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Lávio_Pareschi
08 Nov 2015, 18:16
To add WFO, walk forward optimization, an essential feature to CAlgo, it is a must to speed up the optimization and backtest process.
If compared to Ninja, that has WFO, CTrader optimization is too slow and this is a serious issue.
The good new is that it does not crash as Ninja does.
@Lávio_Pareschi
Lávio_Pareschi
08 Nov 2015, 18:10
To accomplish this very important feature, I think that the backtesting process must be faster.
I have used Ninja that does WFO. And Ninja is much faster than CTrader when doing optimizations and, consequently, WFO. This performance issue is a problem and maybe the reason the CTrader makers did not include WFO in their program in first versions.
@Lávio_Pareschi
Lávio_Pareschi
14 Oct 2015, 22:01
Yes, that was I did.
BUT... the last value tick volume in the OnBar() event is 1 or zero!
The same code in the OnTick() event returns the right tick volume.
Just a code like this:
d = vpfactor * VPike(nrange); // threshold
Print("VOL: {0}, Threshold: {1}", MarketSeries.TickVolume.Last(0), d);
Where Vpike() is just a calculation of the tick volume based on previous bars.
VPike returns ok, because I use MarketSeries.TickVolume.Last(i) with i from 1 to nrage. Not zero, the last value for the current bar.
But the VOL {0} in the Print that whould be the last value tick volume from the current bar... returns usually 1 ... and sometimes 0 if this code is in the OnBar() event.
And now, what is wrong on this?
Lavio
@Lávio_Pareschi
Lávio_Pareschi
14 Sep 2015, 23:11
A bit more to clarify:
private Symbol symbase;
private MarketSeries ms;
symbase = MarketData.GetSymbol("EURUSD");
ms = MarketData.GetSeries("EURUSD", MarketSeries.TimeFrame);
And the error pops up as stated in previous message.
Lavio
@Lávio_Pareschi
Lávio_Pareschi
11 Feb 2016, 18:21
Same problem.
I need to let it running for MANY days, several charts, several robots.
To use VPSs and Clouds, it gets too much expensive.
What a pity if I have to move to other platform.
@Lávio_Pareschi