cAlgo Backtesting in Visual Mode - got bars from other TimeFrame earlier than from chartBars
cAlgo Backtesting in Visual Mode - got bars from other TimeFrame earlier than from chartBars
28 Feb 2025, 13:28
Dear Community,
cTrader Desktop 5.1.14
Broker: IC Markets
following 2 test-codes are given - first for a test indicator and the second one for a test bot - both have the same logic:
using System;
using cAlgo.API;
using cAlgo.API.Collections;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
namespace cAlgo
{
[Indicator(AccessRights = AccessRights.None, TimeZone = TimeZones.UTC)]
public class Test : Indicator
{
[Output("Main")]
public IndicatorDataSeries Result { get; set; }
private Bars bigBars;
int lastCalc;
protected override void Initialize()
{
// To learn more about cTrader Automate visit our Help Center:
// https://help.ctrader.com/ctrader-automate
bigBars = MarketData.GetBars(TimeFrame.Hour6, SymbolName);
lastCalc = -1;
}
public override void Calculate(int index)
{
// Calculate value at specified index
// Result[index] =
if (IsLastBar)
{
if (bigBars.Count != lastCalc)
{
lastCalc = bigBars.Count;
Print("BigBar Changed OpenTime Last is now: " + bigBars.OpenTimes[bigBars.OpenTimes.Count - 1]);
Print("And Chart Bar OpenTime Last is now: " + Bars.OpenTimes[Bars.OpenTimes.Count - 1]);
}
}
}
}
}
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, TimeZone = TimeZones.UTC)]
public class DoNothingBot : Robot
{
private Bars bigBars;
int lastCalc;
protected override void OnStart()
{
// To learn more about cTrader Automate visit our Help Center:
// https://help.ctrader.com/ctrader-automate
//Print(Message);
bigBars = MarketData.GetBars(TimeFrame.Hour6, SymbolName);
lastCalc = -1;
}
protected override void OnTick()
{
// Handle price updates here
if (bigBars.Count != lastCalc)
{
lastCalc = bigBars.Count;
Print("BigBar Changed OpenTime Last is now: " + bigBars.OpenTimes[bigBars.OpenTimes.Count - 1]);
Print("And Chart Bar OpenTime Last is now: " + Bars.OpenTimes[Bars.OpenTimes.Count - 1]);
}
}
protected override void OnStop()
{
// Handle cBot stop here
}
}
}
The produces results will be (Chart-TimeFrame is set to h1):
In Backtesting (15/01/2025-15/01/2025 and with tick-Data):
Test-Indicator (incorrect):
15.01.2025 10:00:00.640 | Info | BigBar Changed OpenTime Last is now: 15.01.2025 10:00:00
15.01.2025 10:00:00.640 | Info | And Chart Bar OpenTime Last is now: 15.01.2025 09:00:00
Test-DoNothingBot (correct):
15.01.2025 10:00:00.640 | Info | BigBar Changed OpenTime Last is now: 15.01.2025 10:00:00
15.01.2025 10:00:00.640 | Info | And Chart Bar OpenTime Last is now: 15.01.2025 10:00:00
In Live-Chart:
Test-Indicator (correct):
28.02.2025 12:57:52.266 | Info | BigBar Changed OpenTime Last is now: 28.02.2025 10:00:00
28.02.2025 12:57:52.266 | Info | And Chart Bar OpenTime Last is now: 28.02.2025 10:00:00
So in Backtesting in visual mode the test indicator gets the h6-Bar with OpenTime 10:00:00, but the current last chart-Bar (h1) is still the one with OpenTime 09:00:00. I debugged the code and saw that the chart-Bar has already a tickVolume of 7827 etc. so it seems to be the last tick of the h1-ChartBar of 09:00:00, but it already gets the h6-Bar from 10:00:00.
Thanks in advance for your help.
Best regards,
andi21