Topic: FST calculates false indicators values

Hi,

I just wanted to report a bug in FST.
If you use a indicator with high values for period settings,
FST delivers false indicator values.

If you, for example use Starc Bands with MA Period 190 on USD/JPY,
the results in FSB and FST vary over 100 Pips.

Regards,

Marcel

Re: FST calculates false indicators values

Did you export the same data to FSB.
Here is Starc Bands with MA Period 190. In both programs the value is same. There is no other way. The indicators and calculation methods are completely equal. The difference is in the data source. FSB uses offline historical data but FST uses live data from  MT.


http://s1.postimage.org/1ztJJ0.jpg

http://s4.postimage.org/_9O50.jpg

Re: FST calculates false indicators values

I exported exactly the same data. I exported it from FastFX Metatrader and I run FSB on FastFX Metatrader.
Attached you will find two screenshots, maybe you can find out, what is wrong with my version.
Maybe I have done something wrong with some settings?
http://s3.postimage.org/1dNjdi.jpg

http://s2.postimage.org/1SWqR0.jpg

Regards,

Marcel

Re: FST calculates false indicators values

Ok, since you have not answered my question yet, I have found out what this problem is about:

FST imports just 400 historical bars into the  chart. This is an insufficent amount of bars for indicators with high numbers for period settings. When I cut out older data than imported on FST, I get the same results for indicator calculations.
Is it possible to increase the amount of imported bars into FST and if yes, how can I do that?

Regards,

Marcel

Re: FST calculates false indicators values

FST imports just 400 historical bars into the  chart. This is an insufficent amount of bars for indicators with high numbers for period settings.

You must be right. FST chooses the number of bars depending on the period: 2 Dais + 10 bars but not less than 400.

You cannot change this number alone. It's hard coded.

I'm going to release new versions of both programs next week. I'll increase the minimal bars number probably to 1000.

Re: FST calculates false indicators values

Is it that line inside the mt4 experts code?
int barsNecessary = MathMax(2 * 1440 / Period() + 10, 400);

I changed it manually to
i
nt barsNecessary = MathMax(2 * 1440 / Period() + 10, 1000);

and to

int barsNecessary = 1000;

but it did not worked out.

I am looking forward to your new versions, your programs are such a great help to
my trading, I am very grateful for your dedication.

Re: FST calculates false indicators values

barsNecessary = MathMax(2 * 1440 / Period() + 10, 400); 

The same is in the program also. I'll change it soon.

Have a profitable trade!

Re: FST calculates false indicators values

I also face the same problem.
As a result, entry point on FSB & FST are often different.
FST often makes entry that does not exist on FSB. And FST skips some trades that exist on FSB.

I increased the minimum number of bars in the chart to 800, but still cannot get the same value.
Now I'm testing on 5min chart. Among all indicators I use, ADX is most tricky so far ("rise" & "fall" are often different).

If the indicators' calculation is exactly the same both in FSB & FST, it might come from the difference of data even it is from the same broker.
FSB is based on historical data, but FST is using live data. I don't know whether the brokers provide the data differently on purpose. But it is serious problem for us that the result of back-tester & that of EA are different.
If it is not accurate like mathematics, we will lose the reason to rely on back-testing & do real trading in theory.

Is there any method to avoid this? Or is it possible to import both historical data & live data to FST for double-checking and verify before sending order to MT4 (of course, there will be delay slightly to order in this case). But for me, I'll be very happy if I can have exactly the same result on FSB & FST.
If you pursue the speed, maybe it is good to use live data only. But if you pursue the accuracy, then I feel it is better to use both historical data & live data.
I'll be happy if FST has such "Accurate Mode" for the option.  smile

9 (edited by NicholasK 2010-08-22 07:22:50)

Re: FST calculates false indicators values

Hi footon,
Yes. I agree!
When FST starts up, it will load the data from historical data of MT4 right?
Just now I checked the value of indicators on FSB & FST & most of the values of the indicators are the same. But ADX is still not the same (I think the calculation of ADX is different between FSB & FST or contains some bugs). FST does not have bar explorer & journal, so i cannot confirm exactly, but except ADX, indicators' values are mostly the same).

This means that we can use almost the same value when we starts up FST because FST will load the historical data from MT4. So at this point we use the same data in both FSB & FST. However after this point FST uses the live data and makes its own chart after start-up, while we take the historical data for FSB from MT4. This difference might cause the different values of the indicators & different entry points.

So I wonder FST has mode to take in the historical data at the end of each bar  for the confirmation while taking the live data at the same time (although it might cause a few seconds of delay to make an order).
If FST has such accurate mode for the option, I'll be so happy.

I don't know whether this is the only the reason to make discrepancy, but it should be one of the reasons, no?

10 (edited by NicholasK 2010-08-22 08:06:33)

Re: FST calculates false indicators values

Ya, it will cause the difference, too!
I set time advance for 1 second but still I cannot get the same result as FSB (normally I test on 5M chart on demo account).
I want the option of "0 second" & "Accurate Mode" which will get the same historical data from MT4 at the end of each bar so that we can get exactly the same data.

I wish Mr. Popov looks into this matter  smile