Is it a bug with Custom Symbols ?

 

I have a strange behaviour with Custom Symbols, sometimes when using "CustomTicksAdd" instead of "CustomTicksReplace", the few last ticks are not displayed in chronological order

it's not previous added ticks as I tried with brand new symbols and also I delete any ticks before adding new ones.

also there is no 5310 error, so ticks are actually in order.


The way ticks are arranged is : from hour to hour

for example first :

hour 23:00 date 2021.05.18 then
hour 23:00 date 2021.05.19 then
hour 23:00 date 2021.05.20 then
hour 23:00 date 2021.05.21

then after a while it skips to next hour (same behaviour)

g


when I replace ticks (using CustomTicksReplace())  I don't get this problem and all ticks are displayed correctly :

gg


it's not a huge problem, as I just use "Replace" instead of "Add" but maybe this is a bug ? or is there something i'm missing ?

thanks so much


Jeff

 
How knows ? We have no idea what you are doing.
 
Alain Verleyen:
How knows ? We have no idea what you are doing.

ok so, i'm still trying to store only necessary ticks in custom symbols (opening and closing ticks only), so that the backtests are really fast.

what I understood is that the main symbol used in the strategy tester dictates which ticks the tester will "see": it will process the tick just before in every pair used

for instance, if you got a buy order at 23:01, you need a tick in the main custom symbol at 23:02, then it will process the tick before that last date.

so the data I showed you is from this main custom symbol that is used as a guide and contains all the ticks of every pair for this strategy


if you played with custom symbols, you certainly came up with the problem I described (as i had this quite a few times), so maybe someone knows what caused that.

I could post code but it would not tell anything i'm afraid (as the code is pretty straightforward). also there is quite a lot of code to create the custom symbols.

thanks for your precious help


Jeff

 
Jean Francois Le Bas:

ok so, i'm still trying to store only necessary ticks in custom symbols (opening and closing ticks only), so that the backtests are really fast.

what I understood is that the main symbol used in the strategy tester dictates which ticks the tester will "see": it will process the tick just before in every pair used

for instance, if you got a buy order at 23:01, you need a tick in the main custom symbol at 23:02, then it will process the tick before that last date.

so the data I showed you is from this main custom symbol that is used as a guide and contains all the ticks of every pair for this strategy


if you played with custom symbols, you certainly came up with the problem I described (as i had this quite a few times), so maybe someone knows what caused that.

I could post code but it would not tell anything i'm afraid (as the code is pretty straightforward). also there is quite a lot of code to create the custom symbols.

thanks for your precious help


Jeff

I never had such problem. If you want help or explanation, provide the needed code and details.
Reason: