Some signals disappear after switching off and on strategy

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valentin2811
Posts: 11
Joined: 05 Jan 2015

Some signals disappear after switching off and on strategy

Postby valentin2811 » 05 Aug 2016

Hello.
I'm using strategy on tick chart with 3 data (400, 1600, 6400 ticks). I'm working on realtime with quik adapter.
I have several signals which are disappeared after switching off and on strategy.

It mean that strategy recalculate data and it different after reload.
Why? How to correct it?



multicharts 9.1

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TJ
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Re: Some signals disappear after switching off and on strate

Postby TJ » 05 Aug 2016

Hello.
I'm using strategy on tick chart with 3 data (400, 1600, 6400 ticks). I'm working on realtime with quik adapter.
I have several signals which are disappeared after switching off and on strategy.

It mean that strategy recalculate data and it different after reload.
Why? How to correct it?



multicharts 9.1

Did you reload the data?

valentin2811
Posts: 11
Joined: 05 Jan 2015

Re: Some signals disappear after switching off and on strate

Postby valentin2811 » 06 Aug 2016

No I do not reload data. Do not close workspace.
Only strategy.

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TJ
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Re: Some signals disappear after switching off and on strate

Postby TJ » 06 Aug 2016

One of two things can change the outcome -- either the data, or the code.

If the data has not changed, then it is the code.


You have to check your code;
there must be logics in your code that can trigger intra-bar decisions.

Note: although you have not reloaded the data, the data is actually different,
because you are omitting the real-time intra-bar movements.


I can't tell you more without looking at the code.


Go to wiki and look up these articles:

- Backtesting vs Live Trading
- Understanding Backtesting
- Why is Data Playback strategy performance different from Backtesting results?
- Intra-bar Price Movement Assumptions
- Understanding Precise Backtesting
- Realtime-History Matching


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