firemyst
14 Jun 2019, 10:13 ( Updated at: 21 Dec 2023, 09:21 )

RE:

Panagiotis Charalampous said:

Hi FireMyst,

Here is your problem

Best Regards,

Panagiotis

Thank you! Debugging in VS i didn't see those -- only what's written in the log. I appreciate your time.:-)

firemyst
14 Jun 2019, 09:41

RE: RE:

Panagiotis Charalampous said:

Hi FireMyst,

To investigate the reasons for the specific position you need to go through Pepperstone. They are in charge of their execution. Regarding the code sample, I will need the complete cBot and steps to reproduce. Since I do not see any obvious reason for a technical error, I might need to forward to the QA team for further investigation. Btw a more proper way to round prices is the following

Math.Round(price, Symbol.Digits)

Best Regards,

Panagiotis

Here's sample code which reproduces the issue every time for me on Pepperstone. Use on EURAUD 15-minute chart:

using System;
using System.Linq;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using cAlgo.Indicators;

namespace cAlgo.Robots
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class TestBot : Robot
    {
        private string _positionLabel = String.Empty;
        private MarketSeries _marketSeries;
        private int _counter = 0;
        double _prevStopLossLocation = 0;

        protected override void OnStart()
        {
            _marketSeries = MarketData.GetSeries(Symbol, MarketSeries.TimeFrame);
            DataSeries series = _marketSeries.Close;
            _positionLabel = (MarketSeries.TimeFrame) + " " + Symbol.Code + " Test Bot";
            ExecuteMarketOrder(TradeType.Buy,Symbol,1000,_positionLabel,30,null);
            _prevStopLossLocation = 0;
        }

        protected override void OnTick()
        {
            Print("Tick! {0}", _counter);
            Position p = Positions.Find(_positionLabel, Symbol);

            double pipAdjustment = Symbol.PipSize * 10;
            double newSL = RoundPips(Symbol, p.EntryPrice - pipAdjustment);

            if (_prevStopLossLocation != 0)
                newSL += _prevStopLossLocation;

            Print("MP10: Position \"{0} {1}\" is in profit. Setting new SL to {2} from {3}.", p.Id, p.Label, newSL, _prevStopLossLocation);

            TradeResult r = p.ModifyStopLossPrice(newSL);
            if (r.IsSuccessful)
            {
                _prevStopLossLocation = newSL + 0.00004;
                Print("MP10: Successfully set stoploss to \"{0}\" for position \"{1} {2}\".", newSL, p.Id, p.Label);
            }
            else
            {
                Print("MP10: Problem! Could not set stoploss to \"{0}\" for position \"{1} {2}\".", newSL, p.Id, p.Label);
                Stop();
                return;
            }
        }

        private double RoundPips(Symbol s, double pips)
        {
                return ((int)(pips * Math.Pow(10, 4))) / Math.Pow(10, 4);
        }

    }
}

It typically bombs out the second or 3rd time through for me after I add the "0.00004" to the newSL value.

firemyst
14 Jun 2019, 09:41

RE: RE:

Panagiotis Charalampous said:

Hi FireMyst,

To investigate the reasons for the specific position you need to go through Pepperstone. They are in charge of their execution. Regarding the code sample, I will need the complete cBot and steps to reproduce. Since I do not see any obvious reason for a technical error, I might need to forward to the QA team for further investigation. Btw a more proper way to round prices is the following

Math.Round(price, Symbol.Digits)

Best Regards,

Panagiotis

Here's sample code which reproduces the issue every time for me on Pepperstone. Use on EURAUD 15-minute chart:

using System;
using System.Linq;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using cAlgo.Indicators;

namespace cAlgo.Robots
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class TestBot : Robot
    {
        private string _positionLabel = String.Empty;
        private MarketSeries _marketSeries;
        private int _counter = 0;
        double _prevStopLossLocation = 0;

        protected override void OnStart()
        {
            _marketSeries = MarketData.GetSeries(Symbol, MarketSeries.TimeFrame);
            DataSeries series = _marketSeries.Close;
            _positionLabel = (MarketSeries.TimeFrame) + " " + Symbol.Code + " Test Bot";
            ExecuteMarketOrder(TradeType.Buy,Symbol,1000,_positionLabel,30,null);
            _prevStopLossLocation = 0;
        }

        protected override void OnTick()
        {
            Print("Tick! {0}", _counter);
            Position p = Positions.Find(_positionLabel, Symbol);

            double pipAdjustment = Symbol.PipSize * 10;
            double newSL = RoundPips(Symbol, p.EntryPrice - pipAdjustment);

            if (_prevStopLossLocation != 0)
                newSL += _prevStopLossLocation;

            Print("MP10: Position \"{0} {1}\" is in profit. Setting new SL to {2} from {3}.", p.Id, p.Label, newSL, _prevStopLossLocation);

            TradeResult r = p.ModifyStopLossPrice(newSL);
            if (r.IsSuccessful)
            {
                _prevStopLossLocation = newSL + 0.00004;
                Print("MP10: Successfully set stoploss to \"{0}\" for position \"{1} {2}\".", newSL, p.Id, p.Label);
            }
            else
            {
                Print("MP10: Problem! Could not set stoploss to \"{0}\" for position \"{1} {2}\".", newSL, p.Id, p.Label);
                Stop();
                return;
            }
        }

        private double RoundPips(Symbol s, double pips)
        {
                return ((int)(pips * Math.Pow(10, 4))) / Math.Pow(10, 4);
        }

    }
}

It typically bombs out the second or 3rd time through for me after I add the "0.00004" to the newSL value.

firemyst
14 Jun 2019, 06:21

RE:

Panagiotis Charalampous said:

Hi FireMyst,

If you can share the cBot code and cBot parameters we can investigate further.

Best Regards,

Panagiotis

Here is the bot code for that particular section:

{
                            pipAdjustment = Symbol.PipSize * 1;

                            if (p.TradeType == TradeType.Buy)
                                newSL = RoundPips(Symbol, p.EntryPrice + pipAdjustment);
                            else
                                newSL = RoundPips(Symbol, p.EntryPrice - pipAdjustment);

                            if (DebugLogMode)
                                Print("MP11: Position \"{0} {1}\" is in profit by at least {2} pips. Setting new SL to {3} from {4}.", p.Id, p.Label, _minPipProfitPastEntryPriceThreshold, newSL, _prevStopLossLocation);

                            TradeResult r = p.ModifyStopLossPrice(newSL);
                            if (r.IsSuccessful)
                            {
                                _prevStopLossLocation = newSL;
                                Print("MP11: Successfully set stoploss to \"{0}\" for position \"{1} {2}\".", newSL, p.Id, p.Label);
                            }
                            else
                            {
                                Print("MP11: Problem! Could not set stoploss to \"{0}\" for position \"{1} {2}\".", newSL, p.Id, p.Label);
                                Stop();
                                return;
                            }
                        }

Here is the function "RoundPips":

/// <summary>
        /// JPY currency in pips only goes to 2 decimal places. If the symbol contains JPY, round pips value to 2 places; otherwise 4.
        /// </summary>
        /// <param name="s">The Symbol</param>
        /// <param name="pips">The Pip value</param>
        /// <returns>The rounded pip value to either 2 or 4 places if symbol s contains JPY.</returns>
        private double RoundPips(Symbol s, double pips)
        {
            if (s.Code.ToUpper().Contains("JPY"))
            {
                return ((int)(pips * 100)) / 100.0;
            }
            else
            {
                return ((int)(pips * 10000)) / 10000.0;
            }
        }

The variable "p" is just the current position:

Position p = Positions.Find(_positionLabel, Symbol);

This is coded with cTrader v 3.3.

firemyst
14 Jun 2019, 04:15

RE:

Panagiotis Charalampous said:

Hi FireMyst,

No there is no such option at the moment.

Best Regards,

Panagiotis

Thank you for the clarification @Panagiotis.

It would be great if Spotware would seriously consider this.

After all, if cTrader puts traders first, certainly they must see it would be great for us to be able to put our own messages there in circumstances like this to help us distinguish what messages are coming from what positions. :-)

Thanks again! :-)

firemyst
14 Jun 2019, 04:12

HI @Panagiotis:

Before sharing code, since the PID was given in the log output from cTrader, is your team able to look it up in any "transaction logs" to see what, if anything, was logged on the server?

Or is that something I can pass along to Pepperstone, and then they would contact Spotware to find out more?

Thank you,

firemyst
05 Jun 2019, 12:14

RE:

Panagiotis Charalampous said:

Hi FireMyst,

We have investigated this issue. The reason this happens is that during Visual Backtesting chart and the indicators added to it receive a subset of all the ticks in backtesting. The number of lost ticks depends on backtesting speed and this a necessary compromise to achieve acceptable speed. However this does not come without side effects and this is one of them. For this specific indicator all ticks matter since the value for each bar is calculated for each index using the median price of the trend bar. If you miss one tick in a bar somewhere in the middle, indicator would have a different value than in case you calculate it on every tick. You should not experience this issue in silent backtesting or on during live execution.

Best Regards,

Panagiotis

HI @Panagiotis:

THank you for your investigation. I'm afraid I'm a bit confused and here's why.

I ran some tests today. It works perfectly with SpotWare's cTrader 3.5, and IC Markets version 3.3 of cTrader.

It doesn't work as expected with Pepperstone's version 3.3 of cTrader.

All run in visual backtesting mode.

So if only a subset of ticks are received and utilized, and that's the way cTrader operates, why does it work the same with all the other providers of cTrader except Pepperstone's? I would expect it to work the same with every single broker since the underlying logic of cTrader should be the same, and thus leads me to believe there's an issue with Pepperstone's version of cTrader?

??

firemyst
21 May 2019, 08:04

RE:

firemyst
12 May 2019, 13:32 ( Updated at: 21 Dec 2023, 09:21 )

RE:

Spotware said:

 

Download cTrader Desktop 3.5 Beta

New Features in cTrader Automate 3.5

cTrader Automate, which is now a native feature of cTrader, also got a facelift, as well as added new features.

New Look for cBots and Indicators Lists

Same way as Watchlists in Trade application, the cBots and indicators lists have moved in the side menu under Automate application, where now you can also find a Backtesting and Optimization progress bar and input parameters grouping for cBots and indicators.

cTrader Desktop 3.5 will be released to brokers in the nearest future. Meanwhile, you can try the new features on Beta version.

Download cTrader Desktop 3.5 Beta

 

This is an annoying new feature that requires 1 simple change to make it more practical for developers/bot users.

In 3.5, every time a user wants to run a bot with different values for parameters, the amount of clicks they have to go through to do so does not increase "usability".

For example, I load up a bot, set one parameter and after running, want to change the value of another parameter. What do I have to do?

I have to:

1. click the cog-wheel,
2. scroll down the parameter list to the parameterI want to change,
3. and then change the parameter value.

Users should NOT have to go through this excessive clicking exercise every time.

SpotWare needs to seriously consider implementing the "pin" functionality Microsoft (and other companies use). See the attached screen capture from Visual Studio with the circled 'pin':

If I want that window to stay open, I click the pin to pin it so it stays open. Otherwise, it automatically hides (as you have it) when I'm not using that frame.

It is significantly more user friendly, and will not only allow users to keep the parameters minimized when they want, but also allow those who need to keep them permanently visible for testing/running bots to do so as well.

Thank you.

firemyst
12 May 2019, 13:24 ( Updated at: 21 Dec 2023, 09:21 )

RE:

Spotware said:

 

Download cTrader Desktop 3.5 Beta

cTrader Desktop 3.5 will be released to brokers in the nearest future. Meanwhile, you can try the new features on Beta version.

Download cTrader Desktop 3.5 Beta

 

You should provide users with the ability to 'expand/collapse' parameter groups.

The functionality I suggest is similar to putting a plus "+" sign next to each group label that will allow users to expand/collapse the group.

For example, in the attached screen capture, what if I don't care about the parameters in group G1 and want them hidden? This might be because they're a set of parameters that I set once and never have to worry about over and over (like an email address, or yes/no flag for raising alerts, etc).

Thank you! :-)

firemyst
12 May 2019, 13:21 ( Updated at: 21 Dec 2023, 09:21 )

RE:

Spotware said:

cTrader Desktop 3.5 will be released to brokers in the nearest future. Meanwhile, you can try the new features on Beta version.

Download cTrader Desktop 3.5 Beta

 

A lot of developers/traders have multiple versions of indicators. In the attached example, how do I know from the menu which version is which?

Either the menu needs to be expanded, or might I suggest at the very least have your team implement a "tool tip" to display the full-name of the indicator when a user hovers over it.

Thank you.

firemyst
08 May 2019, 11:26

RE:

Panagiotis Charalampous said:

Try running the backesting in Visual Mode. It might help you understand it better.

OK, That makes a bit more sense now. I was reading those numbers at the top of the chart as the total overall gain/loss for the entire test period, which it can't obviously provide if there's still open positions when the bot comes to the end of the test period and positions are still open.

Thank you.

So am I correct to say then that if I have bots with parameters, and I want to see what parameter settings will give me the highest 'balance' at the end when the bot stops, I have to look at the "balance" line on the equity chart and compare the differences in runs between those different parameter settings?

For instance, if I started overall with 10,000 in my account, my current balance could be at 20,000 with a lot of good wins, the current trade is -536, meaning I have 19,400 (roughly) in equity, but overall at least a 9,400 gain since starting at 10,000 if I were to close everything out and take unrealized P&L.

Thus the "balance" line on the equity chart would be hovering around the 20,000 mark, with the 'equity' gray around coloured down to around the 19,400 area.

Is that about right?

firemyst
08 May 2019, 10:40 ( Updated at: 21 Dec 2023, 09:21 )

RE:

Panagiotis Charalampous said:

Hi FireMyst,

I had a look at the cBot. Please note that the chart does not show the equity at the moment that the backtesting finishes but the max equity reached since the moment the last position was closed (in this case 07/03). In other words, it says that since the 07/03 till the 20/04, the max equity reached 10400. The balance shows correclty and the ending equity is calculated based on the unrealized P&L of the remaining open positions.

Let me know if this clarifies things.

Best Regards,

Panagiotis

Hi @Panagiotis:

Unfortunately, your explanation doesn't make sense to me. What chart are you referring to since multiple ones are posted? In neither posting #5 or #7 do I see any place where either the graphing is around 10,400; in post#5 with the chart, the highest equity is $10,530 when position 1 is closed, and position 2 is still open. In Posting #1, there is no place where the equity is "-7".

To avoid confusion, let's stick with the code I have posted.

Here are the screen captures from running it with highlights on the screen. The TOP of the bar chart says,"-536". The "last position closed" according to the "events" tab, is 11 (3rd capture). The "equity" at that point, according to the events tab, is 9031 - 8951 -- neither of which is 536 below the starting balance of 10,000, correct?

So according to these charts, where does the -536 come from or how is it calculated from the results shown exactly?

In the above two highlighted lines, both the "balance" and the equity is way lower than the -536 displayed on the top of the bar graph.

Thank you :-)

firemyst
07 May 2019, 09:05

RE:

Jiri said:

Hi Spotware,

When you try to access other types of properties than IndicatorDataSeries the object is not accessible due to lazy loading unless you try to access together with an IndicatorDataSeries. Please see sample below.

I experienced similar issues.

Apparently this is intended behavior.

See this thread:

https://ctrader.com/forum/ctrader-support/16386

firemyst
07 May 2019, 06:16

Update on this for everyone:

After further investigations with Team Spotware and @Panagiotis , it appears that the root cause of this issue is the "lazy loading" with indicators.

In the above code, there's the following:

if (_zlema.IsInUpTrend) { ... }

However, those property values haven't been loaded yet (the "lazy loading").

So above those statements where a _zlema property is first checked, the following code (or similar) needs to be:

var a = _zlema.Result.Last(0);

This ensures all the current property values for the indicator are loaded.

After doing this, the results are the same regardless of which print statement is used.

Thank you.

firemyst
06 May 2019, 16:47

RE:

Panagiotis Charalampous said:

Hi FireMyst,

1) references all the other indicators I want used in the calculations

2) incorporate the bot's calculation logic

indeed this is the correct approach

There's currently no way then to draw objects on a chart that's not the main chart? Or is there?

There is but you need to manually add the area. See below an example 

  Chart.IndicatorAreas[0].DrawText("Test", "Test", Server.Time, 50, Color.Red);

Best Regards,

Panagiotis

Perfect! Thanks yet again!

firemyst
06 May 2019, 16:32

RE:

Panagiotis Charalampous said:

Hi FireMyst,

I am not sure what do you expect to happen here. Indicators referenced by cBots are not displayed on the charts.

Best Regards,

Panagiotis

What I was hoping to achieve, is to have some values calculated in the bot based on all the indicators on the current tick, and then display those calculated values on a separate chart (hence the "IsOverlay = false" because those calculated values would be anywhere from -10...0...10 (kind of like an oscillator).

But from what you're telling me, I'd have to create another indicator that:

1) references all the other indicators I want used in the calculations

2) incorporate the bot's calculation logic

and add it to the chart as a separate indicator?

There's currently no way then to draw objects on a chart that's not the main chart? Or is there?

Thank you.

firemyst
06 May 2019, 16:08

RE:

Panagiotis Charalampous said:

Hi FireMyst,

The levels will appear when your indicator starts getting more values. At the moment it is zoomed at 0. e.g.

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

namespace cAlgo
{
    [Levels(2, 1, 0)]
    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class ConditionsOfEntry : Indicator
    {
        [Output("UpwardSell", LineStyle = LineStyle.Solid, PlotType = PlotType.Points, LineColor = "Red")]
        public IndicatorDataSeries UpwardSell { get; set; }
        [Output("UpwardNeutral", LineStyle = LineStyle.Solid, PlotType = PlotType.Points, LineColor = "Yellow")]
        public IndicatorDataSeries UpwardNeutral { get; set; }
        [Output("UpwardBuy", LineStyle = LineStyle.Solid, PlotType = PlotType.Points, LineColor = "Lime")]
        public IndicatorDataSeries UpwardBuy { get; set; }

        public int UpwardCount { get; set; }

        private const int UpwardMax = 5;

        public override void Calculate(int index)
        {
            //if (UpwardCount >= UpwardMax)
            UpwardBuy[index] = index % 10;
            //else if (UpwardCount > Math.Round(UpwardMax / 2.0, MidpointRounding.AwayFromZero))
            //    UpwardNeutral[index] = UpwardCount;
            //else
            //    UpwardSell[index] = UpwardCount;
        }

    }
}

Best Regards,

Panagiotis

I obviously found that a bit confusing because when I specify levels, I'd expect to see them there when the chart loads.

Might be worth considering updating the API documentation so others aren't caught out by it,but I'll leave that decision with your team.

Thank you.

firemyst
06 May 2019, 16:02

RE:

Panagiotis Charalampous said:

Hi FireMyst,

1) We will fix the description.

2) It seems you are using new features included in 3.5 but compiling with 3.3. To solve this issue, close Spotware cTrader 3.5, go to C:\Users\UserName\Documents\cAlgo\API, delete all files in the folder and restart cTrader 3.5.

3) Deprecated fileds are not shown in Intellisence. If you want to use v3.3 of the API, repeat the process described in point 2 but with a 3.3 instance of cTrader.

Best Regards,

Panagiotis

Awesome. That fixed issues 2 & 3. Thank you.

Whatever they're paying you, it's not enough. ;-)

firemyst
06 May 2019, 12:41

RE:

Panagiotis Charalampous said:

Hi FireMyst,

What do you expect the code to do?  UpwardCount is always 0.

Best Regards,

Panagiotis

I expect cTrader to show the levels 0, 1, 2 as per the Levels specification at the top of the code:

[Levels(2, 1, 0)]

regardless of what the output values would be.

Just like some indicators would have levels -2, -1, 0, 1, 2, but if the indicator runs and never goes below zero, the levels -1 and -2 are still shown.