Differences between strategy orders and indicator signals

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Differences between strategy orders and indicator signals

Postby Scrat_Power » Tue Aug 28, 2018 5:30 pm

Hi all !
I am a bit confused.
I have wrote an indicator that give signals when conditions are matching.
This indicator have output signals to be used by a strategy.
I developped the strategy that use this indicator.
Then i backtest the strategy and put the indicator on the backtest to verify that signals fit the orders taken.
I noticed differences ! Sometime, Strategy don't take the same orders than the indicator and sometimes it's fiting.
I have checked all parameters and do a lot of tests. Always the same result.

Do you experiment such a type of problem ?

Scrat.
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Re: Differences between strategy orders and indicator signal

Postby Scrat_Power » Wed Aug 29, 2018 4:21 am

Well.
I found something about it and i would like to share with you.
If you can confirm me this issue or your observations ?

To update my external indicators in the strategy, i am using UpdateLast command, as for example Indicator:update(core.UpdateLast).
I tried to use UpdateAll, and i have the same issue.
Then I tried UpdateNew and now all is fine !

Scrat.
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Re: Differences between strategy orders and indicator signal

Postby forexguru » Wed Nov 28, 2018 8:32 pm

I came because of this thread. Please can you share this indicator with someone? I have been trying to develop something similar, but I don't have any success.
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