Make sure that the backtesting settings are the same. 99% of the times it happened this to me it was caused by some oversight in my backtesing settings. If there is still a problem, then we will need to following information in order to reproduce the problem
cBot code
Optimization parameters file, symbol, timeframe and dates
The exact set of parameters for which the discrepancy is observed
Best regards,
Panagiotis
Hi, Thanks your response, I will try a third evening to figure this issue out, starting from scratch on a different cBot, and report back.
Sorry somehow I stuffed up the forum formatting… Arghhh… Ok, another couple of hours and I managed to reproduce the issue. I am sure it is a bug (I am a programmer myself). Two solid pages of notes in fine print… I will try to best explain it, maybe you can reproduce it. I am old to debugging, but new to forums, so please advise if I should do something differently. I am running BlackBull v 5.0.38.32105. (JUMP to the conclusion at the bottom if the whole process (most likely) bores you.
All tests were on the EURUSD.
I tried a new bot, RSI Sample, and carefully made my tests. All worked perfectly.
I went back to my original bot, "Macd & Rsi Strategy", deleted it and reinstalled. Changed no parms.
Set the BackTest (BT) date parms… 01/09/2024 - 09/10/2024.
Ran BT, checked to make sure no open positions. Profit(P) = 201.36
Setup Optimisation (OPT) set dates again, unticked ALL parms, set TimeFrame(TF) to h1;h4,
Ran OPT, Ph1=201.36, Ph4=-204.52.
Set OPT parms again, to m30;m45;h1. Checked my dates again, and ran. Chose the m45 OPT line (P=-894.90) clicked APPLY.
Noted correct change in left panel instance.
Ran BT : Pm45=-786.98. Aha…. DIFFERENT.
Compared the BT/OPT trade lists, and the number of trades varied, one was 17, one was 18 (both no open pos's), and the last two trades opentimes, etc were all different. Nearl;y all the parms did not match. It's like that run used a different time window, or different source parms. I also noted several of the openTimes in the OPT list were all set to 00:00:00.
From the OPT lines, I APPLIED and BT'd the h1 timeframe… same as always…. 201.36.
I tried OPT on several values.. m30;m45;h1;h2;h3;h4. The m45 reported the correct matching BT value: Pm45=-786.98. Selected it - APPLY - BT - P=-786.98. Perfect.
I thought WTF? This is a prick of a bug. Must be the combination of values… M30;m45;h1. OPT'd them and all was perfect.
So I went back to the beginning, deleted the bot, closed CTrader, reopened it, reinstalled.
Setup the same tests… BT- set dates. (I noticed the remembered FROM date was 09/09/2024, not 01/09/2024. The remembered end date was correct at 09/10/2024.
Reset the BT start date, ran the BT - Ph1=201.36 same so far.
OPT - Noted same date issue, fixed that, set OPT values to h1;h4, and ran. Ph1 = 201.36, Ph4= -204.52. matches for all my tests.
OPT - set TF values to m30;m45,h1. Ran again, m30 and h1 P values same as along. m45 value was the bum value… -894.90.
Subsequent OPT's and the bum value remains.
I'm tired but I just had a thought…. Set the left panel timeframe to h1 and run an OPT with the TF parms set to m30;m45,h1.
Now, Set the left panel timeframe to m45 and run the same OPT… and you get the correct value!
One more test… set the left panel timeframe to m45, run, set it to m20 and run again… the same OPT… all P values are correct.
Set the left panel to h1, OPT again, and the Pm45 value of -894.90 is wrong.
CONCLUSION: the bug has to do with the OPT TimeFrame combo of m30;m45,h1, and the left panel setting of h1.
Hope that helps!
Hi,
I still need the information I asked for to reproduce the problem.
Best regards,
Panagiotis
Info attached - gees I was hoping I could attach a file containing all the info, but find that option not available above. Can I email it somehow?
Thank you for your reply. Would cTrader/Spotware Systems be interested in providing real-time volume data from CME to it's user like a datafeed (which also can be paid for)? I know a few platforms who are doing this already. I have a contact there and could provide.
Hi Most of the time when I set the advanced stop loss feature to automatically move my stop loss to break even when the set pip target has been reached, it does not work. It simply just removes my stop loss altogether from the trade. Am I missing something or is there a technical issue here?
Thanks
Hi there,
Make sure the new stop loss does not fall within the spread. If it does, the stop loss cannot be placed.
When the price of US30 is 40,000, I buy US30 using ExecuteMarketRangeOrderAsync(TradeType.Buy, US30, lot, 10, Symbol.Ask + 100, MyLabel, stopLoss, stopLoss * 10, comment); my base price should be 40,100, and the range pips are 10 points. In theory, the transaction should only be executed when the ask price reaches 40,099 or 40,101, but in practice, it is executed immediately. Why is this RANGE restriction ineffective?
Hi there,
No, this is not how it works. Market orders are executed immediately. This is way they are called market orders. If you need a pending order use a Stop Limit order.
Best regards,
Panagiotis
thank you for replying!
The issue I'm encountering is: when placing an market order, marketrangepips can limit negative slippage , but it doesn't limit positive slippage. For example, when I'm buying, the price at the time of order placement is 40,000, and the marketrangepips is set to 10. However, if the price suddenly drops to 4, which is very favorable to me, so it filled at 4, I don't want the order to be executed. It should only be executed within the range allowed by marketrangepips. Does the marketrangepips parameter only limit negative slippage, or does it limit both positive and negative slippage? What I want is that the positive slippage can also be limited though the price is favorable to me, this function can prevent potential reversal after sending an maket order at exceptionally active market conditions
Please contact your broker regarding execution issues.
Best regards,
Panagiotis
Hi, I've already submitted the problem to the borker (IC Markets) which redirected me to you because they said “The error does not provide more details in order to investigate further from our side”.
There not much information for us either. If you can share your source code and steps to reproduce this issue, we are happy to have a look
Problem is not systematic, it can't be reproduced. The bot works well except once every X days this problem occurs and must be a server side problem. It is just happened again (twice):
The only thing I can notice is that, the hour is almost the same.
The portion of code which closes pending orders is quite simple:
foreach (var order in PendingOrders) if ( order.Label == _BotLabel && order.SymbolName == SymbolName && order.Comment == Comment ) CancelPendingOrder(order);
Hi there,
It's hard to help you in the forum. The broker needs to check why the orders are not cancelled.
Best regards,
Panagiotis
Hi Panagiotis, what if I now have also some “EntityNotFound” error? Maybe you can dig further in this kind of issue?
This error means that you are trying to cancel an order thar does not exist anymore (probably cancelled already). Check your cBot's logic
Make sure that the backtesting settings are the same. 99% of the times it happened this to me it was caused by some oversight in my backtesing settings. If there is still a problem, then we will need to following information in order to reproduce the problem
cBot code
Optimization parameters file, symbol, timeframe and dates
The exact set of parameters for which the discrepancy is observed
Best regards,
Panagiotis
Hi, Thanks your response, I will try a third evening to figure this issue out, starting from scratch on a different cBot, and report back.
Sorry somehow I stuffed up the forum formatting… Arghhh… Ok, another couple of hours and I managed to reproduce the issue. I am sure it is a bug (I am a programmer myself). Two solid pages of notes in fine print… I will try to best explain it, maybe you can reproduce it. I am old to debugging, but new to forums, so please advise if I should do something differently. I am running BlackBull v 5.0.38.32105. (JUMP to the conclusion at the bottom if the whole process (most likely) bores you.
All tests were on the EURUSD.
I tried a new bot, RSI Sample, and carefully made my tests. All worked perfectly.
I went back to my original bot, "Macd & Rsi Strategy", deleted it and reinstalled. Changed no parms.
Set the BackTest (BT) date parms… 01/09/2024 - 09/10/2024.
Ran BT, checked to make sure no open positions. Profit(P) = 201.36
Setup Optimisation (OPT) set dates again, unticked ALL parms, set TimeFrame(TF) to h1;h4,
Ran OPT, Ph1=201.36, Ph4=-204.52.
Set OPT parms again, to m30;m45;h1. Checked my dates again, and ran. Chose the m45 OPT line (P=-894.90) clicked APPLY.
Noted correct change in left panel instance.
Ran BT : Pm45=-786.98. Aha…. DIFFERENT.
Compared the BT/OPT trade lists, and the number of trades varied, one was 17, one was 18 (both no open pos's), and the last two trades opentimes, etc were all different. Nearl;y all the parms did not match. It's like that run used a different time window, or different source parms. I also noted several of the openTimes in the OPT list were all set to 00:00:00.
From the OPT lines, I APPLIED and BT'd the h1 timeframe… same as always…. 201.36.
I tried OPT on several values.. m30;m45;h1;h2;h3;h4. The m45 reported the correct matching BT value: Pm45=-786.98. Selected it - APPLY - BT - P=-786.98. Perfect.
I thought WTF? This is a prick of a bug. Must be the combination of values… M30;m45;h1. OPT'd them and all was perfect.
So I went back to the beginning, deleted the bot, closed CTrader, reopened it, reinstalled.
Setup the same tests… BT- set dates. (I noticed the remembered FROM date was 09/09/2024, not 01/09/2024. The remembered end date was correct at 09/10/2024.
Reset the BT start date, ran the BT - Ph1=201.36 same so far.
OPT - Noted same date issue, fixed that, set OPT values to h1;h4, and ran. Ph1 = 201.36, Ph4= -204.52. matches for all my tests.
OPT - set TF values to m30;m45,h1. Ran again, m30 and h1 P values same as along. m45 value was the bum value… -894.90.
Subsequent OPT's and the bum value remains.
I'm tired but I just had a thought…. Set the left panel timeframe to h1 and run an OPT with the TF parms set to m30;m45,h1.
Now, Set the left panel timeframe to m45 and run the same OPT… and you get the correct value!
One more test… set the left panel timeframe to m45, run, set it to m20 and run again… the same OPT… all P values are correct.
Set the left panel to h1, OPT again, and the Pm45 value of -894.90 is wrong.
CONCLUSION: the bug has to do with the OPT TimeFrame combo of m30;m45,h1, and the left panel setting of h1.
Hope that helps!
Hi,
I still need the information I asked for to reproduce the problem.
Make sure that the backtesting settings are the same. 99% of the times it happened this to me it was caused by some oversight in my backtesing settings. If there is still a problem, then we will need to following information in order to reproduce the problem
cBot code
Optimization parameters file, symbol, timeframe and dates
The exact set of parameters for which the discrepancy is observed
Best regards,
Panagiotis
Hi, Thanks your response, I will try a third evening to figure this issue out, starting from scratch on a different cBot, and report back.
Ok, another couple of hours and I managed to reproduce the issue. I am sure it is a bug (I am a programmer myself). Two solid pages of notes in fine print… I will try to best explain it, maybe you can reproduce it. I am old to debugging, but new to forums, so please advise if I should do something differently.
When the price of US30 is 40,000, I buy US30 using ExecuteMarketRangeOrderAsync(TradeType.Buy, US30, lot, 10, Symbol.Ask + 100, MyLabel, stopLoss, stopLoss * 10, comment); my base price should be 40,100, and the range pips are 10 points. In theory, the transaction should only be executed when the ask price reaches 40,099 or 40,101, but in practice, it is executed immediately. Why is this RANGE restriction ineffective?
Hi there,
No, this is not how it works. Market orders are executed immediately. This is way they are called market orders. If you need a pending order use a Stop Limit order.
Bars.LoadMoreHistory() does not work for backtesting at the moment. This feature will be added in a future release of cTrader.
Best regards,
Panagiotis
Thanks a lot!
One additional question: Previously, the Bars.OpenTimes.Count method brought more than 3,000 candles to the index. Today, I notice it is only bringing 200.
Please use English language and use screenshots/videos to explain your issue.
Best regards,
Panagiotis
Hello, When I try to create a new order, nothing happens. I can't find a way to open the new order window, the only way to open trades is to use the gadget in the chart.
An error message is displayed
Hi there,
Please share screenshots/videos so that we can see what you are doing and what error you receive.
PanagiotisCharalampous
11 Oct 2024, 05:20
Hi eynt,
No this information is not available via the API.
Best regards,
Panagiotis
@PanagiotisCharalampous