Going nuts – PRT Bug?

Forums ProRealTime English forum ProOrder support Going nuts – PRT Bug?

Viewing 11 posts - 1 through 11 (of 11 total)
  • #43306

    Please see attached image.

    In my strategy a stop can be triggered if it is an Up (O<C) or a Down (O>C) bar….. I’ve been reviewing the results of the strategy on several markets and have found that in about 10% of trades the software returns an incorrect result for OPEN>CLOSE on bars where it is important.

    See attached image. The code in the indicator is simply RETURN OPEN<CLOSE

    HELP!

    This makes this software unusable for me …. What could be going on ? I’ve reported it as a technical issue a day ago and haven’t heard anything back yet.

    Anyone experience anything similar?

    The markets where it is happening is the DOW, NIKKEI and ASX 200

    #43324

    Use the function for technical support of the platform and send PRT a message (if this is not what you have down already). PRT is not super fast in replying. Sometimes it took me 2-3 days to receive a reply.

    God luck!

    #43327

    What could be going on ?

    Dunno! At least, please share with us more information in order to replicate the problem (code used, broker, EOD or live version, timeframe, instruments, date and time of the bugs, etc.).

    #43348

    Nicholas

    Here’s the info you requested:

    Code used:   return open<close

    broker:   IG

    EOD or live version:   Not sure how to tell?

    Timeframe:     4 hourly

    Instruments: STXE …. EU Stocks 50 Cash (EUR1 Contract)

    Date and time of the bugs: 8-Apr-16 at 05:00, 09, 13 at 17:00    was the image I attached.

    Let me know if you would like anything else

    #44115

    Hi,

    I just tried it on IG 4h, these 4 bars are shown correctly as up with code “return open<close” (screen capture attached), so can’t reproduce the problem…

    However, sorry but I have to ask, I can’t help but notice your histogram window where it says “up/down bar indicator” is in a weird place for an indicator, so it brings up the following 2 possibilities:

    • either this window is indeed the display from a piece of probuilder code “return open<close”, separate from your backtest longer code, and you moved yourself this probuilder window “above” the price in the middle of the proorder/backtests windows, and it’s just a coïncidence to see it where the potential “graph” window of a probacktest should be…
    • … or it is indeed a probacktest “graph” window of a condition “c = open<close” “graph c” (or whatever else than “c” you would have named the condition), in which case there could be something else in your probacktest code, like a “if onmarket then…” statement, messing up with the value 0 or 1 of said condition “c”… (all the more a possibility that the only bars messed up in your chart are those when a position is open)

    And if it is the second choice, then the bug search would need to move on to somewhere else inside the backtest code…

    Just wrote a long piece of text for nothing if your window was indeed a probuilder one, but just in case it wasn’t, then…

    #44154

    Yes Noobywan, my apologies – that explanation was sloppy on my part… Very well spotted !!! … it is inside the backtest…. the line of code is

    GRAPH open<close COLOURED (255,0,0) AS “Market Up”

     

    #44155

    OK so I’ve added the indicator to the bottom of the image .. everything else same as above

    The top is the back test output which is incorrect …..  GRAPH open<close COLOURED (255,0,0) AS “Market Up”

    The bottom is the simple indicator which is correct …. RETURN open<close

    So backtester is throwing an error though I don’t think it can be due to the rest of the code as 1. this line is independent from all other lines ie doesn’t use any variable and 2. it is out side any conditional statements

     

    #44157

    OK … I used the indicator “Up Day” … RETURN open<close … In my backtesting code as follows:

    Same result as above on a back test

    the indicator plots correctly and the GRAPH statement does not.

     

    #44164

    Yeah there’s enough there to go nuts… And to make it worse, it works for me, I tried a dummy backtest  adding the GRAPH open<close COLOURED (255,0,0) AS “Market Up” independant line, and it’s as ok as the indicator, so I still can’t reproduce the problem (see attached). If there’s really no interference from your backtest, I’m running out of ideas…

     

    #44166

    Make sure GRAPH is not in a conditional block. Did you try to make a simple variable in your probacktest and GRAPH it instead of using a CALL instruction?

     

    #44167

    Thanks Guys I’ll wait for PRT technical to get back to me

    I’ve tried both

    GRAPH open < close

    and

    GRAPH myUpDay   // user indicator

     

     

Viewing 11 posts - 1 through 11 (of 11 total)

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