Hi,

the IFilter is currently not working on zigzag.
Regardless of the Filter-value passed, the API always returns the list for Filter.NO_FILTER.

I reckon this holds true not only for the zigzag but other indicators too as we've seen several recent postings reporting differences between the charting and indicator values returned through the API.

Could you please confirm this and let us know when this will be fixed?
Thanks for fixing this asap!

Best,
RR.

Dear DukasCopy support,

Could this bug be related to an exception logic that is included in the API to handle data cache errors (i.e. return unfiltered results in case not all values could be retrieved, etc.)?

We at the moment are getting the correct values again (after multiple runs with wrong (unfiltered) values!).
Maybe this "fix" is related to a clearing/reloading of the data cache.

Alternatively the behaviour might depend on the start time of the run. In earlier versions of the API we had experienced wrong values when starting runs directly at the beginning of a new year (i.e. after the holiday season). We didn't yet check this with the recent versions.

In any case this bug imo is very critical, as it does not occur all the time.
Should this bug occur in a live session, this could lead to wrong indicator values and wrong entry signals!

Please do let us know when you have found something that can explain this behaviour.
Up to then we are very uneasy to work with live strategies that apply filters.

Thank you very much for paying highest attention to this bug!

Best, RR.

The attached strategy demonstrates that the filter is used. Values are different (not always of course).