sebastien.t
22 Apr 2024, 09:11

RE: RE: RE: Backtesting on Multi Timeframe

Thank s for your answer, that seems a very nice option!

PanagiotisCharalampous said: 

sebastien.t said: 

Good day,

thank you for your answer. 

Do you have a workaround? 

The idea of my code/bot is to check some data in the past for the H4 to know if I am bullish or bearish and the to deep dive in the 1 minute chart. 

Basically I have to go 60 bars on the timeframe and then go to the m1. Let s say I want to backtest from the 1st february, I check the H4 10 days before (60*4/24), that should be around mid of January and then I check some data on that date on the m1.

So most of the time I need to LoadMoreHistory on the m1.

Thank you

Seb

PanagiotisCharalampous said: 

Hi there,

Your problem is here

           while (_OfTimeFrameBars.OpenTimes[0] > time_to_test){               var numberOfLoadedBars = _OfTimeFrameBars.LoadMoreHistory();

LoadMoreHistory does not work in backtesting therefore your code enters an infinite loop.

Best regards,

Panagiotis

 

Hi Seb,

The workaround I use is to start the backtesting at earlier dates so that all the necessary information is loaded, while skipping all trading operations until a custom defined date. So I have a set of parameters like this

which replace the backtesting start date and I move my backtesting start date as far in the past as I want.

Best regards,

Panagiotis

sebastien.t
22 Apr 2024, 07:44

RE: Backtesting on Multi Timeframe

Good day,

thank you for your answer. 

Do you have a workaround? 

The idea of my code/bot is to check some data in the past for the H4 to know if I am bullish or bearish and the to deep dive in the 1 minute chart. 

Basically I have to go 60 bars on the timeframe and then go to the m1. Let s say I want to backtest from the 1st february, I check the H4 10 days before (60*4/24), that should be around mid of January and then I check some data on that date on the m1.

So most of the time I need to LoadMoreHistory on the m1.

Thank you

Seb

PanagiotisCharalampous said: 

Hi there,

Your problem is here

           while (_OfTimeFrameBars.OpenTimes[0] > time_to_test){               var numberOfLoadedBars = _OfTimeFrameBars.LoadMoreHistory();

LoadMoreHistory does not work in backtesting therefore your code enters an infinite loop.

Best regards,

Panagiotis

sebastien.t
20 Apr 2024, 10:02

RE: Backtesting on Multi Timeframe

PanagiotisCharalampous said: 

Hi there,

Feel free to share the cBot code with us so that we can investigate further.

Best regards,

Panagiotis

Good day, thank you for your answer. 

I can't share my full bot with you, I spent so many weeks/months to build my model…

But I can share a very simple piece of code that even doesn't work on Backtesting b ut works perfectly fine on a classic run.

I tried to run it on NSDQ and EURUSD on backtesting mode. the process starts but runs forever without any log

Thank you

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using cAlgo.API;
using cAlgo.API.Collections;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;

namespace cAlgo.Robots
{
   [Robot(AccessRights = AccessRights.None)]
   public class EasyHistoLoad : Robot
   {
       

       protected override void OnStart()
       {
 

           DateTime time_to_test = Bars[Bars.Count()-5].OpenTime.AddDays(-15);
           Print(time_to_test);
 

           // Get m1 Bars
           Bars _OfTimeFrameBars = MarketData.GetBars(TimeFrame.Minute, SymbolName);
           var LastOpenTimeLoaded = _OfTimeFrameBars.OpenTimes[0];
           Print("_OfTimeFrameBars.OpenTimes[0] "+ _OfTimeFrameBars.OpenTimes[0] + " time_to_test "+ time_to_test);
           while (_OfTimeFrameBars.OpenTimes[0] > time_to_test){
               var numberOfLoadedBars = _OfTimeFrameBars.LoadMoreHistory();

               Print("_OfTimeFrameBars.OpenTimes[0] "+ _OfTimeFrameBars.OpenTimes[0] + " time_to_test "+ time_to_test);
               if (LastOpenTimeLoaded==_OfTimeFrameBars.OpenTimes[0]){
                   Print( SymbolName + " Error could not load deeper historical data, last data is "+_OfTimeFrameBars.OpenTimes[0]);
                   
               }
               LastOpenTimeLoaded=_OfTimeFrameBars.OpenTimes[0];
           }

           Print("Finish to load, first bar is "+_OfTimeFrameBars.OpenTimes[0]);
       }

       protected override void OnTick()
       {
           // Handle price updates here
       }

       protected override void OnStop()
       {
           // Handle cBot stop here
       }
   }
}

sebastien.t
14 Mar 2024, 07:48

RE: Clear the LocalStorage

PanagiotisCharalampous said: 

Hi there,

There is no API method available at the moment. You can only clear it manually by deleting everything in this folder. Make sure cTrader is closed before you do this

Documents\cAlgo\LocalStorage

Best regards,

Panagiotis

Thank you for your answer. Is there any way to store the info properly in a DB?

Thank you

sebastien.t
13 Mar 2024, 20:50 ( Updated at: 14 Mar 2024, 05:57 )

RE: RE: LocalStorageScope on Mac

sebastien.t said: 

PanagiotisCharalampous said: 

Hi there,

Can you share the complete cBot code you are using and screenshots of your log after executing the cBot?

Best regards,

Panagiotis

 

My code of the Cbot is definitly too long to share (and also don't want to share all my trading rules….). 

But here is my test at the very beginning of the code:

using System;

using System.Collections.Generic;

using System.Linq;

using System.Security.Cryptography.X509Certificates;

using System.Text;

using cAlgo.API;

using cAlgo.API.Collections;

using cAlgo.API.Indicators;

using cAlgo.API.Internals;

using Microsoft.VisualBasic;

 

namespace cAlgo.Robots

{

[Robot(AccessRights = AccessRights.FullAccess)]

 

public class NewcBot : Robot

{

 

[Parameter(DefaultValue = 120)]

public int OfDepthCalculation { get; set; }

private TextBlock _DOFTextBlock, _H4OFTextBlock, _H1OFTextBlock, _TradeAllowTextBlock, _TradeAVailableTextBlock;

private Telegram telegram = new Telegram();

private Grid grid;

protected override void OnStart()

{

string messageLocalStorage = LocalStorage.GetString("Example-Message");

if (messageLocalStorage is not null)

{

MessageBox.Show(messageLocalStorage);

} else{

LocalStorage.SetString("Example-Message", "This is just an example message");

}

Screenshot of the log :

 

 

Thank you for your help

That s all good. I fixed my issue. It was some special character inside the key.

sebastien.t
13 Mar 2024, 15:21 ( Updated at: 14 Mar 2024, 05:57 )

RE: LocalStorageScope on Mac

PanagiotisCharalampous said: 

Hi there,

Can you share the complete cBot code you are using and screenshots of your log after executing the cBot?

Best regards,

Panagiotis

My code of the Cbot is definitly too long to share (and also don't want to share all my trading rules….). 

But here is my test at the very beginning of the code:

using System;

using System.Collections.Generic;

using System.Linq;

using System.Security.Cryptography.X509Certificates;

using System.Text;

using cAlgo.API;

using cAlgo.API.Collections;

using cAlgo.API.Indicators;

using cAlgo.API.Internals;

using Microsoft.VisualBasic;

namespace cAlgo.Robots

{

[Robot(AccessRights = AccessRights.FullAccess)]

public class NewcBot : Robot

{

[Parameter(DefaultValue = 120)]

public int OfDepthCalculation { get; set; }

private TextBlock _DOFTextBlock, _H4OFTextBlock, _H1OFTextBlock, _TradeAllowTextBlock, _TradeAVailableTextBlock;

private Telegram telegram = new Telegram();

private Grid grid;

protected override void OnStart()

{

string messageLocalStorage = LocalStorage.GetString("Example-Message");

if (messageLocalStorage is not null)

{

MessageBox.Show(messageLocalStorage);

} else{

LocalStorage.SetString("Example-Message", "This is just an example message");

}

Screenshot of the log :

Thank you for your help