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JForex3 indicator calculation differs from JForex2
SFXbernhard
 Post subject: JForex3 indicator calculation differs from JForex2 Post rating: 0   New post Posted: Wed 11 Jan, 2017, 22:10 
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Joined: Thu 19 May, 2011, 20:50
Posts: 413
Location: Germany, Munich
Please find attached a simple TRIX indicator EURUSD on 15 min time bars (based close & bid price) calculation.
If you run it on JForex2 Local Run and JForex3 Local Run you see it produces different results.
The difference might be low if you start it later in the week (like now when I wrote this post), but it is very high on a Sunday when the markets starts.

Example given:
Do a Historical Tester run from Sunday 2017-01-08 on both platforms and you will see the difference immediately.

JForex2.45.65
2017-01-11 21:03:52 trix = -0.009622293992805897 at 08-01-2017 22:45:00.000 GMT
2017-01-11 21:03:52 trix = -0.010362616995940321 at 08-01-2017 22:30:00.000 GMT
2017-01-11 21:03:52 trix = -0.011048734967755713 at 08-01-2017 22:15:00.000 GMT
2017-01-11 21:03:52 trix = -0.011721022921562518 at 08-01-2017 22:00:00.000 GMT

JForex3.0.16
2017-01-11 21:04:40 trix = -0.01612478451243904 at 08-01-2017 22:45:00.000 GMT
2017-01-11 21:04:39 trix = -0.016003175668055647 at 08-01-2017 22:30:00.000 GMT
2017-01-11 21:04:39 trix = -0.015647086565251378 at 08-01-2017 22:15:00.000 GMT
2017-01-11 21:04:39 trix = -0.015037404668871712 at 08-01-2017 22:00:00.000 GMT

This problem is very serious as many strategies use indicators like this.

It affects also JForex2 strategies running in Remote Run!
If you remote run strategies on JForex2 it gets executed on a JForex3 engine, see support answer on https://www.dukascopy.com/swiss/english ... 65&t=54602

Please help! Should we (JForex API users) change the indicator call (so JForex3 won't be downwards compatible) or will you change JForex3 so it gets downwards compatible?


Attachments:
TrixTestStrategy.jfx [5.17 KiB]
Downloaded 133 times
TrixTestStrategy.java [2.87 KiB]
Downloaded 144 times
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SFXbernhard
 Post subject: Re: JForex3 indicator calculation differs from JForex2 Post rating: 0   New post Posted: Mon 16 Jan, 2017, 11:04 
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Joined: Thu 19 May, 2011, 20:50
Posts: 413
Location: Germany, Munich
Hi Support,

any news on this issue?
It is very important to solve this incompatibility problem; the indicator results of JForex3 are different to JForex2.
Could you start a dedicated JForex2 (!) on Remote Run if a strategy is started from JForex2?
Starting Remote Run JForex3 from a JForex2 platform gives us a lot of trouble because of the incompatibilities.

Best regards

Bernhard
Stash GmbH
 
SFXbernhard
 Post subject: Re: JForex3 indicator calculation differs from JForex2 Post rating: 0   New post Posted: Tue 17 Jan, 2017, 16:17 
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Joined: Thu 19 May, 2011, 20:50
Posts: 413
Location: Germany, Munich
Hi support,
please work on this, priority #1
It will be a Show Stopper if somebody wants to use JForex3 now or if you quit JForex2. I heard it will be in March 2017 already!?
Don't stop JForex2 until it is 100% downwards compatible to JForex2 strategies.
 
API Support
 Post subject: Re: JForex3 indicator calculation differs from JForex2 Post rating: 0   New post Posted: Mon 23 Jan, 2017, 16:31 
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Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
1) JForex 3 is not very different from JForex 2. Just incremental new features and fixes.
2) As for TRIX, there was a bug in TRIX calculation in JForex 3. This has now been fixed and will be available in next SDK release (not the one published today). This will probably be in one week.
 
SFXbernhard
 Post subject: Re: JForex3 indicator calculation differs from JForex2 Post rating: 0   New post Posted: Mon 06 Feb, 2017, 12:44 
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User rating: 21
Joined: Thu 19 May, 2011, 20:50
Posts: 413
Location: Germany, Munich
Hi Support,

there is still no fix of the wrong TRIX calculation in JForex3.
Please roll out the new version, my customer cannot trade otherwise.

Best regards

Bernhard
 
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