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Posted 1/28/2010 9:17:06 AM
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Can't wait until I will be able to test using more data

Best wishes,
Edgar Willks
Post #888
Posted 2/19/2010 9:02:35 AM


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That's ture. Being unable to fully test causes unconvenience.

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Bob Farlow
Post #1022
Posted 2/19/2010 9:31:16 AM


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Would love to be able to test on weekends too when the markets are down. Sometimes I'm able to log into a demo account on the weekend, other times not... it should be available all the time for testing. OR have an offline mode and store data locally for testing. There is an app I've been using lately, check it out: http://forexsb.com/ It's pretty good. perhaps ActFx can integrate with it

Happy Pipping!

Post #1030
Posted 3/1/2010 5:06:06 AM
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Hello all!

Looks like it is now possible to test a strategy using more than 100 values! (at least in my installation of the application)




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Best Wishes,
John Landers
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Post #1078
Posted 3/2/2010 5:16:21 AM


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Mine works! That's a great improvement!

Best regards!
Post #1088
Posted 7/7/2010 4:49:09 AM
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Hi Everyone


I used the test for a few days as I wanted to use the Entry orders strategy in real (EURUSD, 1 hour, 200 candlesticks). The preset of the stop order was 15 pips. I only wanted to observe the Entry Limit orders thatswhy I setted the Enrty Stop Distance to 9999.

In the course of the test the strategy placed many orders close to each other. For example when there was a strong bullish movement, a lot of orders were executed in almost the same time. (sell positions)

If I observe this breaking bullish movement slowly I realise that there is a moment when the green candle is on its top and some of the opened positions show -25, -23 pips however 15 pips stop+3 pip spread should have allowed maximum 18 pips loss. After the candle falls back these positions will be closed with PROFIT which is not true for the real life.
Bigger problem that on April the 11th 2010. I should have lost about -200 pips (in real life) and instead of this the Floating Profit/Loss was more than -2000 pips just for a moment and when the bullish candle fell back, all of the opened positions ended with PROFIT so my observation is true for bigger cases alike.

I suppose that in one hour testing the server does not provide data for all the past moments and the test simply skipped over my stop point. But if this is true why the test does not skipped over my limit point as well?
One thing is true: if I cannot find the reason, I will not be able to use the test because it would not be based on the REAL past and provides false data.

What do you think? Have you also faced this problem?

Andreas
Post #1722
Posted 7/27/2010 8:41:23 PM
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I don't know if it's just me or others have problems with S.T.

One example is the mysterious floating point exceptions. First if I create an order with smaller than 1 lot "amount" it throws an exception. Why? I thought the minimal lot size is 0.05...

Then, if I place an order for 1 lot, it actually sets the "amount" to 5000. Why? I also found that if I do a
Log( 'Trade Amount: ' + FloatToStr( trade.Amount ) ) //-- or something similar --// then the logger actually shows 0
when I placed an order for 1 lot!

And the manual is not much help either.

Also, why cant the tester remember some of the configuration of the last run? It's so annoying to have to configure new runs every time. Eg if I set the color of a moving average indicator, chances are that I want the same color the next time... or if I want to check data for the last 100 days, chances are that I will want to use 100 days on the next run *too*

All-in-all and I say this *with respect*, the whole platform seems a little immature more like a high-school project that needs another year or two worth of work on it.

F.
Post #1815
Posted 7/28/2010 9:29:28 AM
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Hi, Fractal thoughts

I have just done this situation.

 

I don't know if it's just me or others have problems with S.T.

One example is the mysterious floating point exceptions. First if I create an order with smaller than 1 lot "amount" it throws an exception. Why? I thought the minimal lot size is 0.05...

 

In my case I can choose different number of lot, I have tasted it with 0.05  0.5 1 5 lots and everything works greater but only in tester. I think you have to speak with your dealing desk. Because they could set min lot in 1, in that case you are not able to buy or sell with lot 0.5 or less.

Then, if I place an order for 1 lot, it actually sets the "amount" to 5000. Why? I also found that if I do a
Log( 'Trade Amount: ' + FloatToStr( trade.Amount ) ) //-- or something similar --// then the logger actually shows 0
when I placed an order for 1 lot!

And the manual is not much help either.
Also, why cant the tester remember some of the configuration of the last run? It's so annoying to have to configure new runs every time. Eg if I set the color of a moving average indicator, chances are that I want the same color the next time... or if I want to check data for the last 100 days, chances are that I will want to use 100 days on the next run *too*

All-in-all and I say this *with respect*, the whole platform seems a little immature more like a high-school project that needs another year or two worth of work on it.

F.

 

Regards, Den  

Post #1817
Posted 8/12/2010 10:26:11 PM
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Hi Den,

I have both demo and real accounts with AvaFX and I can/have traded 5000 units with those accounts ( 0.05 lots )

There is more to it than that though...


For example, the manual says that TTrade.Amount is a double type. If I use something like this in my code:

log( 'Amount: ' + Format('%.2f', [Trade.Amount]) );

it spits the dummy saying that incorrect argument type is supplied.


On the other hand if I use '%d' as the formatting string then it is happy.
So obviously TTrade.Amount is an *integer* as far as log( ) is concerned.


That would also explain why I can't use lot numbers *less* than 1.0.

0.5 becomes 1,
1.5 which becomes 2! ie the "lot amount" get rounded up to the nearest *integer* when log()
is using TTrade.Amount...


Then, when I check Open/Closed trades the lots
will actually show Trade.Amount * 5000 ???

so if I create an order with
amount set to 0.5 then I get traded amount of 5000 ( ie 0.5 converted to 1 then multiplied by 5000 )
*and* log() prints TTrade.Amount as 1,
for
order amount set to 1.5, I get traded amount of 7500 ( ie 1.5 * 5000 )
*and* log() prints TTrade.Amount as 2 !!!


This thing is driving me crazy, it just doesn't make sense!

Needless to say that testing is impossible with it.


Any ideas? Any one?

F.



Edited: 8/12/2010 10:29:57 PM by fractal_thoughts
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