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ctid299233
02 Mar 2017, 17:35
Clean tick data anyone?
Hi @Spotware,
I found the same, several days with tick data repeated within the same minute even 50 times and backtests takes all these trades, resulting in very inacurate results.
It's just a matter of cleaning those days out.
Does anyone have clean tick data, maybe in CSV, maybe from another provider?
Thank you!
@ctid299233
ctid299233
25 Feb 2017, 19:54
RE:
hichem said:
Actually yes.
http://www.myfxbook.com/members/hichem_scyware/scyware/646388
I was about to buy the Scyware Hedged Grid... But it looks like this is only working sometimes and would bust your account eventually. I guess that's why you deleted your system on MyFXBook, right?... The URL above says: "Sorry, but this system was deleted by it's creator."
@ctid299233
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!
@ctid299233
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
ctid299233
22 Feb 2017, 23:32
Any update on a working link please?
This one is a 404 not found: /algos/robots/show/271
Thanks!
@ctid299233
ctid299233
03 Mar 2017, 18:43
Any update on this issue?
The indicators used in cBots show different entry and exit trade points than the same indicator in cTrader. Why?
Can an indicator be shown in cAlgo, so that I can manually check if the backtesting signals are correct?
@ctid299233