arkadi
05 Jan 2015, 04:16

RE: RE:

Another words, if I use MarketSeries.Close[index] series in Calcaulate(index), then I should use rsi.Result.Last(1) but not rsi.Result.LastValue, which is not known yet. Is it true?

arkadi
05 Jan 2015, 04:09

RE:

It seems to be related to MarketSeries data. If I use Market.Series.Open[index] series in Calculate(index) method, than OnBar() gets almost the same values as the indicator calculates. I guess using MarketSeries.Close[index] series is not appropriate because it is ahead of OnBar() which is called on opening the bar and hence, close values are not known yet. Is that correct?

arkadi
05 Jan 2015, 03:41 ( Updated at: 21 Dec 2023, 09:20 )

Hello, this is a nasty bug related to cAlgo cBot not returning correct results from a custom indicator. Below are two screenshots demonstrating the problem:

As you see the correct result from the custom RSI indicator are 0 from 21:00 on 01/01/2015. But the cBot returns completely different numbers! See the screenshot below:

cBot initializes the indicator correctly as can be seen by comparing the values prior to 21:00. After 21:00 the cBot calls onBar() which outputs "rsi.Result[index] = value" string. The Calculate(index) function of the indicator outputs "dd/MM/yyy HH:/mm/ss.fff: Result[index] = value" string. Any ideas? Is it known? Any chances that it will be fixed soon? Thank you!