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Error in historical tester in cubic spline mode
peuter
 Post subject: Error in historical tester in cubic spline mode Post rating: 0   New post Posted: Mon 22 Apr, 2013, 10:50 

User rating: 1
Joined: Thu 23 Feb, 2012, 16:38
Posts: 44
I have found a massive difference in a chart drawn by a visual historic test including a weekend.
Test settings: AUD/NZD 19.4.2013 - 22.4.2013 Visual mode, 4 hour bars, Flats Filter disabled, Sunday Daily Candles Filter in disabled.

1. Test: Test setting Ticks -> All Ticks (Result is shown in Chart_AUD_NZD_4 Hours_snapshot_ticks.png)
2. Test: Test setting 1 Min -> Cubic Spline (Result is shown in Chart_AUD_NZD_4 Hours_snapshot_cubic.png)

You can see the big difference on the bars right before/after the weekend. This difference is only shown if you deactivate the flats filter. The problem also leads to different results delivered by the IHistory.getBars() method, which falsifies the test results.
Image
Image


Attachments:
Chart_AUD_NZD_4 Hours_snapshot_ticks.png [28.98 KiB]
Downloaded 636 times
Chart_AUD_NZD_4 Hours_snapshot_cubic.png [30.35 KiB]
Downloaded 580 times
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