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historical test in vjforex different from jforex |
forexegyptian
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Post subject: historical test in vjforex different from jforex |
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Posted: Thu 30 May, 2013, 09:25
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User rating: 9
Joined: Sun 18 Dec, 2011, 03:31 Posts: 160 Location: Egypt, Cairo
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i test my strategy in vjforex and it work well but when test it in jforex didn't work well,some case work and some case don't work, and this problem appear when i use gethistoricalcandle for daily, how can i solve this problem ?
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doczero
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Post subject: Re: historical test in vjforex different from jforex |
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Posted: Thu 30 May, 2013, 09:29
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User rating: 7
Joined: Wed 04 Jul, 2012, 02:40 Posts: 109 Location: Australia, Melbourne
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Hello FxEgyptian,
To help problem solve - can you post picture of the VJF test (showing trades) vs Jforex test (showing trades).
Also to bugtest its easier with the .vfs file - if you are willing to share, if not it can be very hard.
without the whole picture it is very hard to find problems for you. I am happy for you to pm me the file if you dont want to share with the community.
DoCZero
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Para
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Post subject: Re: historical test in vjforex different from jforex |
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Posted: Thu 30 May, 2013, 16:33
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User rating: 6
Joined: Fri 12 Apr, 2013, 14:08 Posts: 88 Location: FranceFrance
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Visual JForex is still officialy on beta version.
We are fixing the kind of problems you are refering to.
We would apreciate if you post in the bug section the strategies that do not work.
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forexegyptian
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Post subject: Re: historical test in vjforex different from jforex |
Post rating: 0
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Posted: Thu 30 May, 2013, 17:59
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User rating: 9
Joined: Sun 18 Dec, 2011, 03:31 Posts: 160 Location: Egypt, Cairo
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the problem that is my strategy work on vjforex but in jforex dosen't work
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forexegyptian
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Post subject: Re: historical test in vjforex different from jforex |
Post rating: 0
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Posted: Thu 30 May, 2013, 21:41
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User rating: 9
Joined: Sun 18 Dec, 2011, 03:31 Posts: 160 Location: Egypt, Cairo
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i think there exist problem on time in vjforex different from jforex
There is a difference in GMT hours, any one try to test it ?
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doczero
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Post subject: Re: historical test in vjforex different from jforex |
Post rating: 0
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Posted: Fri 31 May, 2013, 00:35
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User rating: 7
Joined: Wed 04 Jul, 2012, 02:40 Posts: 109 Location: Australia, Melbourne
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Hi FXEgyptian,
To check just open the historical tester in both VJF and Jforex - do 1 week of testing (same system on both) and then check the time the orders were opened in each system (you can do this visually with both).
If it is out - work out the time difference (in hours/mins) and add/subtract that to your system.
Cheers,
DoCZero
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forexegyptian
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Post subject: Re: historical test in vjforex different from jforex |
Post rating: 0
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Posted: Sat 01 Jun, 2013, 15:50
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User rating: 9
Joined: Sun 18 Dec, 2011, 03:31 Posts: 160 Location: Egypt, Cairo
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can any one tell me what is different between historical test in vjforex and jforex because i test my strategy and it work correct in vjforex but in jforex work some times and didn't work some time,i suggest problem with "Sunday Candle" or what ?
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doczero
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Post subject: Re: historical test in vjforex different from jforex |
Post rating: 0
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Posted: Sat 01 Jun, 2013, 23:46
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User rating: 7
Joined: Wed 04 Jul, 2012, 02:40 Posts: 109 Location: Australia, Melbourne
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Hi FX Egyptian,
The settings VJF uses is as follows:
Filter Flats: Filter Flats on Weekends Sunday Daily candle filtration: Merge Sunday candles into monday
You wil find that if you change these settings they can have an effect on indicator values.
But it is hard to say what is the problem with your system. Could be anything. Personally I am live running 2 x systems I have built in VJF (and multiple built in code) and I havent found a different between Historical tester and live. I am not using any time based entry/exit tho - so maybe this is the problem.
Post your file and I can double check for you - if you are worried about people having your idea, change the settings or part of the system. But is hard to speculate why something isnt working without the actual files.
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forexegyptian
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Post subject: Re: historical test in vjforex different from jforex |
Post rating: 0
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Posted: Wed 05 Jun, 2013, 07:02
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User rating: 9
Joined: Sun 18 Dec, 2011, 03:31 Posts: 160 Location: Egypt, Cairo
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this is my strategy please test it, it run well on vjforex but in jforex didn't work well.
Attachments: |
St1.vfs [37.18 KiB]
Downloaded 371 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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forexegyptian
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Post subject: Re: historical test in vjforex different from jforex |
Post rating: 0
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Posted: Wed 05 Jun, 2013, 10:27
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User rating: 9
Joined: Sun 18 Dec, 2011, 03:31 Posts: 160 Location: Egypt, Cairo
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doczero wrote: Hi FX Egyptian,
The settings VJF uses is as follows:
Filter Flats: Filter Flats on Weekends Sunday Daily candle filtration: Merge Sunday candles into monday
You wil find that if you change these settings they can have an effect on indicator values.
But it is hard to say what is the problem with your system. Could be anything. Personally I am live running 2 x systems I have built in VJF (and multiple built in code) and I havent found a different between Historical tester and live. I am not using any time based entry/exit tho - so maybe this is the problem.
Post your file and I can double check for you - if you are worried about people having your idea, change the settings or part of the system. But is hard to speculate why something isnt working without the actual files. i attach strategy please check it.
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doczero
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Post subject: Re: historical test in vjforex different from jforex |
Post rating: 0
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Posted: Wed 05 Jun, 2013, 12:50
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User rating: 7
Joined: Wed 04 Jul, 2012, 02:40 Posts: 109 Location: Australia, Melbourne
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Hi FxEgyptian, Firstly - you gotta give me a little bit of time to check things - when you first posted I was at Work, lol and you posted again before had even finished! You and I are half a world timezone apart! lol Ok so one thing I need to know still you say VJF historical vs Jforex - is this Jforex Historical or Jforex live data? (also so you know i've dl'ed your file but im having trouble opening visual jforex. I am currently downloading 6 years of eurusd tick data - probably 8gb worth, but i checked the connecting it seems ok, so I dont know whats going on). Edit: Just got it going - i'll start with VJF historical vs Jforex Historical. Edit2: Nope still having problems - trying to get your file exported to java so I can test both side by side. Keep getting Error #2032. lol
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doczero
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Post subject: Re: historical test in vjforex different from jforex |
Post rating: 0
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Posted: Wed 05 Jun, 2013, 13:16
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User rating: 7
Joined: Wed 04 Jul, 2012, 02:40 Posts: 109 Location: Australia, Melbourne
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Ok - So i've taken your file and output to a java file for testing and there is definately a difference. And that difference seems to be how the stoploss and takeprofit are working. In the VJF your are either having a stoploss of 100 pips, or takeprofit of 50 pips - which works correctly. But in the Jforex Historical - for some reason it goes to a lot smaller (like 0.5) stoploss. One positive - is in both VJF and JForex , for the last month , there are 46 positions (that matches so the entry logic is ok). Its just the stoploss and takeprofit. Can I suggest you kill finalprofit and finalstoploss1 and just use the default variables (defaultstoploss and defaulttakeprofit) these are both global so you can change them when you start the system. The reason I suggest this is because with both finalprofit finalstop you are using a calculation (sum and add) - maybe this is the issue with converting to java. I havent had a chance to go through the system logic or code , and im sorry because I may not get a chance for a day or 2. But I hope this gives you some direction Below is the data from the 2 tests
Attachments: |
St1.java [15 KiB]
Downloaded 361 times
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vjftest.jpg [112.59 KiB]
Downloaded 833 times
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jforextest.jpg [239.02 KiB]
Downloaded 849 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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doczero
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Post subject: Re: historical test in vjforex different from jforex |
Post rating: 0
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Posted: Wed 05 Jun, 2013, 13:27
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User rating: 7
Joined: Wed 04 Jul, 2012, 02:40 Posts: 109 Location: Australia, Melbourne
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Para
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Post subject: Re: historical test in vjforex different from jforex |
Post rating: 0
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Posted: Wed 05 Jun, 2013, 14:19
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User rating: 6
Joined: Fri 12 Apr, 2013, 14:08 Posts: 88 Location: FranceFrance
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There is a big difference bertween the test in Visual JForex and the one in JForex.
When you test in Visual JForex, all positions are closed at the end of the strategy. It is not the case in JForex.
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forexegyptian
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Post subject: Re: historical test in vjforex different from jforex |
Post rating: 0
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Posted: Wed 05 Jun, 2013, 19:56
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User rating: 9
Joined: Sun 18 Dec, 2011, 03:31 Posts: 160 Location: Egypt, Cairo
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i don't want to use defaulttakeprofit or defaultstoploss because i will use many instrument with different takeprofit and stoploss
can visual jforex support solve this issue please
thanks you
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forexegyptian
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Post subject: Re: historical test in vjforex different from jforex |
Post rating: 0
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Posted: Wed 05 Jun, 2013, 19:58
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User rating: 9
Joined: Sun 18 Dec, 2011, 03:31 Posts: 160 Location: Egypt, Cairo
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Para wrote: There is a big difference bertween the test in Visual JForex and the one in JForex.
When you test in Visual JForex, all positions are closed at the end of the strategy. It is not the case in JForex. What is the solution to this problem ?
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forexegyptian
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Post subject: Re: historical test in vjforex different from jforex |
Post rating: 0
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Posted: Wed 05 Jun, 2013, 20:02
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User rating: 9
Joined: Sun 18 Dec, 2011, 03:31 Posts: 160 Location: Egypt, Cairo
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doczero wrote: Ok - So i've taken your file and output to a java file for testing and there is definately a difference. And that difference seems to be how the stoploss and takeprofit are working. In the VJF your are either having a stoploss of 100 pips, or takeprofit of 50 pips - which works correctly. But in the Jforex Historical - for some reason it goes to a lot smaller (like 0.5) stoploss. One positive - is in both VJF and JForex , for the last month , there are 46 positions (that matches so the entry logic is ok). Its just the stoploss and takeprofit. Can I suggest you kill finalprofit and finalstoploss1 and just use the default variables (defaultstoploss and defaulttakeprofit) these are both global so you can change them when you start the system. The reason I suggest this is because with both finalprofit finalstop you are using a calculation (sum and add) - maybe this is the issue with converting to java. I havent had a chance to go through the system logic or code , and im sorry because I may not get a chance for a day or 2. But I hope this gives you some direction Below is the data from the 2 tests thanks you respond. but i don't want to use defaulttakeprofit or defaultstoploss because i will use many instrument with different takeprofit and stoploss ?
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forexegyptian
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Post subject: Re: historical test in vjforex different from jforex |
Post rating: 0
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Posted: Wed 05 Jun, 2013, 20:05
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User rating: 9
Joined: Sun 18 Dec, 2011, 03:31 Posts: 160 Location: Egypt, Cairo
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Please solve this problem
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doczero
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Post subject: Re: historical test in vjforex different from jforex |
Post rating: 0
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Posted: Wed 05 Jun, 2013, 22:43
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User rating: 7
Joined: Wed 04 Jul, 2012, 02:40 Posts: 109 Location: Australia, Melbourne
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Hi Fxegyptian,
using the default stoploss and takeprofit maybe of benefit to you. You know you can change this value when you start the system right?
I think you will find it better like this - if you want to run 3 currencies (say EURUSD / EURJPY / AUDUSD) you run 3 versions of the system on your live account. Each setup different - so for example EURUSD - st1eurusd.java stoploss 50 takeprofit 50. / EURJPY - st1eurjpy.java stoploss 25 takeprofit 50 / AUDUSD - st1audusd.java stoploss 100 takeprofit 10
SO the current code you have, currently only looks at 1 currency pair (default currency). To get your system to look at many sysems at once, is a lot more work and you get the same result as the above way I described. The other advantage with the above method , is you can stop or start one system at a time, instead of all.
I know this may not be what you wanted to see - just give it a try and see if it serves you better
DoC
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forexegyptian
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Post subject: Re: historical test in vjforex different from jforex |
Post rating: 0
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Posted: Thu 06 Jun, 2013, 03:40
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User rating: 9
Joined: Sun 18 Dec, 2011, 03:31 Posts: 160 Location: Egypt, Cairo
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doczero wrote: Hi Fxegyptian,
using the default stoploss and takeprofit maybe of benefit to you. You know you can change this value when you start the system right?
I think you will find it better like this - if you want to run 3 currencies (say EURUSD / EURJPY / AUDUSD) you run 3 versions of the system on your live account. Each setup different - so for example EURUSD - st1eurusd.java stoploss 50 takeprofit 50. / EURJPY - st1eurjpy.java stoploss 25 takeprofit 50 / AUDUSD - st1audusd.java stoploss 100 takeprofit 10
SO the current code you have, currently only looks at 1 currency pair (default currency). To get your system to look at many sysems at once, is a lot more work and you get the same result as the above way I described. The other advantage with the above method , is you can stop or start one system at a time, instead of all.
I know this may not be what you wanted to see - just give it a try and see if it serves you better
DoC ok but default stoploss and takeprofit will calculated it add and subtract because i open pending order with different price so i must modify proft and stoploss sorry for bad english
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