Querying historical trades in backtester crashes

Created at 13 May 2014, 06:37
Subscribe
How’s your experience with the cTrader Platform?
Your feedback is crucial to cTrader's development. Please take a few seconds to share your opinion and help us improve your trading experience. Thanks!
AD

adheer

Follow

Joined 13.05.2014

Querying historical trades in backtester crashes
13 May 2014, 06:37

I have a function that calculates the realized profit (of closed trades) generated by the robot. 
The function is called only when a position is closed. It is NOT called by OnTick - so it is not really CPU intensive.

The following code calculates the realized profit. 

double RealizedPL = 0.0;
string tradeLabel = string.Format("hx:{0}", m_Magic);
foreach (HistoricalTrade histTrade in History)
{
     if( histTrade.SymbolCode != Symbol.Code ) continue;
     if( !histTrade.Label.Contains(tradeLabel) ) continue;   
     RealizedPL += histTrade.NetProfit;
}

In the back-tester after few trades, it crashes the cAlgo application and I have to launch the application again. If I comment out the above lines of code, the back-tester works fine without crashing (but I cannot calculated the closed PL).

I works fine in live mode (even if there are hundreds of closed trades) - and the calculations are correct.

Note : The Label.Contains method is used to filter based on "tradeLabel". History.FindAll cannot be used because the Label contains additional data. e.g. "hx:29292:3", "hx:29292:4" etc. 

So the question is - what is causing the back-tester to crash ? And what would be the solution ?

 

 

 

@adheer
Replies

adheer
13 May 2014, 06:56

Here is the crash signature :

Problem signature:
  Problem Event Name:	APPCRASH
  Application Name:	cAlgo.exe
  Application Version:	1.21.34315.47301
  Application Timestamp:	5370b392
  Fault Module Name:	clr.dll
  Fault Module Version:	4.0.30319.17929
  Fault Module Timestamp:	4ffa5753
  Exception Code:	c00000fd
  Exception Offset:	00002cd0
  OS Version:	6.1.7601.2.1.0.256.1
  Locale ID:	1033
  Additional Information 1:	f591
  Additional Information 2:	f591647bb6b16aa45c599c556a2b4760
  Additional Information 3:	6973
  Additional Information 4:	6973df2c28c5c1895f0e64d5565cb52b

 

Also, is there a way to detect whether the robot is running is live-mode or in back-tester mode ?

@adheer

Spotware
13 May 2014, 09:02

Unfortunately we cannot reproduce this issue. We kindly ask you to send us the source code of your cBot. We will use it for debugging purposes only.

Also, is there a way to detect whether the robot is running is live-mode or in back-tester mode ?

You can use IsBacktesting property to check that cBot is running in backtesting.

@Spotware

AlexanderRC
30 Aug 2014, 20:17

RE:

adheer said:

Note : The Label.Contains method is used to filter based on "tradeLabel". History.FindAll cannot be used because the Label contains additional data. e.g. "hx:29292:3", "hx:29292:4" etc. 

As a general suggestion, you can also use the comment property of a position to store some data.

@AlexanderRC
Copyright © 2024 Spotware Systems Ltd. All rights reserved.
The services provided by Spotware Systems Ltd. are not available to citizens or residents of the USA. Neither is the information on our websites directed toward soliciting citizens or residents of the USA.