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historical backtester has significant display issues (2.7.2 DEMO and 2.6.71 LIVE)
 Post subject: historical backtester has significant display issues (2.7.2 DEMO and 2.6.71 LIVE) Post rating: 0   New post Posted: Wed 05 Sep, 2012, 11:27 
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Location: Australia, Melbourne
The strange display behaviour is seen for visual backtests in both API 2.7.2 / Client 2.18.6 (DEMO) and API 2.6.71 / Client 2.17.28 Client - I have attached screenshots from both environments, and the test strategy (" Backtester_Bug_Strategy.java") used to create the backtests.

I believe this is a visual display issue, as the incorrect values that draw oddly during visual backtest do not appear in as output from calculateIndicator() calls made in strategy for the same bar.

I cleared my historical data cache through the Jforex client preferences before performing these backtests and screen-capturing the results to try to ensure there was nothing wrong with the cache historical data feed.

The strategy has simple linear reg (period 10) - yellow line,
two sets of bollinger bands (period 12, std dev 2 and std dev 3) - blue
and an ema (period 12) - red dotted line - none of which would ever produce the jagged lines seen on the screen at the completion of the visual backtests - as per the screenshots below.

I have compared the values produced via indicators.calculateIndicator() calls within the strategy (dumped to console out) to the values on the screen - they are different - the calculateIndicator output values within the strategy appear to be correct (i.e. continuation of ema / lin reg / bollinger bands), with the incorrect values being displayed on the screen during visual backtest.

DEMO 2.18.6
Image


LIVE 2.17.28
Image

Attachment:
Backtester_Bug_Strategy.java [15.6 KiB]
Downloaded 396 times


 
 Post subject: Re: historical backtester has significant display issues (2.7.2 DEMO and 2.6.71 LIVE) Post rating: 0   New post Posted: Fri 07 Sep, 2012, 16:21 
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Location: Geneva, Switzerland
We have checked this on Jforex 2.18.9 version with JAVA 7 update 7 and did not find the error seen in the pic attached. This might be because of the problems with JAVA 7 few days ago. The issue, which appeared because of the changes in the latest JAVA versions is solved in DEMO 2.18.9 and LIVE 2.17.29. Please check.


 
 Post subject: Re: historical backtester has significant display issues (2.7.2 DEMO and 2.6.71 LIVE) Post rating: 0   New post Posted: Fri 14 Dec, 2012, 03:17 
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Joined: Tue 25 Oct, 2011, 23:02
Posts: 74
Location: Australia, Melbourne
It most definitely wasn't a Java 7 issue (I noted above that the issue had been around for a long time, definitely prior to the release of Java 7).
However it seems to be fixed with the latest version of the client. On the downside however, the historical backtester is now EXTREMELY slow in visual mode.
I used to be able to complete a visual backtest on max speed (=8, slider fully across to the right) across one month of GU data in approximately 3-4 minutes. It now takes approximately 18-24 HOURS for the same strategy and time period (1 month).


 
 Post subject: Re: historical backtester has significant display issues (2.7.2 DEMO and 2.6.71 LIVE) Post rating: 0   New post Posted: Fri 14 Dec, 2012, 09:33 
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We tested it on GBPUSD all ticks of the last month and the VM on. It took a couple of minutes. Most probably it is related to somehting specific that your strategy is doing. Could you please provide the source code or piece of it that would show the problem?


 

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