IntrabarOrderGeneration calculation Bug?

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SUPER
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IntrabarOrderGeneration calculation Bug?

Postby SUPER » 26 May 2008

I ran following code as an indicator and then same code as a strategy to compare output and was amazed to find that with intrabarorergeneration setting in a strategy the results of the strategy and indicator do not match at all.

Sounds like a major bug with IntraBarOrderGeneration.

Will appreciate comments.

Indicator Code:

Code: Select all

Inputs: Price(H+L/2),Len(10),FMult(10);
Vars: MaxH(0),MinL(0),Fish(0);

MaxH = Highest(Price,Len);
MinL = Lowest(Price,Len);

Value1 = 0.33*2*((Price -MinL)/(MaxH-MinL)-.5)+.67*Value1[1];
If Value1 > .99 then Value1 = .999;
If Value1 < -.99 then Value1 = -.999;

Fish = .5*Log((1+Value1)/(1-Value1))+.5*Fish[1];


Plot1(Fish, "Fisher");


Strategy Code:

Code: Select all


[IntrabarOrderGeneration = true]

Inputs: Price(H+L/2),Len(10),FMult(10);
Vars: MaxH(0),MinL(0),Fish(0);

MaxH = Highest(Price,Len);
MinL = Lowest(Price,Len);

Value1 = 0.33*2*((Price -MinL)/(MaxH-MinL)-.5)+.67*Value1[1];
If Value1 > .99 then Value1 = .999;
If Value1 < -.99 then Value1 = -.999;

Fish = .5*Log((1+Value1)/(1-Value1))+.5*Fish[1];


Print(Fish);

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Marina Pashkova
Posts: 2758
Joined: 27 Jul 2007

Postby Marina Pashkova » 27 May 2008

Hi SUPER,

The problem you are describing has been confirmed as a bug.
Thank you for reporting!

It will be fixed in one of the future MC versions.

Regards.

SUPER
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Postby SUPER » 27 May 2008

Marina,

Thanks for your feedback. I sincerely hope that this bug gets fixed in your next week release. Intrabarordergeneration capability is of little use until then.

It would be practical and time saving if bug list is released soon, it would save lot of time and effort in trying to re-discover bugs that are already know.


Regards
SUPER

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Marina Pashkova
Posts: 2758
Joined: 27 Jul 2007

Postby Marina Pashkova » 29 May 2008

Hi Super,

The 3.1 is basically ready to be released, so we simply Haven't had the time to implement the IOG fix in this coming version.

We are planning to fix the bug in the next 3.2 version.

Regards.

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MC_Prog
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Postby MC_Prog » 31 May 2008

The 3.1 is basically ready to be released, so we simply Haven't had the time to implement the IOG fix in this coming version.

It makes sense to release a 3.1 that is already "in the can".

I would suggest, however, that the IOG fix might be a good thing to subsequently release all on it's own (rather than bundled with a bunch of other stuff). That way, any ripple effects from changing the IOG code (which is foundational, after all) will be isolated and any further unforseen problems in this area can be detected and dealt with most easily.

SUPER
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Postby SUPER » 01 Jun 2008

Hi Super,

The 3.1 is basically ready to be released, so we simply Haven't had the time to implement the IOG fix in this coming version.

We are planning to fix the bug in the next 3.2 version.

Regards.


Marina,

It may be to soon to ask, any idea when 3.2 will be released?

Regards

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Marina Pashkova
Posts: 2758
Joined: 27 Jul 2007

Postby Marina Pashkova » 05 Jun 2008

Marina,

Thanks for your feedback. I sincerely hope that this bug gets fixed in your next week release. Intrabarordergeneration capability is of little use until then.

It would be practical and time saving if bug list is released soon, it would save lot of time and effort in trying to re-discover bugs that are already know.


Regards
SUPER


Wrong calculation of strategies in the IOG mode has been fixed in the 3.1 beta version released yesterday, June 4.

Regards.


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