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How to Backtest and Optimize Parameters using SDK 2.0?

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Re: How to Backtest and Optimize Parameters using SDK 2.0?

Postby alepan72 » Tue Apr 26, 2011 3:07 am

Simple the best!!!
Thank you very much :!: :!: :!:
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Re: How to Backtest and Optimize Parameters using SDK 2.0?

Postby alepan72 » Tue Apr 26, 2011 3:30 am

Hello again,
what means the numbers of "K" and "L" colunnes?
e.g.
DAT 02.01.2009 00:26:00 138.699 138.709 138.676 138.677 138.736 138.736 1.387 138.716 56 56
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Re: How to Backtest and Optimize Parameters using SDK 2.0?

Postby sunshine » Tue Apr 26, 2011 9:33 am

Hi,
The values mean Bid Volume and Ask Volume respectively.
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Re: How to Backtest and Optimize Parameters using SDK 2.0?

Postby Nikolay.Gekht » Tue Apr 26, 2011 9:48 am

BTW, please note that for FXCM's data bid and ask volume has exactly the same value, because only tick volume is populated. Some other data MAY have bid and ask volume published separately.
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Re: How to Backtest and Optimize Parameters using SDK 2.0?

Postby Nikolay.Gekht » Tue Apr 26, 2011 9:50 am

mfoste1 wrote:
sunshine wrote:
mfoste1 wrote:i think something might be wrong with indicoresdk download....i try to open strategy debugger to backtest and it keep saying "no one strategy can be found"
could someone please tell me what is wrong or what im doing incorrectly?
thanks

You should copy the strategy you are going to optimize to the strategies folder. This folder is located in the folder where the Indicore SDK 2.0 is installed. By default the path is:
C:\Gehtsoft\IndicoreSDK\strategies
Just place your strategy to this folder and the error won't appear.

yea i tried this and its still giving me that same message

Please download the fresh Indicore SDK 2.0 (beta update 2) (http://fxcodebase.com/bin/sdk2beta/IndicoreSDK.exe). I added the command "file->install custom strategy" which copies the chosen strategy file into the proper location.

Please read how to use this command here:
http://fxcodebase.com/wiki/index.php/Op ... a_Strategy
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Re: How to Backtest and Optimize Parameters using SDK 2.0?

Postby alepan72 » Fri Apr 29, 2011 6:15 am

Hi all,
As you can see below (I tested MA_crossover on EURUSD 5m chart) I have check the limit profit to 30 pips. But in statistic area gave me the follow results
Maximal profit per trade 76.80
Minimal profit per trade 30.00
Where is th prob?

limitwrong.png
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Re: How to Backtest and Optimize Parameters using SDK 2.0?

Postby Nikolay.Gekht » Fri Apr 29, 2011 12:57 pm

Possible gap in the data. As on the real server, the orders are executed by the current price, and if price moved for 40 pips over the limit level - it is possible, for example if position is kept over weekend.
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Re: How to Backtest and Optimize Parameters using SDK 2.0?

Postby hockeydea » Sun May 01, 2011 11:18 pm

Hello ...

I have a diference between data shown in SDK and Marketscope related to my custom indicator. My indicator shows dots on a posible buy or sell based on candlestick. The image below shows the diferences, green circles are ok and red circles are not.

ImageCMP.PNG


It is anything in new core of indicoreV2.0 that explains this behavior?

Thanks in advance for the help

PD: Apologize for my english
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Re: How to Backtest and Optimize Parameters using SDK 2.0?

Postby Nikolay.Gekht » Mon May 02, 2011 9:47 am

It's hard to say without looking at the code, but, the most probable cause is the different behavior of the indicator applied on historical data and on live market:
Please read the following articles in fxcodebase.wiki for details:
http://fxcodebase.com/wiki/index.php/Cl ... t_Live_Bar
http://fxcodebase.com/wiki/index.php/In ... arket_Data
http://fxcodebase.com/wiki/index.php/De ... Parameters (look for predeliver mode discussion).

the SDK 1.0/Marketscope with indicore 1.0 do not simulate live market. SDK 2.0 and further release of Marketscope - does, so it is much simpler to spot such problems.
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Re: How to Backtest and Optimize Parameters using SDK 2.0?

Postby hockeydea » Mon May 02, 2011 11:03 am

Thank you Nikolay, links you posted helped a lot, i will update the indicator when candle closes
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