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

PostPosted: Tue Apr 26, 2011 3:07 am
by alepan72
Simple the best!!!
Thank you very much :!: :!: :!:

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

PostPosted: Tue Apr 26, 2011 3:30 am
by alepan72
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

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

PostPosted: Tue Apr 26, 2011 9:33 am
by sunshine
Hi,
The values mean Bid Volume and Ask Volume respectively.

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

PostPosted: Tue Apr 26, 2011 9:48 am
by Nikolay.Gekht
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.

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

PostPosted: Tue Apr 26, 2011 9:50 am
by Nikolay.Gekht
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

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

PostPosted: Fri Apr 29, 2011 6:15 am
by alepan72
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

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

PostPosted: Fri Apr 29, 2011 12:57 pm
by Nikolay.Gekht
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.

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

PostPosted: Sun May 01, 2011 11:18 pm
by hockeydea
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

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

PostPosted: Mon May 02, 2011 9:47 am
by Nikolay.Gekht
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.

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

PostPosted: Mon May 02, 2011 11:03 am
by hockeydea
Thank you Nikolay, links you posted helped a lot, i will update the indicator when candle closes