Charts different when running robot live

cAlgo_Fanatic
14 May 2013, 11:49

Please remove the backtesting cache and see if the issue is resolved. To do this follow the instructions below:

Close cAlgo/cTrader application

Open the folder: \AppData\Roaming:

   Press win key + r

   Type %appdata%

Locate the application cache folder:

   Open the folder cTrader or cAlgo

   Open the folder "Cache"

   Delete ALL the files in the Cache folder.

Restart the application.

TraderM
19 May 2013, 16:28

Hi,

I have deleted the cache but the two computers still show different candles, one with a longer wick (as shown above).

But even if deleting the cache had made the candles the same, why were they different in the first place and which would have been "correct"?

I would really like to understand this issue, as it is important for testing.

Any other ideas why charts are shown differently on different comnputers?

Thanks,

TraderM

TraderM
19 May 2013, 16:46

I have installed cTrader on the Live PC and now we have cAlgo showing a long wick, and cTrader showing a short wick.

Summary:

Short wick on:

 - Live PC (Win 8)  cTrader

 - Dev PC (Vista)  cTrader

 - Dev PC (Vista)  cAlgo

Long wick on:

 - Live (Win 8) PC cAlgo

TraderM

cAlgo_Development
23 May 2013, 12:20

This is very strange. I have several questions:

Does issue appear in backtesting or on a live chart?

Do you use cAlgo and cTrader of the same broker?

TraderM
25 May 2013, 11:33

Hi,

the long wick appears in cAlgo on my Live PC in both the backtesting chart and in the live chart.

(I never really understood these as seperate charts. Just to be sure: For me the live chart is when I click on the "EURUSD" sysmbol and the backtesting chart is when I click on "Backtest" -> "Chart".)

And, yes I only use one broker (but I don't know whether I should mention the name here).

TraderM.

TradingDeveloper
28 May 2013, 11:54

Hello,

I'm experiencing a simillar issue.

I have a calgo robot running live with a static signal. This signal fires on Live but when I backtest the dates where the signal was fired on live there is nothing on the backtest. (I also tried to clear the cache as mentioned but it didn't help)

Also in the backtesting the signal fires for some dates but nothing happened on Live.

I assume there is something wrong with the backtesting.

@cAlgo_Development please let me know if some sort of fix is going to be applied for this kind of issues, its kind of frustrating when backtesting is not exactly what it should be and its difficult to rely on this information.

Some possible useful information: 

- Code is executed OnTick event

- Executing at 1 Minute

Any ideias what could be the issue?

Thanks

cAlgo_Development
04 Jun 2013, 09:32

Can you tell us the name of broker, exact symbol and bar time where such diiference appears.

TradingDeveloper
04 Jun 2013, 20:44

RE:

I made some tests on 2 pcs today using cAlgo, here is what I got:

Symbol: EURJPY

Broker: FxPro

Bar time: 04/06/2013 16:29 and 16:30

Computer 1:

16:29

16:30

Computer 2:

16:29

16:30

We can clearly see some differences on these bars: note the close price and volume at 16:29 and the Open and Volume at 16:30 (Note there is no spike on this bar on Computer 1).

Both computers were running at the same time.

Do you have any explanation for this?

Could this have something to do with the capacity of the computer / Network activity? How are the price movements processed exactly by the calgo client app?

Thanks

cAlgo_Development
06 Jun 2013, 17:30

We have investigated this issue and most probable answer is that bars are a bit different because you use live and demo accounts. Theoretically prices are supposed to be the same or very-very close, but on practice prices for different types of accounts are processed on different physical servers. Although server settings are the same sometimes prices can differ. If you try to use the same account type (do not switch, or completly refresh charts after you switched account) prices will be the same.

TraderM
07 Jun 2013, 16:33

Hi,

but above I posted (#4):

I have installed cTrader on the Live PC and now we have cAlgo showing a long wick, and cTrader showing a short wick.

Summary:

TradingDeveloper
09 Jun 2013, 16:48

RE:

Hi there,

Seems there is still some problem.

For the same times (04/06/2013 16:29 and 16:30) there are still some differences.

This time I cleared cache and I logged in with the same live account in different computers, this is what I have:

Computer 1

Computer 2:

There is still a difference... any ideas?

Thanks

cAlgo_Development
10 Jun 2013, 17:07

We've checkked your bars and can confirm that the reason is the minor difference in prices between live and demo account. To make it similar pleaseensure you do this:

• Open cTrader on PC1
• Login to Live account
• Right click on a chart, press "Refresh" in context menu

• Open cTrader on PC2
• Login to Live account
• Right click on a chart, press "Refresh" in context menu

Prices will be exactly the same after this procedure.

TraderM
14 Jun 2013, 10:36

Hi,

this worked for me, now all my charts are the same, on both accounts (Live and Demo), both PCs (Vista and Win 8) and on both platfroms (cAlgo and cTrader).

TraderM

TradingDeveloper
23 Jun 2013, 00:45

RE:

Hi,

I'm not being able to go back to that date (4/6/2013) so I can't confirm. (The minimum date I can go back with 1Minute is 21st June).

Something I found also is that the backtesting results are not the same as during Live trading. Not talking about differences because of spread or commissions but trades that are fired on Live but not while backtesting the those Live dates.

The robot I'm using uses Ticks for trading not Bars, Is this normal?

Thanks

cAlgo_Development
25 Jun 2013, 12:48

It is normal. We use 1-minute bars to generate ticks within a minute, so exact ticks are not the same as you see in real life. If you robots is based on bars/indicators it's ok, but in your case results may be inaccurate. We plan to provide raw tick data for backtesting in nearest future so you will be able to backtest you strategy with the real ticks.

Baiazid
04 Jul 2015, 05:33

I noticed huge difference between demo and live backtesting (I am using ICMarkets). Deleted all caches and now I backtest on my live account, just to be on the safe side.