Errors, bugs, questions - page 2278

 
fxsaber:

I can't imagine that filling an array with a single value is at play here.

It was not about filling the whole array with one value, but only part of it. In a horizontal gradient, each row is one value.
 
The optimiser at the end of its work does not sort the results obtained by the optimisation criterion.
 
Nikolai Semko:
It was not a question of filling the whole array with one value, but only part of it. With a horizontal gradient, each row is one value.
The question is not, what are you doing? Why are you doing it, though, on the other hand. It's your system, do whatever you see fit.
 
A big request to show milliseconds in the trading history of the single run. Very much needed when testing on real ticks.
 
fxsaber:
The optimiser at the end of its work does not sort the results obtained by the optimisation criterion.
We have removed this feature.
 
Slava:
We've removed this feature.

When it was removed, they said there was no sorting during the optimisation process, not at the end.

Now you have to sort each time manually.

The situation is such that after Optimization you switch to view results and see that the results are shitty for TC. And you don't always realize that you have to sort it, then you see that maybe it's not so bad at all.

I work a lot with Tester, so the lack of sorting at the end of the process is really inconvenient.

 

Forum on trading, automated trading systems and trading strategy testing

Bugs, bugs, questions

fxsaber, 2018.08.28 20:30

It turns out that the backtest ends on the penultimate (not the last, as you might think) tick of the testing interval.

Why does this sometimes happen? The tester closes positions not on the last tick, but on the penultimate tick. Situation on some custom symbols.

If a replay is needed, ready to provide.


Why is it important? On custom symbols with exchange execution, markets are executed at Last Price. For custom symbols, the tick history is bid/ask, without last. Therefore, on such symbols, the tester closes current positions on the last tick by zero last. The solution is to force last = (bid + ask) / 2 in the last tick. However, there are situations when the Tester, for some reason, closes everything not at the last, but at the next-to-last tick, where last is zero. As a result, we have the following chart


You look at the optimization results and see some huge amount of profit/loss. You will not realize it is a bug until you run a single test and look at the end of the trading history.

 

Greetings.

Open positions have a comment.

After closing, no comment is shown in the order history.

In MT4, no errors detected, what may be the reason?

Thank you.

 
Konstantin Kulikov:

Greetings.

Open positions have a comment.

After closing, no comment appears in the order history.

In MT4, no errors detected, what may be the reason?

Thank you.

I have a hunch, there seems to be a restriction due to the length of the comment.

I use rather long commentary and if I close the order following the market, the commentary will be displayed. If we have closed an order at TP, the broker adds [tp] to the commentary and its length becomes inadmissible and therefore it is not displayed.

 
Konstantin Kulikov:

I have a hunch, because of the length of the comment, there seems to be a limit.

I use quite a long comment and if I close the order according to the market, the comment is displayed. But if order is closed by TP, broker adds [tp] to comment and apparently comment's length becomes inadmissible, that's why it's not displayed.

just wanted to reply, but YOU answered your own question.