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callum.umpleby
28 Jul 2023, 22:01
( Updated at: 28 Jul 2023, 22:09 )
Tick Data Is Incorrect
Hello,
I am currently browsing the fourms for a similar issue, or at least what I think is a similar issue. It looks like my tick data is off by quite a bit and seems to differ radically between backtest and live. It also seems to change depending on if I have reloaded the data or not.
I have backtested my cBot with inputting CSV data from trading view and get vastly different results. I compared the data from both cTrader and TradingView with a third charting option Yahoo Finance charts and, Yahoo Finance matches the data in TradingView (within a fine tolerance of 0.2) however cTraders tick data is massively out by more than 2 pips and that is on recent data taken within the last month, if I back test to January then it is even more different with up to 15 pips different.
An example is S&P 500 Index 07/07/2023 18:25 (UTC +1) (The peak for the day) (Close Prices)
TradingView - $4440.27
Yahoo Finance - $4440.28
cTrader - $4440.60
Even Live data seems to be different! S&P 500 28/07/2023 closing price for the weekend
TradingView - $4582.24
Yahoo Finance - $4582.23
cTrader - $4580.00
@callum.umpleby
callum.umpleby
02 Aug 2023, 13:03
RE: Issue with Fractal Indicator
firemyst said:
Yes that is correct I am trying to get the value from the last bar, and if it is NaN then i would not expect a up or down fractal value and no signal on the chart, and if it returned a value I would expect a signal to show on the chart, and at this stage I would then enter a position.
However it always returns the last value, even when there are no signals being sent where I would expect a Nan to be returned, it adds 20 items to the either Down or Up Fractal list.
The first 19 items are Nan and the final one is the last up or down fractal value. Which seems to be a bug as I would expect only one item added for each bar position,
If you have a working example of this indicator trading on either a up or down fractal signal I would appreciate it.
@callum.umpleby