Dukascopy
 
 
Wiki JStore Search Login

Method for displaying what filters are set on chart feed and indicators in visual backtester
 Post subject: Method for displaying what filters are set on chart feed and indicators in visual backtester Post rating: 0   New post Posted: Thu 13 Sep, 2012, 07:54 
User avatar

User rating: 8
Joined: Tue 25 Oct, 2011, 23:02
Posts: 74
Location: Australia, Melbourne
Dear support,

It would be extremely helpful if some method could be provided for determining what feed filters (NO_FILTER, ALL_FLATS, WEEKENDS), price filters (Applied Price CLOSE, etc) and OfferSide filters (BID, ASK) are applied on the bars and indicators displayed during visual backtest. Currently there is no way of confirming that the filters applied in a strategy are indeed those shown on the chart during visual backtest.

regards
f451


 
 Post subject: Re: Method for displaying what filters are set on chart feed and indicators in visual backtester Post rating: 0   New post Posted: Thu 13 Sep, 2012, 08:07 
User avatar

User rating:
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
f451 wrote:
Currently there is no way of confirming that the filters applied in a strategy are indeed those shown on the chart during visual backtest
Well, there is - IChart.getFilter(), see example:
https://www.dukascopy.com/wiki/#Add_indicators_on_chart/Include_in_OHLC
Apart from that - the platform always uses the same filter for all charts - the settings gets taken from Tools > Preferences > Chart > Flats Filtration.


 
 Post subject: Re: Method for displaying what filters are set on chart feed and indicators in visual backtester Post rating: 0   New post Posted: Fri 14 Sep, 2012, 01:32 
User avatar

User rating: 8
Joined: Tue 25 Oct, 2011, 23:02
Posts: 74
Location: Australia, Melbourne
API Support wrote:
f451 wrote:
Currently there is no way of confirming that the filters applied in a strategy are indeed those shown on the chart during visual backtest
Well, there is - IChart.getFilter(), see example:
https://www.dukascopy.com/wiki/#Add_indicators_on_chart/Include_in_OHLC
Apart from that - the platform always uses the same filter for all charts - the settings gets taken from Tools > Preferences > Chart > Flats Filtration.


If I create a strategy which uses the universal calculateIndicator() method and sets some filters which are different to the current JForex Client chart preferences, when I run the historical tester for this strategy, and show a visual backtest, what is displayed on the visual backtest chart for bars and indicators? The filters applied by the strategy, or the filters applied by the JForex client preferences?

e.g. if the Client chart preferences are - Flats - NO_FILTER, and the Strategy uses Filter.WEEKENDS what will be displayed in a visual backtest of the strategy? For bars and for indicator values?

Also, how does the daily candle filter in chart preferences (SUNDAY_IN_MONDAY etc) affect the filters applied in a strategy?


 
 Post subject: Re: Method for displaying what filters are set on chart feed and indicators in visual backtester Post rating: 0   New post Posted: Fri 14 Sep, 2012, 15:20 
User avatar

User rating:
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
Both in-progress and Historical Tester charts use the same, above mentioned setting. You can check that by selecting opening two 4 hour charts - one from Historical Tester and one with in-progress data. The same applies also to the Sunday Daily Candle Filtration.


 

Jump to:  

cron
  © 1998-2025 Dukascopy® Bank SA
On-line Currency forex trading with Swiss Forex Broker - ECN Forex Brokerage,
Managed Forex Accounts, introducing forex brokers, Currency Forex Data Feed and News
Currency Forex Trading Platform provided on-line by Dukascopy.com