Dukascopy
 
 
Wiki JStore Search Login

Historical Tester: VJFX results differ from JFX results
 Post subject: Historical Tester: VJFX results differ from JFX results Post rating: 0   Post Posted: Thu 12 Dec, 2013, 14:11 
User avatar

User rating: 0
Joined: Wed 20 Nov, 2013, 07:35
Posts: 7
Location: United Kingdom,
Hi,

I have developed a strategy in VJFX (attached). I test it using the historical tester in Visual JForex. When I then run the strategy in the JForex platform (with the view to optimising it) i find that it doesn't take any trades on exactly the same parameters. Why? I assume that the two historical testers should give the same results??

I suspect it could be be related to me closing orders and positions that are not actually open (I do this for two reasons: I close pending orders on each new candle, this is because the I can't get orders to close on time viewtopic.php?f=139&t=50474 and I close open positions after three candles if they have not hit their SL or TP).

Although, it is perhaps bad practice/laziness that close orders/positions that are no longer pending/open, my thinking is why does this cause me problems the whole strategy to fail in JForex, especially when it still trades in Visual JForex?

Is this is known inconsistency between the two historical testers? And, do I definitely need to make sure there are no errors when using JForex?

FYI, in JForex I can see the error message is: java.lang.NullPointerException and I view the java code ands see what if block it relates to, it is definitely down to my closing of pending orders that may in fact have been filled.

thanks


Attachments:
DojiBreakOutv3.vfs [50.99 KiB]
Downloaded 150 times
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.
 
 Post subject: Re: Historical Tester: VJFX results differ from JFX results Post rating: 0   Post Posted: Thu 12 Dec, 2013, 14:45 
User avatar

User rating: 0
Joined: Wed 20 Nov, 2013, 07:35
Posts: 7
Location: United Kingdom,
I've since found that by using "Flow" on the position view, rather than "Cycle End" this problem goes away.

I'm curious, however, why do they two historical testers give different results. ie, in once instance the strategy would run and the other it wouldn't?

regards


 
 Post subject: Re: Historical Tester: VJFX results differ from JFX results Post rating: 0   Post Posted: Tue 24 Dec, 2013, 16:07 
Site Administrator
User avatar

User rating:
Joined: Fri 21 Jun, 2013, 16:50
Posts: 197
Location: FranceFrance
In the Visual JForex tester, all positions are closed at the end of the test (and than commissions deducted), but in the JForex historical tester, the positions are let open.


 

Jump to:  

  © 1998-2025 Dukascopy® Bank SA
On-line Currency forex trading with Swiss Forex Broker - ECN Forex Brokerage,
Managed Forex Accounts, introducing forex brokers, Currency Forex Data Feed and News
Currency Forex Trading Platform provided on-line by Dukascopy.com