1 (edited by akaras17 2014-05-29 11:42:45)

Topic: Charts are wrong for FSB vs FST

Hello,

So I have here a small problem you might be able to help me with, and I am not sure if this is more related to FSB or FST.

I have here a very-very simple setup:
1. FSB v3.6.0.0
2. FST v3.4.0.0 (1 instance, ID=0 vs MT4)
3. Correctly attached MT4 expert Version:  6.0 2014-03-23
4. MT4 to Armada Markets Demo Account (1 Instance, build 646)
5. (unrelated, but just in case so you are aware) Simple strategy with Bar Opening and Bar Closing with 2 opening logics and 1 closing logic indicator
6. Identical Historical Data in both cases (FSB and FST) EURUSD1 (4k bars) data attached.

My main problem: I simply get different Chart results when comparing both platforms. In fact that makes my strategy unprofitable because in cases where there was supposed to be opening in FSB, I get completely different result in FST, obviously due to the fact that bars seem to be different, Even though Identical Historical Data is getting used in both cases.

NOTE: Seems like FST and MT4 are showing closer results (pretty much identical) than FSB

I have attached all the images and history data EURUSD1 so you can test. I named them properly so you wont get confused.

When reviewing you will notice significant difference just by looking at Bars in screenshots, their size etc.

FSBhistory img - is what I expect to see in trader and MT4
StrangeBar - is just an Example comparison how much bars differ between platforms While having the same Bar variables.
ChartMT4 and FSTChart - they seem to be nearly identical (if not identical)
ChartFSB - on other hand is a different story

Due to the fact that my strategy is using Winner (similar to Add) I miss out on Critical trades due to all this as you can see.

I think one possible solution is to figure out how to make FSB read data as FST sees it.

Let me know if you have questions.

Thanks for your help.

Post's attachments

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Re: Charts are wrong for FSB vs FST

Move your mouse cursor over the "wrong" bar and compare prices.

What I see is that there is no gap in the data files between the "wrong" bar and the next bar. But such gap appear in the trader.

2014.05.29,10:59,1.35947,1.35948,1.35926,1.35926,57
2014.05.29,11:00,1.35927,1.35939,1.35923,1.35925,57

http://s7.postimg.org/dz0g5azqv/yearly_transactions.jpg


The problem is not in FSB or in FST. Either the prices are not exported correctly or this is not the same data series.

...

Are you using "Fill data gaps" option in FSB?

Re: Charts are wrong for FSB vs FST

Hm, Yep I do. I have everything checked on Mr Popov. Maybe that is the issue, I will need to test at home in 2-3 hours as currently I am at work.

I made 100% sure that data is identical in both cases. I even deleted History folder in MT4 (yep both locations, as now data is stored in new location in 600+ v of MT4), after restarting from Armada Broker I got fresh clean data about 3-4k, exported it to Data folder of FSB (closed/reopen platform to reload data) and ran FST during night and in the morning found out that Charts are slightly different (after I re-exported new data ofcourse from MT4 to FSB 1 more time).

Results are huge as you can see. I will check everything off as you suggested and I will keep you posted.

Thanks again for your help.

Re: Charts are wrong for FSB vs FST

Perfect, solved. You were right, checking "Fill data gaps" was very bad option.

1. Closed FST and FSB
3. Deleted old history from Data folder of FSB
3. Exported new data from MT4
4. Open FST and FSB again, and everything looks good and like new so far! At least in charts haha)))

I'll run FST during night, comare in morning just to be sure. But it is for sure I guess this time everything should be running smoothly.

Thanks again for your time and help on this.

Re: Charts are wrong for FSB vs FST

Mr Popov, thanks a lot for helping me on this. I found another issue that caused it.

So in totall there were actually two problesm:
1. As you earlier stated "Fill data gaps" option enabled
2. Took me 2 hour to figure out... I noticed that some indicators were showing wrong values on some bars in FST... I remember a post I read, where you stated that new version of FSB could not read indicators so ALL dlls in library folder need to be deleted in order for compiler to re-build them.

I basically remove completely content of Indicators and Library folder of FST completely, and than I copy pasted content from Indicators FSB to FST.
After start of FST charts are Identical.

So this creates a feature request Popov. I will invest in Pro version in the future (thanks for your hard work on that) so I am not sure if this is already implemented there...

But can you always by default DELETE completely old dlls for both products from library folder with upgrade of FSB, FST, Pro FSB, so that fresh dlls will be recompiled every time. I am sure somebody made now the same mistake as I did (I am 100% positive) and doesnt even realize that his strategy is executing only 30% of portion in some cases like mine.

Thanks again for your hard work, and helping me solve this.

Re: Charts are wrong for FSB vs FST

So this creates a feature request Popov. I will invest in Pro version in the future (thanks for your hard work on that) so I am not sure if this is already implemented there...

This problem is already fixed.
The new installer cleans old dll indicators on installing a new version. (only when there is a major update with full installation)

I do not plan a big change to the indicators for the near future and hope this issue will not happen again. However, please report any issue you may encounter.