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andypap

Same Strategy Indicator Different Values

By andypap, in Coding Forum

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andypap    10

andypap
Posted

i am facing a situation where a strategy and an indicator based exactly on the same code ( thoroughly checked )

are calculating different results for the same variables...

i have printed those results on a text files and the funny thing is that even within the strategy code the results are different for the same

variables if i change the maxbarsback settings from the strategie/properties tab...

 

the indicator is ploting the correct variables values though ( confirmed manually with the calculator )

even funnier from the middle of the chart ( 7 months of 1 min data ) the indicator and strategy sunchronize perfectly

 

 

 

/////indicator print ///// correct values

1.00 3.77 2.55 2.30 1090819.00date 931.00time 8886.00 barnumber

 

///// strategy print /////

 

-1.00 1.44 1.12 1.00 1090819.00date 931.00time 1701.00 barnumber

 

i dont even understand the nature of this problem .

i suspect it has to do with the variables off the code that take a lot of bars to calculate...

 

any i deas about how i can resolve this will be much appresiated

 

 

regards

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Tams    20

Tams
Posted (edited)

funny I am running into a problem,

 

here's my print:

 

/////indicator print /////

-1.00 1.44 1.12 1.00 1090819.00date 931.00time 1701.00 barnumber

 

///// strategy print /////

1.00 3.77 2.55 2.30 1090819.00date 931.00time 8886.00 barnumber

 

 

anybody got any idea?

Edited by Tams

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Tams    20

Tams
Posted

joking aside...

 

there are a number of possible scenarios,

and you are not providing a lot of info for debug...

 

 

one thing you should notice though,

is the barnumber is different.

 

i.e. your indicator and strategy are not starting their calculations from the same bar.

thus the difference in result.

 

you should set the MaxBarsBack to the same value.

i.e. don't use Auto Detect.

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andypap    10

andypap
Posted

thanks

 

i have adjusted the maxbarsback settings so the indicator and strategy got sunchronized and they print the same values...

 

at the far left of the chart(beggining) the values are all over the place though

what is the typical way in easy langauge for the variables not to return any values untill

ALL the variables are calculated well ?

 

i am only declaring them

vars: value1(0),value2(0) ;

 

should i also initialize them?

( i initialize only summation variables so far)

 

as for the code itself to be honest i have waisted so much time on useless indicators that

i dont want to post anything that it is not finished and has some statistical bias..

i have a coupple of strategies that just survive and make a little so far...

 

i am only working in statisticks and with concepts that derrive from the maket own flow...

in the beggining i was trying to create " indicators" like take the fisher transormation that is quite smooth and has little lag and apply the smoothing part of the code

to an oscillator that preceeds price etc .....

although the results where very impresive to the eye

( i could post very impressive pics of the indicator in action )

it wouldnt stand a chance in the market as i know now.

 

why waste anybody time with smoke and mirrors ?

 

thanks again and regards

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andypap    10

andypap
Posted

i think that its very nice of you to answer to all this questions

everyone in this site i assume is greatfull

the various posts from everyone are at least usefull for novice programmers like me...

one cant find himself in the middle of his journey if he doesnot start from somewhere..

and i suppose that all pikers like me start from the sameplace more or less..

 

what i have remarked previously is just my personal stand after i have wondered for a long time in indicator land

 

even now i cant really tell if my work is productive or i still look at smoke and mirrors..

but i am at the last stretch...if i fail afetr all this research i will quit autommated and

turn to semi autommated(alerts from marketscanner)..

 

the nastiest part is the limitations of the reserved words of easy language..partcicullary for strategies

 

you only learn as you go by that you will pay a heavy toll for the fast learning curve

 

 

regards

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