dave.anderson.consulting
26 Oct 2022, 18:22 ( Updated at: 03 Nov 2022, 16:45 )

It would have been nice if Spotware finally paid some attention to the long-awaited non-time based backtesting and optimization. Although I can load the data into NinjaTrader via a NinjaTrader connector and test my cTrader algo there, I would prefer to do it directly on the cTrader itself.

In addition, it would be nice if the code of built-in indicators was made publicly available. That would boost the algo trading and tooling development on the cTrader. In some cases there are strange differences with the built-in indicators on other platforms such as NinjaTrader and MetaTrader4/5. That makes it more difficult for an algo trader/developer and financially less interesting to make the same tooling for cTrader.

dave.anderson.consulting
02 Apr 2022, 12:14

I have the exact same problem. In Visual Studio I get the same error.

Has anyone figured out what could be going on here?

dave.anderson.consulting
05 Mar 2021, 21:05

Hi,

Is there any workaround for this to use custom bars (like RenkoBars) with indicators?

Regards,

Dave

dave.anderson.consulting
26 Feb 2021, 21:59 ( Updated at: 26 Feb 2021, 22:00 )

RE: Unable to Build it.

The only dll used is the cAlgo.API.dll and that is from cTrader itself. The afhacker's code makes use of this dll that you already have on your cTrader installation.

The only problem is that some parts of the afhacker's code is not fully implemented yet. Therefore, you might get different error messages depending on which piece of code you are using.

He is aware of this but had no time to fix it.(see: https://github.com/afhacker/cAlgo.API.Extensions.Series/issues/2 )

But honestly, not being able to back test Renko bars is actually something Spotware / cTrader has to fix.

To me Renko is a half baked feature in cTrader.

Until the time of writing this post no one has managed to have a working workaround to backtest Renko bars on cTrader.

dave.anderson.consulting
21 Dec 2020, 17:09

RE:

PanagiotisCharalampous said:

Hi dave.anderson.consulting,

In optimization, you cannot get bars from other timeframes before the backtesting start date. You can only get such bars from the date and time the execution has started and onwards. I hope it is clearer now.

Best Regards,

Panagiotis 

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Hello Panagiotis Charalampous,

Thanks for your quick response.

I think I understand now :-(
The misunderstanding was probably due to my creativity to get around cTrader shortcomings. I wanted to use Optimization for my Renko MTF bot using a mix of the above information and the information I found in your other post at https://ctrader.com/forum/cbot-support/23640.
But unfortunately that is not possible, I now understand.

I come from MT4 algotrading and am pretty good at it. But I am even better at C#. Hence I thought instead of switching to MT5 I can use cTrader. At first it seems that cTrader has many useful features that MT4 and sometimes even MT5 do not have. But in practice, most features still seem immature or incomplete.

dave.anderson.consulting
21 Dec 2020, 14:00 ( Updated at: 21 Dec 2020, 14:59 )

RE:

PanagiotisCharalampous said:

Hi driftingprogrammer,

This happens because

Bars tempBars = MarketData.GetBars(TimeFrame.Minute15);

does not return any values in OnStart(). Unfortunately getting past bars from other timeframes is not supported at the moment in Optimization. You can only get bars from other timeframes that are constructed during the time the cBot is running. If your cBot logic allows it, here is a workaround to consider.

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 NewcBot : Robot
    {
        [Parameter(DefaultValue = 0.0)]
        public double Parameter { get; set; }

        protected override void OnStart()
        {

        }

        protected override void OnBar()
        {
            Bars tempBars = MarketData.GetBars(TimeFrame.Minute15);
            if (tempBars.Count > 0)
            {
                Print("Printing tick volume " + tempBars.Count);
            }
        }

        protected override void OnStop()
        {
            // Put your deinitialization logic here
        }
    }
}

Best Regards,

Panagiotis 

Join us on Telegram

 

Unfortunately it is sill unclear to me what is really supported and what is not supported regarding getting historical bars of different timeframes while optimization is running.

Does this mean that if I move the code from OnStart to OnTick or OnBar as you suggested, it would work in Optimization? Or getting past bars from other timeframes is 'always' impossible in Optimization? Because in last case, the cTrader Optimization would be useless!

I would greatly appreciate if you explain it in more detail.