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| Renko bars and historical tester |
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velldes
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| Post subject: Renko bars and historical tester |
Post rating: 0
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Posted: Wed 01 Jan, 2014, 13:43
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User rating: 1
Joined: Sun 20 May, 2012, 09:29
Posts: 22
Location: Czech Republic, programmer
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Linux java version "1.7.0_45" JForex 2.30.1 JForex API 2.9.5.1 Renko bars (in this case 15 pips [7]) wrongly drawn on chart while tester is running. If I chose different period let's say 3 pips [7] and return back 15 pips [7] period then bars redrawn correctly. Please, see pictures below.  
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renko-tester.png [44.1 KiB]
Downloaded 751 times
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renko-demo.png [39.01 KiB]
Downloaded 751 times
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velldes
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| Post subject: Re: Renko bars and historical tester |
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Posted: Sun 05 Jan, 2014, 15:47
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User rating: 1
Joined: Sun 20 May, 2012, 09:29
Posts: 22
Location: Czech Republic, programmer
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Same problem with RangeBar.
So, historical tester is not possible to use with Renko and Range bars.
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Platform Support
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| Post subject: Re: Renko bars and historical tester |
Post rating: 0
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Posted: Mon 13 Jan, 2014, 17:47
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| JForex Master |  |
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Joined: Wed 16 Sep, 2009, 18:23
Posts: 1054
Location: Geneva, Switzerland
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SFXbernhard
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| Post subject: Re: Renko bars and historical tester |
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Posted: Tue 14 Jan, 2014, 18:56
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Joined: Thu 19 May, 2011, 20:50
Posts: 413
Location: Germany, Munich
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Platform Support
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| Post subject: Re: Renko bars and historical tester |
Post rating: 0
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Posted: Fri 17 Jan, 2014, 10:23
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| JForex Master | |
User rating: ∞
Joined: Wed 16 Sep, 2009, 18:23
Posts: 1054
Location: Geneva, Switzerland
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Visualization on Historical Tester when the periods are changed on chart is fixed. Will be released soon. It is important to understand, that the test is actually performed only on the periods chosen in the main HT panel, i.e. Ticks, 1 Minute, 1 Hour, 1 Day. The most precise is All ticks, but the rest are iterpolated. The period chosen in Custom settings is purely for visual purposes.
Price based periods are calculated on interpolated 1 Minute or 1 Hour candles using Cubic spline method at the moment. At the times of high volatility cubic spline method returns the roller-coaster swings which cannot be avoided. I am afraid none of the interpolation methods is perfect and we will have to deal with such results until we calculate the price based periods completely from the real ticks.
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Platform Support
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| Post subject: Re: Renko bars and historical tester |
Post rating: 0
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Posted: Fri 24 Jan, 2014, 12:18
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| JForex Master | |
User rating: ∞
Joined: Wed 16 Sep, 2009, 18:23
Posts: 1054
Location: Geneva, Switzerland
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Problem rectified in version 2.31.1 and released on DEMO.
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velldes
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| Post subject: Re: Renko bars and historical tester |
Post rating: 0
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Posted: Fri 24 Jan, 2014, 20:37
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User rating: 1
Joined: Sun 20 May, 2012, 09:29
Posts: 22
Location: Czech Republic, programmer
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Platform Support wrote: Problem rectified in version 2.31.1 and released on DEMO. Thank you for information. But the version did not solve the problem. Please, see attached image. I run strategy mentioned by "API Support" in this https://www.dukascopy.com/swiss/english/forex/jforex/forum/viewtopic.php?f=16&t=50640 topic.  Please, can you verify this?
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renko-test.png [110.3 KiB]
Downloaded 696 times
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DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on
this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control
on their content. Anyone accessing this webpage and downloading or otherwise making use of any document,
data or information found on this webpage shall do it on his/her own risks without any recourse against
Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from
the use and/or reliance on any document, data or information found on this webpage.
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GeniuZ
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| Post subject: Re: Renko bars and historical tester |
Post rating: 0
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Posted: Mon 27 Jan, 2014, 11:14
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User rating: 2
Joined: Mon 30 May, 2011, 15:41
Posts: 86
Location: Czech Republic, Prague
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Dear Dukascopy, I assume it is caused by what I write in thread "Renko bars see future in historical tester"
Bar in HT is posted to strategy (and to chart here) in advance and not correspond with actual tick.
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Platform Support
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| Post subject: Re: Renko bars and historical tester |
Post rating: 0
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Posted: Wed 29 Jan, 2014, 19:03
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| JForex Master | |
User rating: ∞
Joined: Wed 16 Sep, 2009, 18:23
Posts: 1054
Location: Geneva, Switzerland
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"Visualization on Historical Tester when the periods are changed on chart is fixed." What was meant here was switching the Visual HT Chart from Renko to something else and back. It is fixed indeed as the renko is not being changed. It is being drawn on the same HT data. The real price based charts are calculated from ticks or the interpolated 1 Minute or 1 Hour candles using Cubic spline method. // if (pipsCount <= 2) { // return Period.TICK; // } // else if (pipsCount <= 10) { // return Period.ONE_MIN; // } // else { // return Period.ONE_HOUR; // } The historical tester in the sample above was run on All ticks, so price based chart (Renko here) in HT Visual mode was actually built on ticks, not interpolated 1 Hour candles (because of Renko 15 pips chosen). Hence the difference between both of them. In fact, the HT chart was calculated using the most precise method possible, so it was more precise. The bars in the strategy log coincide with the HT Visual mode chart. So there is no problem here. The real charts will look the same only when we start calculating them from the ticks as well or if you run the Historical Test on the interpolated 1 Hour Bid candles using Cubic spline. I have attached the picture where all 3 candles are compared after such a test. Black is the HT chart. They match perfectly. 
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RenkoComparison.png [110.93 KiB]
Downloaded 499 times
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DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on
this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control
on their content. Anyone accessing this webpage and downloading or otherwise making use of any document,
data or information found on this webpage shall do it on his/her own risks without any recourse against
Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from
the use and/or reliance on any document, data or information found on this webpage.
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