Problems with Backrun and Optimization functions in cAlgo

ctid299233
23 Feb 2017, 17:08 ( Updated at: 21 Dec 2023, 09:20 )

RE:

alcipopp said:

Dear Support Member , 

 

I am a regular user of the cAlgo platform for writing robots for market trading, and there is a particular problem that I would like to ask you about. 

I have written many different algos of different complexities, but sometimes when I run some of them on a histoical backrun, the Equity line (the yellow line) will all of a sudden out of the blue just go straight down. When this happens the yellow line becomes completely straight and on a 45 degree angle, no longer following the typical pattern of trading with ups and dows.  So after the backrun ,  when I clicked on the smooth part of the yellow line , I found that for some reason, the backrun system got stuck  on the one candle and basically fed the same candle to the robot over and over again, making the same continuous and smooth loss 1000s of times over . 

This problem occurs on all algos that I have written and can occur on any timeframe. For some reason, the backrun system of cAlgo gets stuck on the one candle and trades that candle over and over again as if time stands still. It is similar to one of those broken records that keeps playing the same few seconds of music over and over again.  

I am not sure why this is happening with the backrun, but it really makes it hard to optimize my scripts.  

For the backrun I am using tick data as it is more accurate.  Please see a picture below. 

 

As you can see from the picture, the algo runs good for a short while at the top left hand corner and then the line just goes straight down.  

Secondly , I have also tried to use the Optimization function of cAlgo, but this also doesn't work. Even I try to optimize just one parameter at a time, when I click on the start button, it will simply count a few seconds of time elapsed and then the start button reactivates as if to say it has finished optimizing. It simply doesn't work. But given that the backrun doesn't work, I am not surprised that Optimization doesn't work.  

So as a first step, could you please suggest how to fix the backrun, this is the minimum I need in order to continue using cAlgo.    

 

Kind Regards,  

 

Al Popp 

 

 

 

 

 

 

ctid299233
23 Feb 2017, 17:11

It happend to me as well, except the trend would go up at a ridiculous speed - same reason, multiple trades within same candle. This happens only when using tick data - is it because tick data is corrupt and repeats values maybe?

Thank you!

galafrin
24 Feb 2017, 00:36

Watch out tick data

Hi,

Tick data could be of singular value , for instance large negative spread , even corrupt in part, then I would recomand to try M1 open price option which are generally safe , even other broker data because some are better than others on ticks, then try to detect from wich date it begun to loop . Indeed there are some issues with Backtesting actually.