Indicator not working in backtesting

Created at 20 Feb 2019, 14:49

Joined 14.10.2018

Indicator not working in backtesting
20 Feb 2019, 14:49

i have a indicator that runs on the tick event.

using cAlgo.API;
using cAlgo.API.Internals;
using cAlgo.API.Indicators;
using cAlgo.Indicators;

namespace cAlgo
{
    [Levels(0)]
    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AutoRescale = true, AccessRights = AccessRights.None)]
    public class Neggie : Indicator
    {
        [Output("Ask", LineColor = "Blue")]
        public IndicatorDataSeries Ask { get; set; }

        [Output("Mid", LineColor = "Green")]
        public IndicatorDataSeries Mid { get; set; }

        protected override void Initialize()
        {
        }
        public override void Calculate(int index)
        {

            Ask[index] = Symbol.Ask;
            Mid[index] = (Symbol.Bid + Symbol.Ask) / 2;
        }
    }
}

How go I get it to extend further to the right eg. go further back in time.

When showing it in an bot and backtesting with the indicator the indicator value always stays based on the current ask& bid prices.
How can i make it to also work in backtesting?

@Shares4UsDevelopment

Replies

PanagiotisCharalampous
20 Feb 2019, 14:59

Hi Ton,

To display values further to the right, just increase the index. For previous bars you first need to decide what to display. See below an example where the close value is displayed.

using cAlgo.API;
using cAlgo.API.Internals;
using cAlgo.API.Indicators;
using cAlgo.Indicators;

namespace cAlgo
{
    [Levels(0)]
    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AutoRescale = true, AccessRights = AccessRights.None)]
    public class Neggie : Indicator
    {
        [Output("Ask", LineColor = "Blue")]
        public IndicatorDataSeries Ask { get; set; }

        [Output("Mid", LineColor = "Green")]
        public IndicatorDataSeries Mid { get; set; }

        protected override void Initialize()
        {
        }
        public override void Calculate(int index)
        {
            if (!IsLastBar)
            {
                Ask[index + 10] = MarketSeries.Close[index];
                Mid[index + 10] = MarketSeries.Median[index];
            }
            else
            {
                Ask[index + 10] = Symbol.Ask;
                Mid[index + 10] = (Symbol.Bid + Symbol.Ask) / 2;
            }
        }
    }
}

Let me know if this helps.

Best Regards,

Panagiotis

@PanagiotisCharalampous

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