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MartSmart
18 Jan 2017, 12:03

RE:

Yes I have the same experience and it took me many hours to find out that it is a bug in the tool (actually there are multiple bughs related to using multi-timeframe indicators during backtesting/optimization). Now I'm spending hours trying out to workaround the issue but I have no luck yet.

The bug seems causing various time frames to lose various amount of historical data - i.e. each market serie has different length - and some of them are even missing. It is not completely random (as the same error can be reproduced with the same results) but it is difficult for me to find the correlation between the robot timeframe and indivcator timeframe(s) to be able to predict which of them will be affected and how much.

Spotware - are you working on fixing this issue? It is quite critical one as it invalidates the optiomization results completely and prevents from effective backtesting as well

Thank you


@MartSmart

MartSmart
14 Jan 2017, 11:45

Dear Spotware

could you share your view on this issue and confirm if you plan to fix it and possibly when? I'm also struggling with getting right data during optimization of multi-timeframe algos

Thank you!


@MartSmart

MartSmart
13 Jan 2017, 22:17

I noticed the same issue and was struggling days to find out why optimization gives totally different results to backtesting until I've found this thread. It is very unfortunate that the application does not even indicate that some data is missing and presents incorrect results. Could you please work on fixing this bug with a high priority? I believe that many other traders might be using multi-timeframe algos and get mislead by the simulation. It is really a serious issue. What's the current status and ETA? Thank you!
@MartSmart