• Itai
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  • From: Denmark
  • Registered: 2010-07-03
  • Posts: 34

Topic: FST and WTF error

I have tried out the WTF indicators in both FSB and FST, and noticed that when using the  Moving Average (WTF v3) it has problems in FST when a 1 hour WTF reference is chosen together with a period higher then 102. When using a higher period value then 102 the FST does not calculate the value of this indicator and it is not taken into consideration in the strategy.
I have tried to illustrate this here:

Here is the indicator settings with the 102 period value:

http://s14.postimage.org/yob9qpvct/102_indicator.jpg

Here is the calculation, next to the chart, with the 102 period value. As shown the WTF indicator is being calculated:

http://s15.postimage.org/wr915xziv/102_indicator_value.jpg


Now i have tried with the same settings but increased the period value to 103:

http://s15.postimage.org/iefl7mfiv/103_indicator.jpg

As shown below the value is not being calculated when the period value is above 102:

http://s10.postimage.org/tos5cr385/103_indicator_value.jpg


In FSB this is working perfectly up to the maximum period value of 200, but FST has an issue there.
Does anyone know what the problem may be and how to correct it?

Thanks in advance.

  • footon
  • footon
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Re: FST and WTF error

Krog will know this exactly, but in the meantime my guess is there is insufficient number of bars in FST chart.

  • Itai
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  • Registered: 2010-07-03
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Re: FST and WTF error

This was also my thought but I have looked at the settings and the number of bars are set to maximum (5000).

http://s16.postimage.org/9xoclamjl/FST_settings.jpg

And I have also looked at the MT4 it is connected to. There are over 60000 bars for that timeframe, so that should be sufficient.

  • footon
  • footon
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Re: FST and WTF error

Can you confirm sufficiency on FST chart also?

  • From: Australia
  • Registered: 2011-07-01
  • Posts: 431

Re: FST and WTF error

version 4 is the latest version and is available to download. Try v4 and see if the same problem occurs.

Here is the link:-

http://forexsb.com/forum/topic/2438/wider-time-frame-wtf-indicators/

  • krog
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Re: FST and WTF error

Sorry it didn't work out so well. v4 should be the same as v3 for Moving Average. When it has no values, that is to protect against an error causing bad values and prevent FST from executing the strategy based on those bad values.
Let's see if we can find a way to get this working, thanks for your patience, this may take a few steps.

First guess -- open FST, connect to data, then scroll to left a lot, then add strategy with Moving Average (WTF). This is low probability, but may ensure there are enough bars in the calculation and solve problem.

Second Guess: Increase Minimum number of bars to 6000.
If the WTF period is 103, that is 103 *(how many lower time frame bars make one WTF bar). To protect against bad values, there must be at least 4 times as many bars in the dataset.

Example:
minimum: 5000 bars
lower time frame: 5 minute
WTF time frame: 1 hour (12 lower time frame bars)
WTF period: 103

This would result in:
103 * 12 = 1236
5000 / 4 = 1250

1236 is not greater than 1250, but is close enough, some bars may be lost over the weekend or holidays. For a period of 200, set to 10,500 (200*12 = 2400; 2400*4 = 9600; add some extra bars = 10,500).

Please post if either of those work; if they don't, I'll make a version to give some error codes or more info.

thanks

7 Reply by Itai (edited by Itai 2012-05-27 09:47:09)

  • Itai
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  • Registered: 2010-07-03
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Re: FST and WTF error

Good suggestions. I have tried the first suggestion and it doesn't seem to work. In the status of the FST I can see that there are 5000 bars loaded, but still no value in the WTF MA indicator.
I think the second suggestion might work, but there seem to be a limit of 5000 bars in the settings ot the FST. When I try to enter more then 5000 it changes the number down to 5000. I know that it is possible to change that setting for the FSB in the config file, but I'm not able to do that in the FST.
Any suggestions to how I can increase the value of 5000?

Thanks in advance and have a great weekend

  • Popov
  • Popov
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  • Registered: 2006-11-30
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Re: FST and WTF error

5000 bars limit must be hard coded as I remember. I'll remove the limit in next release.

Popov's Website

  • Itai
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  • Registered: 2010-07-03
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Re: FST and WTF error

Sound great. I will write the result with the WFT MA when I try it with the next release.
Thanks again.