Duplicate Data in MarketSeries

Created at 12 Jan 2017, 01:31
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andi21

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Joined 14.12.2016

Duplicate Data in MarketSeries
12 Jan 2017, 01:31

Dear Spotware Team,

i have found another bug (sadly i still have no reply to my previous found bug...). Look at this screenshot, please:

Index 74 is from PAST-Data and on the first tick Index 75 is opened for the same bar again!

So the PAST-Data ends with Bar 22.11.2016 22:00:00 and NEW-Data begins also with 22.11.2016 22:00:00!

This is not good - my calculations will not be correct if there are duplicate data.

Also Index 74 and 75 do not even have the same Open-Price!

The correct one seems to be Index 74, because in the chart in cAlgo there are NOT two same bars, so there is only one with the open-Price of Index 74.

This problem is not related to only backtesting or optimization or a specific timeframe - it occurs everywhere and everytime.

Please please Team Spotware fix this bug (and hopefully the other bug, too).

Regards,

Andi21

@andi21
Replies

Spotware
15 Jan 2017, 15:00

Thanks Andi21,

We will look into this and follow up should we require any details about your environment. 

Best Regards,

@Spotware

andi21
16 Jan 2017, 11:20

Thanks for your answer Team Spotware.

Meanwhile i have further investigated this problem and found out the source:

- the problem does only occur with timeframes, that opens on one day and closes on the other day, so for example hour, m15 etc. are fine, but the problem occurs with hour12, daily etc.

- the thing is the bars get cut into two pieces, so an example:

  • Backtesting starts at 10.12.2016
  • Hour12-Bar at last index from PAST data opens at 09.12.2016 22:00:00 and closes at the beginning of Backtesting start so at 09.12.2016 23:59:59, so the Hour12-Bar only contains data of these two hours
  • On the first Tick on Backtesting start, so on 10.12.2016 00:00:00, the new data will NOT continue to fill the already started but not finished Hour12-bar from the PAST Data, it will falsely open a new Hour12-Bar which then only will contain the left 10 hours

So i think the previous bar from PAST data should be continued instead of that a new bar is opened.

@andi21
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