Going nuts – PRT Bug?
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- This topic has 10 replies, 4 voices, and was last updated 7 years ago by
mikenew.
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08/17/2017 at 5:49 AM #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
08/17/2017 at 9:20 AM #4332408/17/2017 at 10:01 AM #4332708/17/2017 at 11:44 AM #43348Nicholas
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
08/17/2017 at 2:09 PM #44115Hi,
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…
08/17/2017 at 9:41 PM #4415408/17/2017 at 9:52 PM #44155OK 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
08/17/2017 at 10:09 PM #44157OK … I used the indicator “Up Day” … RETURN open<close … In my backtesting code as follows:
123myUpDay = CALL "Up Day".... rest of code ...GRAPH myUpDay COLOURED (255,0,0) AS "Market Up"Same result as above on a back test
the indicator plots correctly and the GRAPH statement does not.
08/18/2017 at 9:04 AM #44164Yeah 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…
08/18/2017 at 9:07 AM #4416608/18/2017 at 9:10 AM #44167 -
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