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Bad data in Renko feed http://www.dukascopy.com/swiss/english/forex/jforex/forum/viewtopic.php?f=85&t=50994 |
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Author: | tcsabina [ Fri 25 Apr, 2014, 18:35 ] |
Post subject: | Re: Bad data in Renko feed |
Dear Support, Could you give us an estimation about when will the 'fix' be available? I am talking about the issue of the feedData (not being the last formed brick). @scotpip thumbs up for the detailed, thorough testing and explanation! |
Author: | Platform Support [ Tue 29 Apr, 2014, 07:16 ] |
Post subject: | Re: Bad data in Renko feed |
It should be ready in few weeks on JForex4. Will implement in old JForex right after. |
Author: | jamesadk [ Wed 28 May, 2014, 16:00 ] |
Post subject: | Re: Bad data in Renko feed |
Dear support, Do you have any further update as to when this bug will be fixed? Many thanks @scotpip to echo what has been said by @tcsabina, well done on pressing with this, many thanks. Without this bug being fixed all renko system are essentially worthless. |
Author: | Platform Support [ Mon 02 Jun, 2014, 09:12 ] |
Post subject: | Re: Bad data in Renko feed |
Coming in JForex 4 version 4.08 for testing. Planned to be deployed next week. |
Author: | scotpip [ Mon 02 Jun, 2014, 12:40 ] |
Post subject: | Re: Bad data in Renko feed |
Thanks for the update! |
Author: | Platform Support [ Tue 17 Jun, 2014, 14:12 ] |
Post subject: | Re: Bad data in Renko feed |
Available on JForex4, version 4.08 You are welcome to leave your feedback here: viewtopic.php?f=200&t=51402 |
Author: | giorgio58 [ Tue 17 Jun, 2014, 19:28 ] |
Post subject: | Re: Bad data in Renko feed |
Good evening, I tried to run a test with JForex4 4.08 using a procedure running in JForex but I received an error message "Error in strategy: java.lang.NullPointerException at null" Has anything changed in RenkoFeedDescriptor? Messages: 17/06/2014 18:20:20 Strategy "RenkoTest" is stopped at 2014-06-17 18:20:20.469 GMT on the local computer with parameters ""=[FeedDescriptor [dataType=RENKO, instrument=EUR/JPY, offerSide=Bid, priceRange=THREE_PIPS, ]] Strategy: package singlejartest; |
Author: | Platform Support [ Wed 18 Jun, 2014, 07:39 ] |
Post subject: | Re: Bad data in Renko feed |
There is no in-progress bar anymore in Renko according to the new calculation system. Change the code to: IRenkoBar bar = history.getRenkoBar(renkoFeedDescriptor.getInstrument(), renkoFeedDescriptor.getOfferSide(), renkoFeedDescriptor.getPriceRange(), 1); You need to get acquainted with Steve Nison's theory of Renko formation in order to understand why the in-progress bar is not possible anymore. It has been discussed here: viewtopic.php?f=85&t=50994&start=0 |
Author: | giorgio58 [ Wed 18 Jun, 2014, 08:25 ] |
Post subject: | Re: Bad data in Renko feed |
Same error with: IRenkoBar bar = history.getRenkoBar(renkoFeedDescriptor.getInstrument(), renkoFeedDescriptor.getOfferSide(), renkoFeedDescriptor.getPriceRange(), 1); It only works if I remove the line: // IRenkoBar bar = history.getRenkoBar(renkoFeedDescriptor.getInstrument(), renkoFeedDescriptor.getOfferSide(), renkoFeedDescriptor.getPriceRange(), 1); Is there any problem in history? |
Author: | giorgio58 [ Wed 18 Jun, 2014, 09:55 ] | |||
Post subject: | Re: Bad data in Renko feed | |||
There is another problem, with the attached procedure is not recorded and no event onBar or FeedData although there are 3 completed brics graphic from 06:51:33:203 to 08:37:25:760: 2014-06-18 1) 07:47:00.000 - 08:15:59.999 2) 08:16:00.000 - 08:24:59.999 3) 08:26:00.000 - 08:30:59.999 4) 08:31:00.000 - ..... As you can see from the attached file.
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Author: | tcsabina [ Wed 18 Jun, 2014, 12:57 ] |
Post subject: | Re: Bad data in Renko feed |
Quote: Available on JForex4, version 4.08 How about the current JForex platform? Or if that is not going to be modified with this new Renko calculation, when do you plan the release the Live version if JForex 4? |
Author: | jamesadk [ Fri 27 Jun, 2014, 12:50 ] |
Post subject: | Re: Bad data in Renko feed |
Hi, Is there any update on the above? Thanks Quote: It should be ready in few weeks on JForex4. Will implement in old JForex right after.
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Author: | Platform Support [ Mon 30 Jun, 2014, 13:40 ] |
Post subject: | Re: Bad data in Renko feed |
The bug is fixed in 4.08.1 available on DEMO. There was an exception, that's why you didn't receive bars in his strategy. However, the code you have provided shows that you do not understand renko sessions and renko creation points. By default renko session is one minute and creation point is close price. It looks like you expect renkos on each tick, not after every minute (session) is finished. If you want to create a feed, which gets calculated on each tick, then you must provide a renko feed descriptor, where the renko session is set to Period.TICK. In the sample provided below we corrected/simplified everything. The idea is still similar to the given one. package renko_bug; |
Author: | Platform Support [ Mon 30 Jun, 2014, 13:45 ] |
Post subject: | Re: Bad data in Renko feed |
tcsabina wrote: Quote: Available on JForex4, version 4.08 How about the current JForex platform? Or if that is not going to be modified with this new Renko calculation, when do you plan the release the Live version if JForex 4? We will start implementing this in old JForex as soon as you give a positive feedback ![]() |
Author: | giorgio58 [ Tue 01 Jul, 2014, 14:01 ] |
Post subject: | Re: Bad data in Renko feed |
Seems to be ok, only FEC is wrong. 01/07/2014 12:52:01 time: 2014-07-01 12:52:01:043 onFeedData: renko bar completed: StartTime: 2014-07-01 12:49:00.000 EndTime: 2014-07-01 12:51:59.999 O: 138.93 C: 138.9 H: 138.93 L: 138.9 V: 146.85 FEC: 1 01/07/2014 12:49:00 time: 2014-07-01 12:49:00:384 onFeedData: renko bar completed: StartTime: 2014-07-01 12:14:00.000 EndTime: 2014-07-01 12:48:59.999 O: 138.96 C: 138.93 H: 138.96 L: 138.93 V: 2711.89 FEC: 1 01/07/2014 12:14:00 time: 2014-07-01 12:14:00:186 onFeedData: renko bar completed: StartTime: 2014-07-01 11:54:00.000 EndTime: 2014-07-01 12:13:59.999 O: 138.96 C: 138.99 H: 138.99 L: 138.96 V: 1862.78 FEC: 1 01/07/2014 11:54:01 time: 2014-07-01 11:54:01:035 onFeedData: renko bar completed: StartTime: 2014-07-01 11:52:00.000 EndTime: 2014-07-01 11:53:59.999 O: 138.96 C: 138.93 H: 138.96 L: 138.93 V: 225.48 FEC: 1 01/07/2014 11:52:00 time: 2014-07-01 11:52:00:652 onFeedData: renko bar completed: StartTime: 2014-07-01 11:46:00.000 EndTime: 2014-07-01 11:51:59.999 O: 138.99 C: 138.96 H: 138.99 L: 138.96 V: 508.8 FEC: 1 01/07/2014 11:46:00 time: 2014-07-01 11:46:00:192 onFeedData: renko bar completed: StartTime: 2014-07-01 11:11:00.000 EndTime: 2014-07-01 11:45:59.999 O: 139.02 C: 138.99 H: 139.02 L: 138.99 V: 2462.13 FEC: 1 01/07/2014 11:11:00 time: 2014-07-01 11:11:00:303 onFeedData: renko bar completed: StartTime: 2014-07-01 10:46:00.000 EndTime: 2014-07-01 11:10:59.999 O: 139.05 C: 139.02 H: 139.05 L: 139.02 V: 1914.63 FEC: 1 01/07/2014 10:46:01 time: 2014-07-01 10:46:01:056 onFeedData: renko bar completed: StartTime: 2014-07-01 09:49:00.000 EndTime: 2014-07-01 10:45:59.999 O: 139.08 C: 139.05 H: 139.08 L: 139.05 V: 3790.91 FEC: 1 I await to the implementation on JForex 2 to backtesting Thank you |
Author: | Platform Support [ Tue 01 Jul, 2014, 14:31 ] |
Post subject: | Re: Bad data in Renko feed |
What is the session used here? Base period 1 week or Infinity? |
Author: | giorgio58 [ Tue 01 Jul, 2014, 14:38 ] |
Post subject: | Re: Bad data in Renko feed |
Base period 1 week. |
Author: | Platform Support [ Wed 02 Jul, 2014, 09:40 ] |
Post subject: | Re: Bad data in Renko feed |
FEC issue has been fixed. Will be deployed in next release in few weeks. |
Author: | giorgio58 [ Mon 14 Jul, 2014, 19:19 ] |
Post subject: | Re: Bad data in Renko feed |
There is any news about the availability in JForex 2? |
Author: | Platform Support [ Thu 17 Jul, 2014, 16:39 ] |
Post subject: | Re: Bad data in Renko feed |
Only one thing: we are working on this. ![]() |
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