Hello,
A signal applied to a chart, generates 777 trades on backtest mode.
I made a Copy/Paste of this chart Window/Signal and I noticed that the copy is identical except for one trade whose size is +/- 1 unit of difference.
By repeating this operation, I found that this difference of one unit relates to one trade on 777, but never the same trade.
It is clear that this error is very small in relation to the overall result, but I'd like to understand the origin of this error.
Below is the code that determines the size of the position:
Entry_Price = Close ;
iSL = HHP + (iSL_Size*10/PriceScale);
CurrentStopLoss = iSL ;
value1 = (CurrentStopLoss-Entry_Price)*PriceScale/10; //nb de pips
value2=10000/BigPointValue;
if value1 > 0 then Sizing = IntPortion(value2*MaxRisk/value1)
Do you have any ideas on the issue and/or solutions for this problem?
Thanks in advance,
Copy Window / Paste Window --> SPR difference
- Andrew MultiCharts
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Re: Copy Window / Paste Window --> SPR difference
Hello Christian,
Few questions to start:
Few questions to start:
- Do you paste the chart window right after you create the original one or you wait for some time?
- What is the data source?
- Was the data on the chart collected in real-time or it is historical data?
- What is selected in File -> Preference -> Data Server Mode?
Re: Copy Window / Paste Window --> SPR difference
Hello Andrew,
And that's why all the trades are identical, with the same trades at the same time, the same entry price, the same exit price and the same total number of trades.
But one more time, the data are always correct, and all the trades have the correct /time/entry/exit in both charts.
This problem is already mentioned on the previous thread
http://www.multicharts.com/discussion/v ... =1&t=40944
The only difference being I replaced the "Round" function by "IntPortion" function...
The Copy/Paste is done right after I create the first one.
[*]Do you paste the chart window right after you create the original one or you wait for some time?
And that's why all the trades are identical, with the same trades at the same time, the same entry price, the same exit price and the same total number of trades.
In that case I'm talking about lmax data source, but as you know, I see the same problem with iqfeed...[*]What is the data source?
But one more time, the data are always correct, and all the trades have the correct /time/entry/exit in both charts.
Data are collected in real-time only.[*]Was the data on the chart collected in real-time or it is historical data?
"Online" and "Download missing historical data" are the 2 selected items.[*]What is selected in File -> Preference -> Data Server Mode?
This problem is already mentioned on the previous thread
http://www.multicharts.com/discussion/v ... =1&t=40944
The only difference being I replaced the "Round" function by "IntPortion" function...
- Andrew MultiCharts
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Re: Copy Window / Paste Window --> SPR difference
One more question:
QuoteManager -> Tools -> Data Sources -> LMAX -> Settings -> Is "Cache downloaded quote files" box checked?
QuoteManager -> Tools -> Data Sources -> LMAX -> Settings -> Is "Cache downloaded quote files" box checked?
- Andrew MultiCharts
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Re: Copy Window / Paste Window --> SPR difference
- Do you use IOG in any of your signals?
- Does your script reference any additional data series?
- What is the chart resolution?
Re: Copy Window / Paste Window --> SPR difference
No.[*]Do you use IOG in any of your signals?
No, only one data series.[*]Does your script reference any additional data series?
5 range bars.[*]What is the chart resolution?
- Andrew MultiCharts
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Re: Copy Window / Paste Window --> SPR difference
Thank you for your answers, Christian. Unfortunately i have to ask you to provide me with some files, since we failed to reproduce it on our end. The script you provided above cannot be compiled, it lacks few couple of variables.
Could you upload the following files:
Could you upload the following files:
- The workspace to reproduce the situation.
- Export of used symbol (without data) from QuoteManager in .qmd archive,
- The exported signal with all dependent functions that isused on the workspace.