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Incredibly Annoying Date Range Bug In Strategy Tester - Solution?

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shyftus
215
shyftus 2014.02.07 12:15 

Hi everyone first post.

There's a bug in strategy tester where it flat out refuses to test the date range you've selected and goes with just a small portion of it. No doubt we've all experienced it - is there a fix? I understand why it happens when there's a chart problem ie not enough bars in history - but when I have a chart that goes back to December and strategy tester refuses to test anything before 28 Jan - I get extremely annoyed... to say the least. I have closed terminal and reopened, no luck. Has this bug been fixed in the new build? If not, can it be made a priority? Testing is time consuming even when things work correctly, bugs like this make it a horrible experience.

Any help would be much appreciated... until then I'll be closing and reopening my terminal and scrolling back and forth through the charts... no doubt in vain.

Cheers,

Oscar.

PS Sorry my first post here is a whinge :D

Fernando Carreiro
2349
Fernando Carreiro 2014.02.07 12:30  

It is not a bug, but inconsistent or missing data on all the required timeframes.

Imagine you are looking an H1 Chart that goes back to December 2012, but when you look at the M5 it only goes back to April 2013. Obviously it is inconsistent.

Also, if you are running using every tick data, then the lower timeframes may not have all the data necessary. So check every time frame (charts M1 to D1 or higher if needed) and make sure they all have the date range you require, otherwise you will have inconsistencies.

If you want, go to one of those sites that has free historical data and "fill up" on the date range you require.

You may also use the "PeriodConverter" to generate all the timeframes from the M1 data if need be.

PS! Also, delete the tester history cache (.fxt files), so that it will regenerate the data.

shyftus
215
shyftus 2014.02.07 13:52  
Thank you so much! You could have been a whole lot harsher - I feel like a massive idiot LOL sorry everyone!
shyftus
215
shyftus 2014.02.08 12:31  

Actually scratch that.. I don't feel like an idiot... this is way more complicated than it should be. I've downloaded m1 data from another source going back to 2012, deleted HST files. Ran the script. it says "2xxxxxx records written" I assume this is the script completing it's recalculations, click back to my m5 it asks if I want tostop the script, I click yes and then all I get is "waiting for update". My Strategy tester is now unable to test any date range (let alone 2 years!)

SOMEONE PLEASE HELP!

PS I'm doing all this on a VPS via Android remote server so it's about ten times more frustrating than you could possibly imagine! I have problems uninstalling some programs... is this an administrator privelages issue? My account with beeks says Administrator but inability to uninstall and these hst write errors tell me otherwise!

shyftus
215
shyftus 2014.02.08 12:36  
Screen 2Screen 3
shyftus
215
shyftus 2014.02.08 12:39  
Blah
shyftus
215
shyftus 2014.02.08 12:51  
Any help would be much appreciated :)
Fernando Carreiro
2349
Fernando Carreiro 2014.02.08 18:29  

Hello "shyftus".

First of all, you should NOT be doing this with a VPS account. VPS services have their resources dimensioned for normal day-to-day trading via an EA not for back-testing.

They usually DO NOT have the resources (disk-space, RAM and CPU) to have large HST files or to run disk-intensive scripts such as "PeriodConverter".

They also DO NOT have the CPU capacity to really be used for back-test optimisations. They are not designed for such.

Obviously, you CAN do it, but be prepared to WAIT A VERY LONG TIME.

Then, to help matters even more, using an Android device to remotely control all this? Seriously?

Does this really reflect the attitude you want to put into your trading????

If you want me to be "a whole lot harsher" then - Get real! Get Serious! Get a good PC and do it properly!

PS! From your description, it also seems that you may be using the "Period Converter" incorrectly. Do a search here on the site for insight on how to use the script correctly.

gchrmt4
356
gchrmt4 2014.02.08 18:39  
FMIC:

If you want me to be "a whole lot harsher" then - Get real! Get Serious! Get a good PC and do it properly!

(I'm sure that the following is not what shyftus is actually doing... but something fairly serious like a c3.xlarge instance type on Amazon EC2 costs less than $2 per hour (on a spot-request basis). If you only needed to do a few hours of backtesting per month then these types of VPS could be a very sensible and cheaper alternative to buying some high-spec PC. And now one of the moderators will tell me that I'm advertising...)
Fernando Carreiro
2349
Fernando Carreiro 2014.02.08 18:55  
gchrmt4:
(I'm sure that the following is not what shyftus is actually doing... but something fairly serious like a c3.xlarge instance type on Amazon EC2 costs less than $2 per hour (on a spot-request basis). If you only needed to do a few hours of backtesting per month then these types of VPS could be a very sensible and cheaper alternative to buying some high-spec PC. And now one of the moderators will tell me that I'm advertising...)


I understand what you are getting at, but even the High-Powered VPS services suffer under disk-intensive usage. They are after all Virtual services.

Also, I believe that if someone really wants to get serious about trading then one needs to invest in the tools that are needed.

Having one's own PC (or Mac) to do such things is not a lot to ask for. It does not have to be a top of the range PC, even an ordinary average PC is probably better suited than a VPS controlled by an Android device.

VPS are great to be put to work running the EA but not for your research and development of the EA and even less for back-testing.

gchrmt4
356
gchrmt4 2014.02.08 18:56  
gchrmt4:
something fairly serious like a c3.xlarge instance type on Amazon EC2 costs less than $2 per hou
(Massive over-estimate. The typical spot price on c3.xlarge has been more like $0.50 per hour. Ooops, more advertising.)
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