Topic: Bug in backtest?

Market: US30 1 Minute
Spread in pips: 5,00
Swap Long in percents: 0,00
Swap Short in percents: 0,00
Commission per deal at opening and closing in percents: 0,00
Slippage in pips: 0

Maximum open lots: 1,00
Entry lots: 1,00
Adding lots: 0,10
Reducing lots: 0,10

Intrabar scanning: Not accomplished
Interpolation method: Pessimistic scenario
Ambiguous bars: 0
Tested bars: 19655
Balance: 6339 pips (16339,00 USD)
Minimum account: -4 pips (9996,00 USD)
Maximum drawdown: 66 pips (66,00 USD)
Time in position: 98 %

[Strategy Properties]
     A same direction signal - Does nothing
     An opposite direction signal - Closes the position
     Permanent Stop Loss - 50
     Permanent Take Profit - None
     Break Even - None

[Opening Point of the Position]
     Bar Opening
     Enter the market at the beginning of the bar
     Base price  -  Open

[Opening Logic Condition]
     Ichimoku Kinko Hyo (HTF v4)
     [ A ]   The Chikou Span is above the closing price
     Higher Time Frame Reference  -  5 Minutes
     Tenkan  -  6
     Kijun  -  18
     Senkou Span B  -  50
     Use previous bar value  -  Yes

[Opening Logic Condition]
     Detrended Oscillator
     [ A ]   The Detrended Oscillator is lower than the zero line
     Smoothing method MA1  -  Weighted
     Smoothing method MA2  -  Exponential
     Base price  -  Median
     Period MA1  -  19
     Period MA2  -  42
     Use previous bar value  -  Yes

[Closing Point of the Position]
     Bar Closing
     Exit the market at the end of the bar
     Base price  -  Close

[Closing Logic Condition]
     Stochastics (HTF v4)
     [ a ]   The Slow %D crosses the Level line downward
     Smoothing method  -  Simple
     Higher Time Frame Reference  -  5 Minutes
     %K period  -  4
     Fast %D period  -  4
     Slow %D period  -  6
     Level  -  11
     Use previous bar value  -  Yes

Use data from 2011.09.29 05:46 to 2011.12.14 20:09
last 3 transaction :
14.12.2011 17:23  Long
14.12.2011 18:43  Close
14.12.2011 18:44  Short

Use data from 2011.09.29 05:46 to 2011.12.14 18:44
last 3 transaction :
14.12.2011 17:23  Long
14.12.2011 18:13  Close
14.12.2011 18:14  Short

Files in zip file. Sorry, very bad english...

Re: Bug in backtest?

Bug in indis to me. Widely discussed matter - HTF better not to be used.

Maybe you can understand this better - HTF indikátory jsou vadné!

Re: Bug in backtest?

Hi, thx. WTF indikator v3 is ok?, Sry, I am beginner... :-)

Re: Bug in backtest?

Yep, WTF works, and if something goes wrong, Krog (the author) will help you! wink … ndicators/

Re: Bug in backtest?

WTF v3 have a bug -- they only work for logics of "rises/falls" and "higher than level line".
Bug is they do not give signals for "A line is higher than B line" (compare 2 indicator values).

How to see bug: if no signals given after first half of data set

I will post updated v4 when the forum allows attachments again.