FXCodeBase.COM: Forex Chart Indicators and Development

Marketscope 2012-I beta release.

Please read the beta-testing license agreement carefully before installing the beta version.

Important notes:

1) This beta version is installed in addition to the production version of the trading station. It does not replace the production version, so both version can be used simultaneously, in the same time.

2) The beta version is not designed to work on real accounts. It may, and, most probably does, contain defects. Please do not use it on real accounts.

3) The broker support service has not seen this version yet, so, please discuss all questions and report all problems here. Do not call your broker to ask about or to report a problem in the beta version.

No schedule for the official release yet. I wouldn't expect it earlier than in September.

Please note that this release is mostly technological one, so not so much new features are offered.

What's new:

1) Main and the most important: The charts now also takes the all price data starting at yesterday from quotes manager, i.e. from the same source as the backtester.

So,
a) the yesterday and older data is not loaded every time anymore, but is cached instead.
b) the loading of long histories is much faster comparing the previous versions.

2) The chart size limit for tick charts now 5000 ticks, for bar charts - 15000 bars.

3) For ticks charts some tools and indicators are forbidden (these, which are meaningful for the bar charts only).

4) Three new optimization criteria in the strategy optimizer:

- Balance and Profit Factor:
FinalBalance * ProfitFactor, where ProfitFactor = TotalProfit / TotalLoss

- Balance and average profit per trade:
FinalBalance * (TotalProfit - TotalLoss) / (TradeCount InitialAmount)

- Balance and minimal fall of balance:
FinalBalance * (1 - MaxFallBalance / InitialAmount)

5) It is possible to change the font size in the statistic view in the backtester

6) Some bug fixes

7) The custom time periods are limited so the custom period must fit into the next higher period. I.e. there should be the integer number of N-minute periods in 1-hour periods, or N-hour periods in a day period. So, custom periods such as m35 aren't allowed anymore.

8) A new, simpler way to load additional data for indicator developers - core:host("getSyncHistory"). Now you can just request the collection of any instrument or timeframe which is synchronized with the indicators' source and then just get simple events as "synchronization started" and "synchronization finished". For details see documentation for host:execute("getSyncHistory", ...) in the IndicoreSDK beta.

Download the beta:
http://fxcodebase.com/bin/beta2012I/FXTS2InstallDev.EXE

Download Indicore SDK with getSyncHistory command support:
http://fxcodebase.com/bin/beta2012I/IndicoreSDK.exe

Thank you for this beta version.

I am just running a few tests:
Base currency: AUD, backtesting: EUR/USD. I get the follwing error message: Could not add instrument. Cause: the AUD/USD or USD/AUD offer must be added before for further caluclation of the cross-prices.

I tried various things to no avail and it looks like data has been dowloaded to C:\Program Files (x86)\Candleworks\FXTS2.Dev\History

Here is another issue that already was been there on the current version.

When I run a back test over a period of up to about 2 years everything works well as intended, however the backtester always crashes on longer timespans, for instance when running a simple MACD sample strategy from 1/1/2008 to 1/1/2012. It only takes a minute to reproduce this
error. It is irrelevant which strategy I use, the only determining factor seems to be the timespan.

I got plenty of memory and besides the optimizer runs well over a 10 year period. The specs are 8 GB of RAM, Win7 Home Premium/64 bit/ i5-2300/2.8GHz

And another little one: The crash reports being sent to Oulook 2010 cannot be sent because whatever the system puts into the To: line in Outlook is not correctly interpreted as an email address. Only manual retyping of the email address seems to fix this.

I hope this is the right place for those bug reports

MeiniOz wrote:Thank you for this beta version.
I am just running a few tests:
Base currency: AUD, backtesting: EUR/USD. I get the follwing error message: Could not add instrument. Cause: the AUD/USD or USD/AUD offer must be added before for further caluclation of the cross-prices.
I tried various things to no avail and it looks like data has been dowloaded to C:\Program Files (x86)\Candleworks\FXTS2.Dev\History

Looks like a bug, TS++ do it automatically. Could you please check whether you are subscribed for USD/AUD currency pair in TS?

BTW, the handling of the situation when the test currency does not contain the account currency is discussed in this article http://fxcodebase.com/wiki/index.php/De ... nstruments for the debugger/SDK backtester configuration.

MeiniOz wrote:When I run a back test over a period of up to about 2 years everything works well as intended, however the backtester always crashes on longer timespans, for instance when running a simple MACD sample strategy from 1/1/2008 to 1/1/2012. It only takes a minute to reproduce this
error. It is irrelevant which strategy I use, the only determining factor seems to be the timespan.

I got plenty of memory and besides the optimizer runs well over a 10 year period. The specs are 8 GB of RAM, Win7 Home Premium/64 bit/ i5-2300/2.8GHz

Looks like out of the memory issue. Backtester is more memory consuming task that the optimizer because it has to keep the complete log, while optimizer keeps only the final result.

MeiniOz wrote:And another little one: The crash reports being sent to Oulook 2010 cannot be sent because whatever the system puts into the To: line in Outlook is not correctly interpreted as an email address. Only manual retyping of the email address seems to fix this.

We will check, thank you for reporting.

MeiniOz wrote:I hope this is the right place for those bug reports

Yes, it definitely is. We appreciate your reports. All these are definitely the bugs.

MeiniOz wrote:I am just running a few tests:
Base currency: AUD, backtesting: EUR/USD. I get the follwing error message: Could not add instrument. Cause: the AUD/USD or USD/AUD offer must be added before for further caluclation of the cross-prices.

I tried various things to no avail and it looks like data has been dowloaded to C:\Program Files (x86)\Candleworks\FXTS2.Dev\History

I'm able to reproduce this issue with the following steps:
1) In backtester account parameters, set account currency to AUD;
2) Select two instruments: EUR/USD and AUD/USD.
Did you use the same steps?
The issue doesn't happen if I select only one instrument (EUR/USD) to simulate.

MeiniOz wrote:And another little one: The crash reports being sent to Oulook 2010 cannot be sent because whatever the system puts into the To: line in Outlook is not correctly interpreted as an email address. Only manual retyping of the email address seems to fix this.

Unfortunately we couldn't reproduce the issue. If it happens one more time, could you please make a screen shot and post here?
Thanks for all your reports.

Nikolay.Gekht wrote:Looks like a bug, TS++ do it automatically. Could you please check whether you are subscribed for USD/AUD currency pair in TS?

Yup. Subscribed to EUR/USD, AUD/USD, EUR/AUD

Nikolay.Gekht wrote:Looks like out of the memory issue. Backtester is more memory consuming task that the optimizer because it has to keep the complete log, while optimizer keeps only the final result.

That's what I would say, but definetly not caused by hardware. Looking at the Windos Task Manager, as the backtester progresses memory usage goes up and it appear to always cark it at about 2 MB.

sunshine wrote:I'm able to reproduce this issue with the following steps:
1) In backtester account parameters, set account currency to AUD;
2) Select two instruments: EUR/USD and AUD/USD.
Did you use the same steps?
The issue doesn't happen if I select only one instrument (EUR/USD) to simulate.

1) yes
2) only selected one instrument: EUR/USD
It happens regardless of which instruments I select, as long as the one I run the test with is the cross currency (EUR/USD) it produces the error.

sunshine wrote:Unfortunately we couldn't reproduce the issue. If it happens one more time, could you please make a screen shot and post here?
Thanks for all your reports.

All looking good, right?

Outlook does not "see" the email address...

And the bounce... no email address either, just the name.

HTH