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Replies

acrigney
27 Feb 2024, 12:25 ( Updated at: 27 Feb 2024, 12:37 )

RE: RE: RE: RE: RE: Targets different on backtest and live

No mate I have been using tick data for over a year now on all of my bots! And I mainly use the range bars with only the ontick event.

Here is a link to one of my backtest results

https://drive.google.com/drive/folders/1oD0fli5sZ3Fd8pHGYBynoCimvHsrfagZ?usp=drive_link

RJM1 said: 

acrigney said: 

So sorry mate its very very simple, my limit order target pips for my bot is 1 pip and when I run the bot live I usually get around 1 pip successful trade results. However I also get more losing trades in terms of amounts than winners so the bots lose. But on backtest I never get the 1 pip target but usually get 4 pips of more and get a lot more winners than losers!

You can see this from the backtest results. 

PanagiotisCharalampous said: 

acrigney said: 

The target pips for my limit orders is only 1 pip and on live the winning orders are around the 1 pip amount. But on the backtesting the limit orders take much more than that. This might be caused by there being a lot less data on backtesting than on live?

PanagiotisCharalampous said: 

Hi acrigney,

I do not understand what is the issue you are trying to describe here :) Can you elaborate more on your description?

Best regards,

Panagiotis

 

How can we reproduce this?

 

Hello,

It sounds like you're using open price data and not tick data. This would explain why the results are so different. 

Change it under Backtesting settings.

 

 


@acrigney

acrigney
22 Feb 2024, 11:06

RE: RE: RE: Targets different on backtest and live

So sorry mate its very very simple, my limit order target pips for my bot is 1 pip and when I run the bot live I usually get around 1 pip successful trade results. However I also get more losing trades in terms of amounts than winners so the bots lose. But on backtest I never get the 1 pip target but usually get 4 pips of more and get a lot more winners than losers!

You can see this from the backtest results. 

PanagiotisCharalampous said: 

acrigney said: 

The target pips for my limit orders is only 1 pip and on live the winning orders are around the 1 pip amount. But on the backtesting the limit orders take much more than that. This might be caused by there being a lot less data on backtesting than on live?

PanagiotisCharalampous said: 

Hi acrigney,

I do not understand what is the issue you are trying to describe here :) Can you elaborate more on your description?

Best regards,

Panagiotis

 

How can we reproduce this?

 


@acrigney

acrigney
17 Feb 2024, 11:19

RE: Targets different on backtest and live

The target pips for my limit orders is only 1 pip and on live the winning orders are around the 1 pip amount. But on the backtesting the limit orders take much more than that. This might be caused by there being a lot less data on backtesting than on live?

PanagiotisCharalampous said: 

Hi acrigney,

I do not understand what is the issue you are trying to describe here :) Can you elaborate more on your description?

Best regards,

Panagiotis

 


@acrigney

acrigney
08 Feb 2024, 07:01

RE: CTrader crashes loading Renko data with error #2B1DCAC3

Sorry mate its all good now, still working out why my backtest results don't match live trading.

PanagiotisCharalampous said: 

Hi acrigney,

If the issue persists, please let us know steps to reproduce it.

Best regards,

Panagiotis

 


@acrigney

acrigney
19 Jan 2024, 06:53 ( Updated at: 21 Jan 2024, 11:24 )

RE: RE: RE: RE: CBot instance XXX process was unexpectedly terminated.

OK mate I did a submit with the issue but I think I found that if I do a build inside CTrader it will then work. So something was out of sync perhaps with VS and2022 and Ctrader perhaps?

PanagiotisCharalampous said: 

acrigney said: 

I have tried rebuilding the bot several times, is there no way to debug this mate?

acrigney said: 

Thanks mate but I don't see how that is going to help you, maybe if I could send you a stack trace/symbolic dump or something?

The error occurs before the bot gets to debug. I have tried a clean rebuild etc. I just cloned one bot to make changes and it happened after making changes to the clone.  I will reclone again and see if I get the problem again before making any changes.

 

Best Regards,

                       Alistair

PanagiotisCharalampous said: 

Hi there,

Please send us some troubleshooting info and quote the link to this discussion.

Best Regards,

Panagiotis 


 

 

 

Hi Alistair,

Unfortunately I cannot help you since I cannot reproduce this issue. So please follow my suggestion above.

Best regards,

Panagiotis

 


@acrigney

acrigney
19 Jan 2024, 00:12 ( Updated at: 19 Jan 2024, 06:31 )

RE: RE: CBot instance XXX process was unexpectedly terminated.

I have tried rebuilding the bot several times, is there no way to debug this mate?

acrigney said: 

Thanks mate but I don't see how that is going to help you, maybe if I could send you a stack trace/symbolic dump or something?

The error occurs before the bot gets to debug. I have tried a clean rebuild etc. I just cloned one bot to make changes and it happened after making changes to the clone.  I will reclone again and see if I get the problem again before making any changes.

 

Best Regards,

                       Alistair

PanagiotisCharalampous said: 

Hi there,

Please send us some troubleshooting info and quote the link to this discussion.

Best Regards,

Panagiotis 


 

 

 


@acrigney

acrigney
17 Jan 2024, 12:08 ( Updated at: 18 Jan 2024, 14:11 )

RE: CBot instance XXX process was unexpectedly terminated.

Thanks mate but I don't see how that is going to help you, maybe if I could send you a stack trace/symbolic dump or something?

The error occurs before the bot gets to debug. I have tried a clean rebuild etc. I just cloned one bot to make changes and it happened after making changes to the clone.  I will reclone again and see if I get the problem again before making any changes.

 

Best Regards,

                       Alistair

PanagiotisCharalampous said: 

Hi there,

Please send us some troubleshooting info and quote the link to this discussion.

Best Regards,

Panagiotis 


 

 


@acrigney

acrigney
16 Jan 2024, 05:23

Change in data available on backtest, it must be a bug

Sorry I must have a bug!


@acrigney

acrigney
09 Jan 2024, 12:26

All bots broken with this error now

Now all of my bots are doing this, must be my machine or something

And its IMPOSSIBLE TO DEBUG this?


@acrigney

acrigney
20 Dec 2023, 22:21 ( Updated at: 21 Dec 2023, 06:47 )

RE: Installation on linux

Mate any work around for this? Could we install a windows compatible tool on linux that we can run desktop under?

PanagiotisChar said: 

Hi there,

You can't install cTrader Desktop on Linux.

Aieden Technologies

Need help? Join us on Telegram


 

 


@acrigney

acrigney
26 Oct 2023, 01:06

RE: How accurate are range bars

Yes I am doing that, on live demo the trades didn't match the backtest trades. And on range bars you backtest with the range bars you are using, its in the drop down, I didn't know that before either.

firemyst said: 

Run it on Demo, see how the trades are playing out, and re-evaluate your strategy. 

 

Also make sure when running the test simulator that you're using tick data rather than M1 bar data

 


@acrigney

acrigney
24 Oct 2023, 11:50

RE: RE: Trading on Range Bars

acrigney said: 

Thanks mate the problem was that on Range bars I could not use expiry times for my orders. Also on backtesting I could not run all of my ML models in parrallel that use time bars, I have an ensemble of models for them. But I guess they would work on live though but I can't really have bots that you can backtest and bots that you can't. But the Range bar model looks really good on the backtest and I can still ensemble it with other models., I am using a model generaled on the 5 tick range with almost 2 years of data.

PanagiotisChar said: 

Hi there,

If you help us reproduce this, we might be able to spot the issue for you

 

Thanks mate are you saying that I should be able to use orders with expiry times on Range charts? And with backtesting on a 5 pip range, will I get all of the data as my bots missed most of the trades on live that I got during backtesting.


@acrigney

acrigney
20 Oct 2023, 05:41

RE: Trading on Range Bars

Thanks mate the problem was that on Range bars I could not use expiry times for my orders. Also on backtesting I could not run all of my ML models in parrallel that use time bars, I have an ensemble of models for them. But I guess they would work on live though but I can't really have bots that you can backtest and bots that you can't. But the Range bar model looks really good on the backtest and I can still ensemble it with other models., I am using a model generaled on the 5 tick range with almost 2 years of data.

PanagiotisChar said: 

Hi there,

If you help us reproduce this, we might be able to spot the issue for you

 


@acrigney

acrigney
04 Oct 2023, 03:12 ( Updated at: 04 Oct 2023, 05:38 )

RE: 18000% backtesting bot doesn't perform good on live trading

Mate but if we want our code to run on minutes (i.e. not on ticks) then is it legitimate to backtest on minutes. Or should we backtest on ticks but convert the ticks to minute bars? When I capture the data on ticks live its a lot more than what you get on backtesting and I think on minute trading but I need to check.

PanagiotisCharalampous said: 

Hi isabakas,

Make sure that you are backtesting using tick data.

Best Regards,

Panagiotis 

Join us on Telegram and Facebook

 


@acrigney

acrigney
30 Aug 2023, 23:47

Other bugs as well

I don't think this latest version is very stable, my bots often show that they need to be rebuilt and my code builds but the .algo code is not created. Was there another big upgrade?

I am using .net 6 bots with the VS2022 17.5.4 not any preview versions. but I will upgrade now.


@acrigney

acrigney
24 Aug 2023, 03:20

RE: I am getting this problem as well

acrigney said: Hopefully you can put in a hotfix for this asap? Its pretty urgent!!

02/08/2023 10:21:00.000 | CBot instance  crashed with error #FDDE36C4

It seems to be related to loading more data for my bots.

dave.anderson.consulting said: 

Spotware said: 

Dear Marisco,

Thank you for reporting this issue. We were able to reproduce it and and we will fix it in an upcoming update.

Best regards,

cTrader Team

Any workaround for this until your next update?
I can't tell my customer to wait for Spotware to come out with an update someday.

 

 


@acrigney

acrigney
24 Aug 2023, 03:08

I am getting this problem as well

02/08/2023 10:21:00.000 | CBot instance  crashed with error #FDDE36C4

It seems to be related to loading more data for my bots.

dave.anderson.consulting said: 

Spotware said: 

Dear Marisco,

Thank you for reporting this issue. We were able to reproduce it and and we will fix it in an upcoming update.

Best regards,

cTrader Team

Any workaround for this until your next update?
I can't tell my customer to wait for Spotware to come out with an update someday.

 


@acrigney

acrigney
21 Jun 2023, 04:06

RE: copy scam

Guys I was copying some providers on demo accounts and the same thing happened. They were doing really well then they lost the account. I asked Ctrader if they would add a loss catching feature. I have that in all of my bots. I build ML and grid based bots.

b.lazarecki said:

Unfortunately I was testing it with real money and lost over 70% of deposit. When I join copy I didn't see that there are a lot of losing positions already opened. So without opening new ones somehow I ve joined losing ones. Withing 5 hours I've lost more than 70%.

 


@acrigney

acrigney
03 May 2023, 06:26

RE:

Awesome thanks heaps mate, you have really saved my bacon!! What kind of bots do you build? I build ML ones.

firemyst said:

> So sorry gus yes it worked with FullAccess using the launch debugger but it does not work with trying to attach, that is the normal way I try and do it with my bots.

> It says symbols have not been loaded. Looks like you have to specify the location of the symbols but I have never had to do that before.

 

Because everything now runs under its own process, you could have literally hundreds of calgo processes running, and wouldn't know which one to attach to.

The new way of debugging automatically handles that for you. When prompted, select the VS instance you're currently working in (as per the instructions on the web page) making sure you're running it in "debug" mode, and you'll be able to step through the code as per usual.

 


@acrigney

acrigney
03 May 2023, 05:52 ( Updated at: 21 Dec 2023, 09:23 )

RE: RE: RE:

So sorry gus yes it worked with FullAccess using the launch debugger but it does not work with trying to attach, that is the normal way I try and do it with my bots.

It says symbols have not been loaded. Looks like you have to specify the location of the symbols but I have never had to do that before.

firemyst said:

acrigney said:

Thanks mate, the debugger is not launched but the code says it was.

Also when I try and attach it says that no symbols have been loaded for the current document. 

As I said I have been doing this for years but ever since the upgrade to support .net 6 it has never worked.

Here is some sample code.

 

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using cAlgo.API;
using cAlgo.API.Collections;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;

namespace cAlgo.Robots
{
    [Robot(AccessRights = AccessRights.None)]
    public class DummyBot6 : Robot
    {
        [Parameter(DefaultValue = "Hello world!")]
        public string Message { get; set; }

        [Parameter(DefaultValue = "Hello world!")]
        public string Message2 { get; set; }

        protected override void OnStart()
        {
            var result = System.Diagnostics.Debugger.Launch();

            if (result is false)
            {
                Print("Debugger launch failed");
            }
            else if (result is true)
            {
                Print("Debugger launched");
            }

            // To learn more about cTrader Automate visit our Help Center:
            // https://help.ctrader.com/ctrader-automate

            Print(Message);
            Print("onstart");
        }

        protected override void OnTick()
        {
            // Handle price updates here
        }
        
        protected override void OnBar()
        {
            double x = 0, y = 0, z = 0,p =0;
            Print("AddClose");
            for (int j = 0; j < 3; j++)
            {
                x = (float)Bars.ClosePrices.Last(j + 1);
                y = (float)Bars.OpenPrices.Last(j + 1);
                z = (float)Bars.HighPrices.Last(j + 1);
                p = (float)Bars.LowPrices.Last(j + 1);
            }
            Print(String.Format("lengths {0} {1} {2} {3}", x, y, z, p));


           

        }

        protected override void OnStop()
        {
            // Handle cBot stop here
        }
    }
}

PanagiotisChar said:

 

Hi there,

There are clear instructions here

Which step does not work for you?

Aieden Technologies

Need help? Join us on Telegram

Need premium support? Trade with us

 

 

 

You need to follow the instructions. Your code clearly shows you haven't:

 

 


@acrigney