MHBB
25 Jun 2018, 17:48

Thanks for the clarification Panagiotis

MHBB
25 Jun 2018, 17:06

Hi Panagiotis, thanks for the reply

Now I understand the problem, I was calculating my custom RSI in a cbot and not an indicator, so the data was different

Can you explain to me why Indicators Calculate on every index, example

244031
244032
244033
244034
244035
244036
244037
244038
244039
244040
244041
244042

.....

Code example

using System;
using cAlgo.API;
using cAlgo.API.Internals;
using cAlgo.API.Indicators;
using cAlgo.Indicators;
using System.IO;
using System.Text;

namespace cAlgo
{
    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.FullAccess)]
    public class indexTest : Indicator
    {
        [Parameter(DefaultValue = 0.0)]
        public double Parameter { get; set; }

        [Output("Main")]
        public IndicatorDataSeries Result { get; set; }

        StreamWriter log = new StreamWriter("c:/testIndicator.txt", true, Encoding.ASCII, 0x10000);

        protected override void Initialize()
        {
        }
        public override void Calculate(int index)
        {
            log.WriteLine(index);
            log.Flush();
        }

        public void Close()
        {
            log.Close();
        }
    }
}

But cBots don't calculate on every index, for example when I log every tick I get this:

244031
244039
244041
244043
244045

using System;
using System.Linq;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using cAlgo.Indicators;
using System.IO;
using System.Text;

namespace cAlgo.Robots
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.FullAccess)]
    public class NewcBot : Robot
    {
        [Parameter(DefaultValue = 0.0)]
        public double Parameter { get; set; }

        private StreamWriter log = new StreamWriter("c:/indexTest.txt", true, Encoding.ASCII, 0x10000);

        private indexTest indexTest;

        protected override void OnStart()
        {
            indexTest = Indicators.GetIndicator<indexTest>(0);
        }

        protected override void OnTick()
        {
            indexTest.Result.Last(0);

            log.WriteLine(MarketSeries.Close.Count);
            log.Flush();
        }

        protected override void OnStop()
        {
            log.Close();
            indexTest.Close();
        }
    }
}

MHBB
23 Jun 2018, 02:25

Should have said, tested my custom RSI against the inbuilt RSI, in backtesting I get the same results, but in live I get different values

MHBB
18 May 2018, 11:38

RE:

hans177 said:

Ok, I managed to do it, without really understanding what I'm doing of course ;)

1. Subscribe to quote updates

2.

private AsyncCallback quoteReceived;
...
quoteReceived = new AsyncCallback(OnTick);
...
_priceStream.BeginRead(buffer, 0, 1024, quoteReceived, null);

3.

        private void OnTick(IAsyncResult ar)
        {
            int bytesRead = _priceStream.EndRead(ar);

            if (bytesRead > 0)
            {
                Console.WriteLine(Encoding.ASCII.GetString(buffer, 0, bytesRead));
                _priceStream.BeginRead(buffer, 0, 1024, quoteReceived, null);
            }
        }

 

 

Could you share your code on how to get market data after subscribing, I'm having troubles getting my head around implementing FIX

MHBB
15 May 2018, 16:32

RE:

I understand, I will do some troubleshooting myself to try find the cause

It is a strange issue because I log throughout my code and there are no signs of errors occuring

Regards, Simon

MHBB
15 May 2018, 16:21

RE:

Hi Panagiotis,

My code is very large and complex, so maybe there could be a problem in my code, but why would that result in calgo not processing market data?

I will setup another empty cbot and run it over the next couple of days and see if the same problem happens

Regards, Simon
 

MHBB
07 May 2018, 14:29

RE:

Hi Panagiotis,

Because of the limit of data loaded through GetSeries, there isn't enough data to calculate the TSMA

In a forum post before Spotware said they would add the feature to select how much data to load, is this still in progress?

Example:

MarketData.GetSeries("MARKET", TimeFrame.Hour, 200)

or something like

MarketData.GetSeries("MARKET", TimeFrame.Hour, TimeSpan.OneMonth)

This feature would be very useful

Thanks, Simon

MHBB
27 Feb 2018, 03:07

Thanks Panagiotis and Spotware team for providing a workaround, and working to address this issue

MHBB
25 Feb 2018, 05:22

Same problem for ICMarkets cAlgo, and had this issue a couple of weeks ago at the weekend

It's frustrating, I'm sure there are several of us who work on, and backtest our algorithms at the weekend

If updates or maintenance needs to be carried out, can't they be scheduled and carried out at one go, rather than the servers being unstable all weekend

MHBB
04 Feb 2018, 10:37

Also having the same issue since yesterday with IC Markets, constant disconnecting and reconnecting. I talked to them using online support to ask if they were doing upgrades/maintenance and they said to contact Spotware

Seems to be an IC Market issue as not having the same problem with other brokers using cAlgo

MHBB
02 Mar 2017, 15:07

I'll second that. We usually only post on the forum with problems (yes, I know it's a support forum), but that doesn't mean we don't appreciate the software.

So thanks :)

MHBB
19 Dec 2016, 06:04

Thanks for the explanation tmc

Doh! am getting the values now

MHBB
18 Dec 2016, 15:33

So I logged each time Calculate is called, and when backtesting using 1m (tick data) MarketSeries.High[index] on the dax, it gets called twice

[12/16/2016 10:41:00 AM] index:18342 / price:11387.3
[12/16/2016 10:41:00 AM]  index:18342 / price:11390.5

The second value is the one that corresponds to those shown in cTrader

So unless I set the IndicatorDataSeries like this:

namespace cAlgo
{
    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class NewIndicator : Indicator
    {
        [Output("Main")]
        public IndicatorDataSeries Result { get; set; }

        private int lastIndex = 0;

        protected override void Initialize()
        {
        }

        public override void Calculate(int index)
        {
            Result[index] = 123; 
        }
    }
}

And not like this, which would allow me to get the value I want

namespace cAlgo
{
    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class NewIndicator : Indicator
    {
        [Output("Main")]
        public IndicatorDataSeries Result { get; set; }

        private int lastIndex = 0;

        protected override void Initialize()
        {
        }

        public override void Calculate(int index)
        {
            if (index > lastIndex)
            {
                OnBarClosed(lastIndex);
                lastIndex = index;
            }
        }

        private void OnBarClosed(int index)
        {
            Result[index] = 123;
        }
    }
}

Then the Moving Average indicator only produces Nan

Confused...

MHBB
03 Nov 2015, 04:44

Some symbols download and load without problem, such as

#Germany30

#USNDAQ100

While others cause the exception mentioned above,

#ASX200

#HongKong50

When trying in Optimization mode, I get the following exception for these symbols

Exception #16308131

It appears to download the data, as it says loading data, but then when trying to parse the data it comes up with the error.

I tried using another computer with the same results, I also tried deleting the cache, also copying a working symbol such as #Germany30_Minute.ctb and renaming it #ASX200_Minute.ctb​ in /AppData/Roaming/BacktestingCache/ but all no use

Would appreciate you resolving the issue as I am wanting to backtest on the problematic symbols

MHBB
01 Nov 2015, 16:34

I forgot to add, I'm testing with a default new cbot code, so no coding issues