Buys act differently than Sells

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black

Posted 10/22/2010 6:32:29 PM

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mwitamath (10/11/2010)

I have this problem with my new strategy that I made, The settings are the clear, but when it comes to buy, the robot buy not at the price that I want according to my strategy, may be there's a problem with actfx itself!! we need to contact developers!

Well, there is more to it than the Spreads. The Open, High, Low, Close seems to be accurately listed with regard to what the Broker has on his site. Yet, for some reason ActForex has made ActTrader to open and close positions at a point often following the "top" of the period. You can check this out very easily by running one of the sample Strategies on the 4-hr or Day time period, and then comparing the position opens and closes with the actual Candle or Bar Close for the period. The amount differences do not correspond to Spread amounts.

Why might Actrader do this?
1. A programming issue that cannot be resolved.
2. Some requirement regarding brokers.
3. But more than likely it's some legal reason, requiring them to show us that the calculations are for tests, only, and should not be entirely relied upon as reality.

You can program the correct figures to show up in the Log. There are ways for doing this listed in the manual (albeit, you will need to put them together yourself).

One thing you can do is make your program run on the Minute Period, but act only on the minute that corresponds to the Period you want. This takes some programming. The drawback is that you can only run about a month's worth of minutes, so you cannot easily do half-year tests. Also, you may need to design your own indicators from mathematical formulas, rather than relying on ActTrader built-in formulas.

A more practical thing you can do is, every time a position is opened, record the History.Last(1).Close rate. When the position closes, record the History.Last(1).Close rate of the close. Then, based on whether the trade was a buy or sell, subtract one close from the other. Remember to subtract the appropriate spread from the amount. The spread can be written "Abs(TradeList.Get(i).Instrument.Buy-TradeList.Get(i).Instrument.Sell)/Point" or, if your broker provides a steady, unchanging Spread, "Spread Amount * Point." Then record the whole thing in the Log.

You can make your own balance, show your own calculated equity, make your own Stops and Limits, through standard mathematical programming... and make it all show up in the Log.

Or, after the test run is over, you can go back through the chart that has been created, and manually record the correct close rate of the bar or candle that is just prior to each little triangle that shows an open or close. Then you can put the numbers into a spreadsheet like Microsoft Excel or OpenOffice.org Spreadsheet, and do the calculations yourself.

Smile

Post #2194

Mihai

Posted 10/26/2010 8:32:07 PM

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bobby (2/15/2010)

That's very interesting!
Actually, I have tried your strategy on a couple different instruments, and on one of them, buy resulst were better than sell all the time, on the other one the sell results were better than the buy. So I suppose that your observation could be erroneous.

Is not this related to the market trend? If you buy in a down trend you will lose but if you buy when the market is in a up trend the majority of your positions will come to a profit.

Post #2225

black

Posted 10/26/2010 10:19:26 PM

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It seems that ActForex has updated their system this last weekend so that it gives top-of-the-period information, shows this info in the chart and prints out the times accurately, as well. At least it does on my system.

Thank you, ActForex.

Smile

Edited: 10/26/2010 10:20:41 PM by black

Post #2229

Admin

Posted 10/28/2010 6:17:23 AM

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Last Login: Today @ 10:37:18 AM
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Hello, Black!

This is our job. Thanks to everyone who helps us to improve our platform!

Best regards

-ACTFX© Forum Administrator

Post #2241

demleitner

Posted 12/1/2010 4:16:42 PM

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Last Login: 12/2/2010 9:43:12 AM
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Admin (10/28/2010)

Hello, Black!

This is our job. Thanks to everyone who helps us to improve our platform!

That's nice :-)

I've experienced a bug in the testing module for scripts. Where can I send it - or open a ticket?

Just please not such an answer as Venus has got in http://forum.actfx.com/Topic721-6-1.aspx

(Try this one... a link to a page where is no better script, but again an explanation of the strategy)

MACD Strategy from AVAFX produced this:

EXCEPTION
EAccessViolation in TTimer
CODE

MESSAGE
Access violation at address 004095E1 in module 'fx_client.exe'. Read of address 00000004
DETAILS

CALL STACK
fx_client.exe=>DataVisualizer.pas=>TDataVisualizer.GetInterface=>132
fx_client.exe=>DataVisualizer.pas=>TDataVisualizer.GetInterface=>131

...

Similar errors I can bring you a lot.

Hopefully

Gerhard (in Germany)

Post #2406

Admin

Posted 12/2/2010 9:20:01 AM

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Last Login: Today @ 10:37:18 AM
Posts: 249, Visits: 1,229

Hello, demleitner!

Please, send your script to actfx@actfx.com.

The most part of these errors is caused by the script, not the platform

We will try to help you.

Best regards

-ACTFX© Forum Administrator

Post #2412