How exactly does recalculation work in Back Testing? - page 2
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Hmm...
Doesn't seem like a correct place to keep them, wouldn't you agree? What is the relation between the currency movements and the date period you selected in the UI for one particular test? I understand that it is a good feature to keep the old values somewhere so that when you restart your terminal the old values are remembered and you don't have to enter them again, but keeping the test params in the fxt file doesn't seem like a good decision to me. It introduces an un-needed dependency between the data for a particular pair+model on one hand and the setup of a test on the other hand, which do not naturally depend on each other - they are completely independent, you can have any set of test params applied to any fxt file. This is roughly equivalent to violating the 3rd normal form (3NF) of database design: you have attributes (from-to dates) which do not depend on the primary key (tick data).
I understand that fixing this will require modifying an existing, well-known, standard file format, and that there are probably several components up-stream in you application which depend on this file format and that probably not too many customers have complained about this so it's not a very high priority fix for you but from my perspective it looks like a wrong design and I would advocate that this be fixed. I think a good approach would be to NOT modify the fxt file structure but introduce a anew configuration file and to to keep the test-related setup data (like from-to) in there. This will solve your problem with backwards compatibility of components - if the test setup data file is found on disk you read the params from there. If not - from the fxt file.
Like I said - I realize that with the current design this may require quite a bit of work to fix so I will understand if you guys are not very enthusiastic about fixing this. :) Plus, now that I know that it changes the dates on you I will be careful not to fall into this trap again :) Don't know if there is a equivalent "pogovorka" in Russian, but there is a Bulgarian saying that roughly translated means "preduprejdionnyi - napolovinu spasionnyi"
cheers,
P.S. Damn! - my post from yesterday with suggestions for tester improvements disappeared and I was too tired to type it in again :( I'll try rememeber what I typed and post it again tomorrow - today is my son's birthday so I 'll be busy eating cake and inflating baloons :)
So the From-To dates are kept in the fxt file for the corresponding symbol+modeling_method?
Hmm...
Like I said - I realize that with the current design this may require quite a bit of work to fix so I will understand if you guys are not very enthusiastic about fixing this. :) Plus, now that I know that it changes the dates on you I will be careful not to fall into this trap again :) Don't know if there is a equivalent "pogovorka" in Russian, but there is a Bulgarian saying that roughly translated means "preduprejdionnyi - napolovinu spasionnyi" :)
In Russian - "предупрежден - значит вооружен" ( вооружен== armed) :)
Thank you for your humor and patience .
... and now for some "im-patient" humor: so do you think you're gonna fix this any time soon? (Fix-it! Fix-it! Shaibu! Shaibu!)
:P