Testing 'CopyTicks' - page 36

 

Hello,

build 1488 fixed the problem when working with indicators and CopyTicksRange. Everything is working fine! ;)

But Test Report from Market has no support for CopyTicksRange yet (image).

One question about Article"WHAT TESTS SHOULD THE TRADING ROBOT MAKE BEFORE PUBLICATION IN THE MARKET", at section "CPU and memory consumption" it says"If first run takes a long time (for example, more than 100 ms), then you should optimize the code". so is there a way to turn around this? For example if you want to calculate Volume Delta Cumulative on EURUSD, first OnCalculate() run should be around 100ms-150ms if you start counting at 00:00:00 and TimeCurrent() is around 22:30:00. If you try on Test Report, it always reports "tester takes too long time" =/

Best regards,

Romeu.

Translator:

Hi,

Build 1488 fixed the problem with the indicators and CopyTicksRange. Everything is working fine! ;)

But Test Report from Market has no support for CopyTicksRange yet (images).

One question about article "WHAT TEST ROBOT SHOULD BE DONE BEFORE PUBLICATION ON THE MARKET", in section "CPU and memory resources consumption" it says: "If first run takes a long time (for example, more than 100 ms), then you should optimize code." so is there a way to turn around this? For example if you want to calculate a Delta Accumulative volume on EURUSD, the first OnCalculate () run should be around 100ms-150ms if you start the countdown from 00:00:00 and TimeCurrent () is around 22:30:00. If you try on the test report, it always reports "tester takes too long" = /

Best wishes,

Romeu.

Files:
 
Does CopyTick in the tester not work or what?
 
Alexey Oreshkin:
CopyTick in the tester is not working or what?

It works! I just had a little problem with the tester and my broker.

en:

It is working! I just had a little problem with Strategy Tester and my broker.

 

Today another bug in the BCS servers was noticed. They are giving back real volume curves at least for Si-12.16 and RTS-12.16 for date 2016.12.06 11:28.

Screenshot from Otkritie (everything is fine):

Screenshot from BCS (a joint!):

Even more so, BCS gave out oblique OHLC for this bar! Distrust of BCS is growing...

Added:

Oblique data on both available real servers.

 

Otkritie now has a history bug on Si-12.16:

2016.12.07 21:35:50.065 VolumeControl Si-12.16: ОШИБКА 2016.12.07 18:43! Сумма V buy = 803, сумма V sell = 1396, контроль (покупки+продажи) = 2313

The error is only reproducing on Access Server II.

@Aytugan Khafizov As far as I know you are dealing with problems of Discovery. Join us in solving this problem. Very interesting, why one of the 4 servers available to me shows such a bug.

 
Alexey Kozitsyn:
Look in the market, I've seen it. You can also try to write to servicedesk wishes to be added.

I've only seen it in the Market for MQL4. It takes an hour to write - to build candlesticks... The problem is that the data for the period when the indicator did not work cannot be obtained.

For example SymbolInfoDouble(_Symbol,SYMBOL_SESSION_INTEREST,interes) may not return a value in strategy tester (on history). Is it a bug or an ambiguity? Well, they don't save historical data on open interest on the server. Does it make sense to write a proposal to the developers? It is a pity, because information on open positions is one of the main parameters of market conditions. Where at least to find an archive of data, ... to load from a file

OpenInteres
 
juriy5555:

I've only seen it in the Market for MQL4. It takes an hour to write - to build candlesticks... The problem is that the data for the period when the indicator did not work cannot be obtained.

For example SymbolInfoDouble(_Symbol,SYMBOL_SESSION_INTEREST,interes) may not return a value in strategy tester (on history). Is it a bug or an ambiguity? Well, they don't save historical data on open interest on the server. Does it make sense to write a proposal to the developers? It's a pity, because data on open positions is one of the main parameters of market conditions.

I'm not arguing with you about the fact that you can't get historical OI data. Only what you have collected yourself / recorded in the file.

That is why I say write to the developers, tell them that the quote has it, and you do not. This is not an order! Previously you could not get the tick history, in spite of that it was written. Now you can get it. Perhaps it will be the same with OI on history. But only if the users will say: "We need OI on history". So - it makes sense to write.

 
juriy5555:

Where can I find the data archive, ... upload from a file

Collect the data yourself, write it to a file and feed it to the indicator.
 
Alexey Kozitsyn:
Collect your own data, save it in a file and feed it to the indicator.

In Quicksilver (at least for me - I have recently started working with it) data on OM are also overwritten every day. Of course there is no problem to collect andwrite to a file, but it is impossible to collect everything. And it is impossible to test strategies on data with gaps. Maybe there are some data downloads on the net? - I couldn't find any.I'll try to write, with reference to the fact that the history (tester) has no data on OM: ambiguity in the tester and in real life .I think there is no point in adding the indicator to the stock. It is too narrow - only for RTS futures as I understand it.

Ok, the topic is about ticks, while I am with my OM. I wish they would add OM to ticks better =)


 
juriy5555:

In Quicksilver (at least for me - I have recently started working with it) data on OM are also overwritten every day. Of course there is no problem to collect andwrite to a file, but it is impossible to collect everything. And it is impossible to test strategies on data with gaps. Maybe there are some data downloads on the net? - I couldn't find any.I'll try to write, with reference to the fact that the history (tester) has no data on OM: ambiguity in the tester and in real life .I think there is no point in adding the indicator to the stock. It is too narrow - only for RTS futures as I understand it.

Ok, the topic is about ticks, while I am with my OM. I wish they would add OM to ticks better =)


Well, write them to add this data to the data of the ticks themselves! About the data collection - you can argue here, but I will not:)

Anyway, it takes arguments and persistence to add/correct/re-do something. Otherwise everything will remain as it is.