Possible bug with backtesting

PanagiotisCharalampous
27 Apr 2020, 11:31

Hi chay,

This is the indicator's problem. It doesn't load enough data to display values in past dates. To work properly on backtesting the programmer has to reprogram it so that it gets enough data from the other timeframes in order to properly display values for past dates.

Best Regards,

Panagiotis 

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chay
27 Apr 2020, 11:43

RE:

Hi Panagiotis,

Thanks for your reply. Let me raise it with the indicator creator.

Perhaps you might have a few comments on how that might be achieved? Only if you have time, thanks.

PanagiotisCharalampous
27 Apr 2020, 12:04

Hi chay,

I will fix this for you as soon as I find some time :)

Best Regards,

Panagiotis 

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chay
06 May 2020, 23:23

RE:

Panagiotis, thanks - Perhaps in the meantime you might give some suggestions of your thoughts how you are planning to proceed?

I could research the topics myself and possibly write some code to assist? It would also allow me to increase my knowledge of the platform, which is always a good thing.

Thanks again,

Chay

PanagiotisCharalampous
07 May 2020, 09:21

Hi Chay,

In principle what needs to be done is to load more bars for the other timeframe you are trying to use until data is loaded for the bar under calculation. Below the solution I provided to a similar problem

using System;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;

namespace cAlgo.Indicators
{
    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC)]
    public class ematf : Indicator
    {
        [Parameter("MA TF")]
        public TimeFrame matf { get; set; }

        [Parameter("Period")]
        public int emaper { get; set; }

        [Output("EMA TF", Color = Colors.White)]
        public IndicatorDataSeries main { get; set; }

        Bars bars;

        protected override void Initialize()
        {

            bars = MarketData.GetBars(matf);
        }

        public override void Calculate(int index)
        {
            while (double.IsNaN(bars.ClosePrices[bars.OpenTimes.GetIndexByTime(Bars.OpenTimes[index])]))
            {
                bars.LoadMoreHistory();
            }
            var ma1 = Indicators.ExponentialMovingAverage(bars.ClosePrices, emaper).Result;
            //get time
            var charttime = Bars.OpenTimes[index];

            //get index
            var idx1 = bars.OpenTimes.GetIndexByTime(charttime);

            main[index] = ma1[idx1];


        }

    }
}

Best Regards,

Panagiotis 

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