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| Historical tester in 2.25.4 completely broken |
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mcs
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| Post subject: Historical tester in 2.25.4 completely broken |
Post rating: 0
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Posted: Sun 30 Jun, 2013, 00:03
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User rating: 4
Joined: Sat 12 May, 2012, 00:28
Posts: 21
Location: New Zealand, Auckland
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Hi Guys,
Historical tester in release 2.25.4 is completely broken.
It is really hard to figure out what is wrong because at first glance it looks like it is wired to some sort of random number generator and returns complete rubbish. Apart from the already reported issues with the visual mode and seemingly random-happening occasional failures to trade at all (when you run test first time, there are no trades; when you re-run it, trades suddenly start happening), I found the following (hopefully reproducible) evidence of its insanity:
0. All tests are run for attached Fratelli.java strategy, although it looks like the results are roughly the same for my other strategies
1. Run historical test (with all defaults) for the period 2012.01.01 - 2012.03.01 and it gives 47 trades.
2. Now run the same test but for longer period 2012.01.01 - 2012.06.01 and it returns 18 trades!
3. For the period 2012.01.01 - 2012.09.01 - 35 trades. So, the test for the period of nine months returns less trades then the test for the first three months of this period. This cannot happen with the correctly working tester.
Indeed, in the release 2.24.17.3 the tester returns proper results:
1. 2012.01.01 - 2012.03.01 - 47 trades
2. 2012.01.01 - 2012.06.01 - 108 trades
3. 2012.01.01 - 2012.09.01 - 174 trades
Note that it looks like the new tester is OK with short periods (shorter than some 4 months), but starts returning rubbish on longer test periods (I haven't tested this hypothesis thoroughly, though).
| Attachments: |
Fratelli.java [29.77 KiB]
Downloaded 340 times
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Platform Support
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| Post subject: Re: Historical tester in 2.25.4 completely broken |
Post rating: 0
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Posted: Mon 01 Jul, 2013, 12:49
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| JForex Master |  |
User rating: ∞
Joined: Wed 16 Sep, 2009, 18:23
Posts: 1054
Location: Geneva, Switzerland
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We are releasing a new version soon with the problem rectified.
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Platform Support
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| Post subject: Re: Historical tester in 2.25.4 completely broken |
Post rating: 0
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Posted: Mon 01 Jul, 2013, 16:10
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| JForex Master | |
User rating: ∞
Joined: Wed 16 Sep, 2009, 18:23
Posts: 1054
Location: Geneva, Switzerland
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Please check it in version 2.25.5 which has just been released on DEMO.
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mcs
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| Post subject: Re: Historical tester in 2.25.4 completely broken |
Post rating: 0
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Posted: Mon 01 Jul, 2013, 22:11
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User rating: 4
Joined: Sat 12 May, 2012, 00:28
Posts: 21
Location: New Zealand, Auckland
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Great, the issue is fixed in 2.25.5.
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