different results using iCCI with the tester depending on the starting date of the test

[jacques366]

Hi,

When testing I am getting different values for CCI wether the starting date is 2011.08.01 or 2001.07.29 (results taken at the first tick of 2011.08.01)

[ I am using these instructions: ARRAY_CCI[P,i] = iCCI(CURRENCY,PERIOD_D1,20,PRICE_TYPICAL,i); ARRAY_CCI[P,i] = NormalizeDouble(ARRAY_CCI[P,i],0); ]

[ MT4 Version 4.00 Built 432 ]

starting date 2011/08/01:

06:24:09 2011.08.01 01:00 TESTm USDCHF,M1: =========== ARRAY_CCI[P,0]=-28 ARRAY_CCI[P,1]=-150 ARRAY_CCI[P,2]=-113

starting date 2011/07/29:

06:30:34 2011.08.01 01:00 TESTm USDCHF,M1: =========== ARRAY_CCI[P,0]=-130 ARRAY_CCI[P,1]=-152 ARRAY_CCI[P,2]=-113

why?

[Simon Gniadkowski]

My guess is that some of the data prior to 2011.08.01 is not valid . . . read this for more info: Lookback limits

Start your Strategy Tester run 20 days earlier and you should then get the correct values for 2011.08.01

[jacques366]

RaptorUK:

My guess is that some of the data prior to 2011.08.01 is not valid . . . read this for more info: Lookback limits

Start your Strategy Tester run 20 days earlier and you should then get the correct values for 2011.08.01

I am convinced it is coming from this Lookback limitation. I am also quite surprised from its existence but as DiagonAlley said, it's easy to deal with.

Thanks a lot RaptorUK.