Errors, bugs, questions - page 2302
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Forum on trading, automated trading systems & strategy testing
Correct conversion from double to int
Slava, 2018.09.28 07:10
I'll check in too. Why do you need to normalise the dubs?Is my understanding of the Tester correct?
I.e., the very expensive second step is done to avoid making the third step very expensive. Since there are orders of magnitude more ticks (third step) than OrderSend (second step).
When Digits == 0, NormalizeDouble slows down?
I have profiled the tester multiple times. And I know where the 'hitch' is there. These are financial calculations, which involve several normalisations of the results to the number of deposit currency digits
Wrapped OrderSend in time measurement and ran it in Optimize mode to avoid single pass logs slowing down and to look at the actual execution time of the function in the Tester.
Got an average execution time of ~4.5µs. This corresponds to 500 NormalizeDouble (I ran the script with this amount)!
So I can say with absolute certainty that it's not normalization that's slowing me down.
It was also interesting to see how much of the Optimize pass is chewed up by OrderSend, compared to the profiler data. Got a match - a quarter to a third.
To repeat the horror I've encountered and what I've been fighting about
Forum on trading, automated trading systems and trading strategies testing
Bugs, bugs, questions
fxsaber, 2018.09.27 17:18
I run Optimize for three hours, and of those hours, one hour is OrderSend
Please advise. Why can't I close an order? Terminal says "no price". What may it be?
Forum on trading, automated trading systems and trading strategy testing
Bugs, bugs, questions
fxsaber, 2018.07.23 13:56
Keep running into this errorThis same error occurs when trying to make a trade request by hand. After ~a minute, suddenly everything starts working again. After a while the error repeats itself.
Forum on trading, automated trading systems and trading strategy testing
Bugs, bugs, questions
Andrey Khatimlianskii, 2018.07.23 14:15
As far as I remember, there is a timeout set there, after which the price is considered hopelessly out of date. That is, if it hasn't changed for 3 minutes, you can't open on it.
Forum on trading, automated trading systems and strategy testing
Bugs, bugs, questions
fxsaber, 2018.07.23 16:46
Wrote a test script of this case. Caught NoPrice 64 seconds after the last tick arrived. Perhaps a minute timeout is indeed worthwhile. I'm going to have to pony up...
Forum on trading, automated trading systems and trading strategy testing
Errors, bugs, questions
fxsaber, 2018.07.23 22:00
Some symbols have a timeout on them, some don't. How do I know the maximum tick age that OrderSend can still pick up (no [No price])?
Forum on trading, automated trading systems and strategy tester
Bugs, bugs, questions
fxsaber, 2018.07.23 23:59
It happens that the last tick received 16 seconds ago is not perceived as relevant to OrderSend. It's probably a bug after all.
Forum on trading, automated trading systems and trading strategy testing
Bugs, bugs, questions
fxsaber, 2018.07.24 09:51
This bug.
Can be reproduced in about a minute with this script on ForexTimeFXTM-Demo01, if you enable all symbols in Market Overview before running it.
What is the reason for order tickets in the Tester starting with a 2 and not a 1?
1 Ticket - balance
1 ticket - balance
This is a transaction. It was about Orders.
That's the deal. It was about the Warrants.
Maybe it's a legacy from the foursome, where there were only warrants.
That's the deal. It was about the Warrants.
Reasonable question
if you withdraw $100, the order ticket number does not increase.
There is a great column in the Tester
And it's sorely lacking in the Terminal and especially in the Visualiser... Please add.