Copy Window / Paste Window --> SPR difference

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StratMan
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Copy Window / Paste Window --> SPR difference

Postby StratMan » 07 Aug 2013

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,

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Andrew MultiCharts
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Re: Copy Window / Paste Window --> SPR difference

Postby Andrew MultiCharts » 08 Aug 2013

Hello Christian,

Few questions to start:
  1. Do you paste the chart window right after you create the original one or you wait for some time?
  2. What is the data source?
  3. Was the data on the chart collected in real-time or it is historical data?
  4. What is selected in File -> Preference -> Data Server Mode?

StratMan
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Re: Copy Window / Paste Window --> SPR difference

Postby StratMan » 08 Aug 2013

Hello Andrew,

[*]Do you paste the chart window right after you create the original one or you wait for some time?
The Copy/Paste is done right after I create the first one.
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.
[*]What is the data source?
In that case I'm talking about lmax data source, but as you know, I see the same problem with iqfeed...
But one more time, the data are always correct, and all the trades have the correct /time/entry/exit in both charts.
[*]Was the data on the chart collected in real-time or it is historical data?
Data are collected in real-time only.
[*]What is selected in File -> Preference -> Data Server Mode?
"Online" and "Download missing historical data" are the 2 selected items.

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...

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Andrew MultiCharts
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Re: Copy Window / Paste Window --> SPR difference

Postby Andrew MultiCharts » 14 Aug 2013

One more question:
QuoteManager -> Tools -> Data Sources -> LMAX -> Settings -> Is "Cache downloaded quote files" box checked?

StratMan
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Re: Copy Window / Paste Window --> SPR difference

Postby StratMan » 14 Aug 2013

One more question:
QuoteManager -> Tools -> Data Sources -> LMAX -> Settings -> Is "Cache downloaded quote files" box checked?
No, the box is blank.

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Andrew MultiCharts
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Re: Copy Window / Paste Window --> SPR difference

Postby Andrew MultiCharts » 15 Aug 2013

  • Do you use IOG in any of your signals?
  • Does your script reference any additional data series?
  • What is the chart resolution?

StratMan
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Re: Copy Window / Paste Window --> SPR difference

Postby StratMan » 15 Aug 2013

[*]Do you use IOG in any of your signals?
No.
[*]Does your script reference any additional data series?
No, only one data series.
[*]What is the chart resolution?
5 range bars.

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Andrew MultiCharts
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Re: Copy Window / Paste Window --> SPR difference

Postby Andrew MultiCharts » 21 Aug 2013

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:
  1. The workspace to reproduce the situation.
  2. Export of used symbol (without data) from QuoteManager in .qmd archive,
  3. The exported signal with all dependent functions that isused on the workspace.


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