR
10:56:20 FeedDescriptor [dataType=TIME_PERIOD_AGGREGATION, instrument=EUR/USD, offerSide=Bid, period=4 Hours, filter=WEEKENDS] UTC
10:56:20 [0]1.1178317 [0]1.1214687
10:56:20 [0]1.1178317 [0]1.1214687
10:56:20 max difference between values: 0.0005
10:56:20 EMA Output Line DOUBLE
10:56:20 EMA Opt Input Time Period OTHER
10:56:20 EMA Input Price DOUBLE
10:56:20 FeedDescriptor [dataType=TIME_PERIOD_AGGREGATION, instrument=EUR/USD, offerSide=Bid, period=4 Hours, filter=WEEKENDS]
"this is what, strategy return;"
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API Support
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| Post subject: Re: wrong calculation MA on H1, H4, D |
Post rating: 0
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Posted: Wed 15 Jun, 2016, 15:09
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
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This is specific to EMA indicator because it is recursive - result depends on all of the previous input. The output of EMA indicator will be different depending on how many values are used to calculate it. Usually chart will have much more values and therefore resulting value can differ from the value computed by the strategy.
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