WhiteSage
18 May 2015, 20:46

Do you mean tick volume or tick data (t1, t2..) on a higher time frame?

WhiteSage
16 May 2015, 00:47

RE:

lec0456 said:

Why was all the reference code taken down?

Huh.. Great question.

WhiteSage
16 May 2015, 00:45

The .net Stream writer is probably your friend in this case, but you will have to build a system to save and recall it. Should you not have the capturing bot/indicator running at the time, there will be a hole in the data. Market depth is real time only as far as I know.

WhiteSage
16 May 2015, 00:42

Do check the reference samples, lots of goodies:

/forum/calgo-reference-samples/56

Looks like Positions.FindAll and a foreach loop is what you are after.

WhiteSage
16 May 2015, 00:34

Turns out running other things while optimizing causes the platform to lose priority (windows thread management?).

Turning up the applications priority in task manager restores some of it.

WhiteSage
16 May 2015, 00:31

Are the entry points identical?
Is the account leverage, currency, commission and spread the same?
Is it the same broker?
Is it the same stream?

WhiteSage
16 May 2015, 00:27

cTrader/cAlgo is the software, your streams and interactions are to do with your broker.
Check out Forex peace army, it explains all of these things and more: http://www.forexpeacearmy.com/forex-forum/education/

WhiteSage
09 May 2015, 07:24

This sounds more like a broker problem and not the platform.

WhiteSage
09 May 2015, 06:52

All the power of collections, linq and external libraries, without the overhead of an interpreted language. I can't help but wonder if the forex programming communities haven't cottoned on yet. Either that or they have and are keeping quiet! =P

WhiteSage
09 May 2015, 06:47

Look out for:

Having too many charts open (in cAlgo this can be on both bots and indicators).

Charts that recalculate heavily on tick.

MT conversions, they are less than efficient. I've found the converted scripts run much worse than something hand ported.

WhiteSage
08 May 2015, 05:44

WhiteSage
03 May 2015, 08:57

Lol, don't mind me. I must have bumped the sort heading on the Log..

WhiteSage
01 May 2015, 18:34

You wont be able draw charts or chart objects in backtest at the moment, its coming.

For now build it in to an indicator if possible.

WhiteSage
29 Apr 2015, 00:12

It turns out calling myIndicator.Calculate from a bot doesn't execute correctly.

I had a parameter called ENABLE that was set to false by default (to prevent the indicator recalcing all the time), then tried the following:

myIndicator.ENABLE = true;
myIndicator.Calculate(MarketSeries.Open.Count);

But it doesn't fire the method correctly for some reason.

WhiteSage
29 Apr 2015, 00:12

This post was removed by moderator, because it duplicates another post. /forum/calgo-support/5037?page=1

WhiteSage
28 Apr 2015, 22:36

You can use C#.Net to do just about anything, post in the jobs thread.

WhiteSage
28 Apr 2015, 22:25

Without seeing the code its hard to say, I would check your code to be doubly sure you are searching for the right trade labels and that the instantiating code for the trade has the right label (do you have many different trade scenarios?)
The fact it didn't refire in backtest is curious but not unforeseen.
Some of the differences are:
Backtests with OnTick are inaccurate unless you are using tick data.
Backtests only start with a fraction of the available bars a chart has, this may effect long MA's or any indicators that use Min and Max values or accumulate.
Backtest chart grow (how large I do not actually know!) with each tick. I assume forward tests do also.

WhiteSage
21 Apr 2015, 09:15

WhiteSage
19 Apr 2015, 22:57

RE:

Spotware said:

We plant add chart objects to backtesting in the future. Currently all chart objects are ignored in backtesting.

It seems everything to do with drawing is disabled during backtest, when drawing becomes a feature it would be handy to have a toggle for it, so the user can turn them back off for speed.

WhiteSage
19 Apr 2015, 22:51

Check the overloads, you can pass in a marketSeries.