Problem on indicator performance

amusleh
03 Nov 2021, 07:58

Hi,

Your Stochastic_Flipe_Sep-30 indicator causing this issue, we can't help you unless you post the code of that indicator.

If an indicator/cBot is causing such as issue the only way you can fix it is to tweak the indicator/cBot code.

kenneyy_eur
05 Nov 2021, 16:38 ( Updated at: 05 Nov 2021, 16:59 )

RE: I have the same issue with cTrader Desktop 4.1 . Can cTrader tell us what criteria they have used in determining if an indicator has performance issues?

Here is my code

    [Indicator(IsOverlay = true, AccessRights = AccessRights.None)]
    public class KF_GHL_v3 : Indicator
    {
        [Parameter("Period", DefaultValue = 10)]
        public int Period { get; set; }

        [Parameter(DefaultValue = "High")]
        public DataSeries SourceH { get; set; }

        [Parameter(DefaultValue = "Low")]
        public DataSeries SourceL { get; set; }

        [Parameter(DefaultValue = "Close")]
        public DataSeries SourceC { get; set; }

        [Parameter("Timeframe", DefaultValue = "Minute5")]
        public TimeFrame Timeframe { get; set; }

        [Parameter(DefaultValue = MovingAverageType.Simple)]
        public MovingAverageType MaType { get; set; }

        [Output("Result")]
        public IndicatorDataSeries Result { get; set; }

        private MovingAverage _smaHigh;
        private MovingAverage _smaLow;

        private int Hld, Hlv;
        private Bars bars;

        protected override void Initialize()
        {
            if(this.Timeframe != this.Chart.TimeFrame)
            {
                bars = MarketData.GetBars(Timeframe);

                while (bars.OpenTimes[0] > Bars.OpenTimes[0])
                    bars.LoadMoreHistory();

                SourceH = bars.HighPrices;
                SourceL = bars.LowPrices;
                SourceC = bars.ClosePrices;
            }

            _smaHigh = Indicators.MovingAverage(SourceH, Period, MaType);
            _smaLow =  Indicators.MovingAverage(SourceL, Period, MaType);
        }

        public override void Calculate(int index)
        {
            var index1 = this.Timeframe == this.Chart.TimeFrame ? index : bars.OpenTimes.GetIndexByTime(Bars.OpenTimes[index]);
            if (index1 < 1) return;

            double close = SourceC[index1];
            double smaHigh = _smaHigh.Result[index1 - 1];
            double smaLow = _smaLow.Result[index1 - 1];

            if (close > smaHigh)
                Hld = 1;
            else
            {
                if (close < smaLow)
                    Hld = -1;
                else
                    Hld = 0;
            }

            if (Hld != 0) Hlv = Hld;

            switch(Hlv)
            {
                case -1: Result[index] = smaHigh; break;
                case 0: Result[index - 1] = double.NaN; break;
                case 1: Result[index] = smaLow; break;
            }
        }
    }

It is simply plotting a moving average line of a higher timeframe than the current chart.  This is needed when trading!

When this indicator is placed onto a XAUUSD M5 chart and set to the following parameters

Period: 272

MaType: TimeSeries

Timeframe : 15 minutes

Then run back test, that's when the issue occurs

PanagiotisCharalampous
08 Nov 2021, 08:27

Hi noppanon,

Please skip the following part of the code during backtesting and let us know if this resolves the issue

                while (bars.OpenTimes[0] > Bars.OpenTimes[0])
                    bars.LoadMoreHistory();

Best Regards,

Panagiotis 

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