Bug in backtester: no PipCost

[tllewell]

I am working on a strategy where I am doing account balance calculations. The calculation does not work because the value of PipCost comes up as zero. The value appears as it should when the strategy is run in a live or demo account, but it fails in the backtester on two different machines running XP SP 3. Here is how I assign the value:

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pipCost = core.host:findTable("offers"):find("Instrument", instance.bid:instrument()).PipCost;

I do this in the Prepare() function.

[Valeria]

Hi tllewell,

Thank you for the report, we will investigate the issue. Anyway, could you please specify why you use pip cost in Prepare()? The point is that pipCost can be changed in time, and it can't be cached.

[Valeria]

Hi tllewell,

Thank you for the report, we will investigate the issue.

It is the feature of the backtester. The Prepare() function is called too early in backtester, when not all necessary data are available.

[tllewell]

I'm setting it it Prepare() because the docs say that's the place to set "all common data for further work of the strategy logic." I do know that it changes, but I haven't seen it change often enough that I thought about it too much.

Are you saying I should look up PipCost whenever I want to use it? That would be every time ExtUpdate runs.

[Valeria]

Hi tllewell,

Are you saying I should look up PipCost whenever I want to use it? That would be every time ExtUpdate runs.

You should look up PipCost the first time you run ExtUpdate.
The example:

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local pipCost;
function ExtUpdate(...)
    if pipCost == nil then
        pipCost = core.host:findTable("offers"):find("Instrument", instance.bid:instrument()).PipCost;
    end
...

[tllewell]

OK, I guess that makes sense. How about variables I ask the user to assign? For instance, if I ask the user to decide how much to risk, I have a menu item for the variable SL. Then in the Prepare function, I assign

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stopLevel = instance.parameters.SL;

Should I be doing that differently?

[Valeria]

Hi tllewell,

Yes, you can assign parameters to Prepare function.