Dukascopy
 
 
Wiki JStore Search Login

Problem with opening orders other then EUR/USD
 Post subject: Problem with opening orders other then EUR/USD Post rating: 0   New post Posted: Tue 02 Jun, 2015, 11:47 
User avatar

User rating: 0
Joined: Sun 01 Feb, 2015, 22:49
Posts: 81
Location: RomaniaRomania
Hi,


1. Open project
2. Test it with EUR/USD; orders are created
3. Test it with GBP/USD; orders are Not created.

4. Change variable tradeInstrument and use defaultInstrument
5. Orders can be created for both EUR and GBP.

For me it looks like there is a problem if a different variable is used, other then defaultInstrument.

Cheers,
mosu_d


Attachments:
Default_1.05.vfs [32.64 KiB]
Downloaded 72 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: Problem with opening orders other then EUR/USD Post rating: 0   New post Posted: Thu 04 Jun, 2015, 09:20 
Visual JForex expert at Dukascopy
User avatar

User rating: 288
Joined: Thu 18 Apr, 2013, 09:26
Posts: 1496
Location: Switzerland, Geneva
Hi,

If you used the "default instrument" variable in your strategy then changing this will automatically allow the historical tester to display your trades in the asked default instrument.
If you did not use the variable Default instrument, the historical tester will keep asking about the instrument to be used and will display the EURUSD by default, but the strategy wil consider the requested instrument.


Attachments:
Sample.vfs [22.98 KiB]
Downloaded 68 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: Problem with opening orders other then EUR/USD Post rating: 0   New post Posted: Thu 11 Jun, 2015, 15:16 
User avatar

User rating: 0
Joined: Sun 01 Feb, 2015, 22:49
Posts: 81
Location: RomaniaRomania
Hi,

Updated project to make it more clear and simple to reproduce.
Added more reproduction steps:

1. Open newly updated Default_1.05.vfs
2. Observe the defaultInstrument variable. Global = false, Start value = EUR/USD
3. Observe a new variable group called Global vars
4. Observe the tradeInstrument variable. Global = true, Start value = GBP/USD

5. Run strategy, Open Historical Tester
6. Observe defaultInstrument is not present, tradeInstrument is present = GBP/USD

7. Run Strategy, Range = Last Week
8. Historical tester opens EUR/USD
instead of GBP/USD

9. Wait for it to simulate 2 day or more
10. Press Close;
11. Check Report
Positions Total: 0
so no positions were opened even on GBP/USD
assuming the strategy continued to work on GBP/USD in the background.

12. Update variable tradeInstrument = EUR/USD
13. Run Strategy, Range = Last Week
14. Historical tester opens EUR/USD
15. Wait for it to simulate 2 day or more
16. Check Report
Positions Total: NOT 0

For me it looks like there is a problem if a different variable is used, other then defaultInstrument.

Cheers,
mosu_d


Attachments:
Default_1.05.vfs [31.49 KiB]
Downloaded 73 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: Problem with opening orders other then EUR/USD Post rating: 0   New post Posted: Tue 16 Jun, 2015, 16:44 
Visual JForex expert at Dukascopy
User avatar

User rating: 288
Joined: Thu 18 Apr, 2013, 09:26
Posts: 1496
Location: Switzerland, Geneva
Hi there,

Sorry for the delayed answer.

Actually there is a confusion in your test case:
The Global variable option is a way to DISPLAY variables for quick modification before launching a test. If you set the defaultInstrument variable from global=True to False this DOES NOT mean that you remove it from DEFAULT variables. you just removed it from the popup window.

Beside your testing efforts which are very much appreciated, can you please tell us the idea behind such test script ? Are you trying to develop a multi-Instrument strategy ? Or just switching from an instrument to another when testing ??

Thanks


 
 Post subject: Re: Problem with opening orders other then EUR/USD Post rating: 0   New post Posted: Thu 18 Jun, 2015, 09:05 
User avatar

User rating: 0
Joined: Sun 01 Feb, 2015, 22:49
Posts: 81
Location: RomaniaRomania
Hi,

In short, yes, I am attempting to crate a strategy with multiple instruments.

I did a Controller strategy that called multiple components with different input parameters.
One of the parameters was tradeInstrument used to select a different pairs.

The problem is that the components did not work for any other value except EUR/USD. This lead me to troubleshoot the components again and raise this thicket.

After updating the components again to use defaultInstrument instead of tradeInstrument they worked ok.

This makes the product counter intuitive and I lost a lot of time just to understand the...''hacks".



Another example is the the Position Viewer component that takes as input an array of Positions.
But it does not work if you create your own Positions array,
you have to use the Position Info / All Positions.

This makes me use very colorful language while developing.


Another example to make my point is that I did not find a definition for
-global variables
-non global variables (they don't even have a name)
-now you introduce DEFAULT variables, which I suppose have a special rank...? (probably the Variable Group named Default Variables)

Cheers,
mosu_d


 
 Post subject: Re: Problem with opening orders other then EUR/USD Post rating: 0   New post Posted: Wed 01 Jul, 2015, 00:56 
User avatar

User rating: 0
Joined: Sun 01 Feb, 2015, 22:49
Posts: 81
Location: RomaniaRomania
Hi,

Any update?

Cheers,
mosu_d


 
 Post subject: Re: Problem with opening orders other then EUR/USD Post rating: 0   New post Posted: Wed 01 Jul, 2015, 14:12 
Visual JForex expert at Dukascopy
User avatar

User rating: 288
Joined: Thu 18 Apr, 2013, 09:26
Posts: 1496
Location: Switzerland, Geneva
Hi,

Can you please attach your strategy so that we can check it ?

The historical tester in VJF works only with the default variable used: If you set the default variable to GBPUSD you'll see a historical tester window with GBPUSD prices.
If your strategy is using several instruments, don't expect several historical windows on several currency pairs to be opened. The only way to test such strategies in using Jforex platform by exporting the strategy.
When launched in real-time mode from VJF, a strategy subscribed to several instruments will trade on several instruments.
Default parameters are the parameters that are used by default (if not changed) by the strategy:
Default instrument EURUSD
Default Period: 10mn
Default slippage 5pips
etc

the entire list of the default parameters is available in the section "Default Variables" in the left side.

Global variable as explained previously are varaibles that are set to be displayed later in a pop up window for quick changes when needed. So basically the user can change the value attributed to such variables straight from this popup window without going back to the code and changing it.


Thanks


 

Jump to:  

cron
  © 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