Popov, but the change you made to the code cannot in itself justify such a big change.
Basically you deduced half a point to enable the BE. In my case, I had the BE at 25 points, so it became 24,5 points. So what? This doesn't make any different. Before, with the old version, I was able to obtain a good strategy even if I placed the BE in 5 points.

I'm checking carefully the trades and compare the live account (available here http://www.forexfactory.com/nquental#04-list) with FSB pro. My first discovery: because futures are traded local NY time 17:00 Sun-15:59 Fri, FSB opens a trade Friday just before midnight, but such trade doesn't exist in reality because the market is closed. Very often such trades are closed with a loss.

So this is already a valid discovery in my view. The program needs to know when the market is open or closed

Sure, but I thought that for each instrument one could designate the market times. But I understand this would not be a priority thing to implement. Still it's important to take this into account when performing a backtest.

For my comparisons I would like to export the journal list of trades eg to Excel. Do you know how to do it?

Ok I'll switch back to FSB.
I attach two snapshots: one without intrabar scanning, and the other with intrabar scanning. The graphs are equal. Strange, for this strategy. I'll post other findings if I came to any conclusion.

So I finally carried out a more careful assessment of one ambiguous bar. The result makes me now sure that interpolation is not working completely well. Let's see:

- I have 1 min data in FSB (and the same data in MT4)
- Long position opens at 1841,3
- BE is set to 1841,3 when the price reaches 1843,8 (BE=25 points)
- As you can see through the real 1 min data bars, the price never reaches again 1841,3, so the BE is in reality never activated

In fact, the bar should not be considered ambiguous. It is not ambiguous. If the program is able to check 1 min data, the price action leaves no room for doubts, and the position would be closed with a profit.

Sorry I'll explain better. The MT4 screenshot is 1 min data for 31/12/2013. It corresponds to intraday data for bar 223, which is a 1 day bar (the strategy runs on daily data). Do you still need the original data?

Data attached, thanks.

I think you are right, it had to do with the date. Thanks to that I've just discovered that MT4 places all history in a new folder...

I've found however another ambiguous bar with the same problem. I'll do the same thing, but I wonder if that fact that only 100000 intrabars are allowed could also explain the issue?

Dear Popov
Can you tell me how to increase the number of intrabars allowed? I'm pretty sure that it is the cause of the misbehavior I've spotted.
Thanks
nuno

Dear Popov

After having increased the max number of intrabars, the problem maintains. For the same strategy, I get:

- lots of ambiguous bars with a large file with 1min data since 2000 (even if data horizon starts in 2013). This file and the strategy can be downloaded here: https://www.wetransfer.com/downloads/70 … 018/c93338;
- only one ambiguous bar with the small file with 1min data since 2013. This small file was obtained from the large one. I've sent in a previous post these data.

When I use the large file, FSB Pro tells me that around 50000 1min bars were loaded (I have more than 1 million).

I am only using 1min and 1440min data now, not the other timeframes.

What is happening here? Now I'm lost!!

I attach the bar explorer of both backtests (see two tabs).

Thanks again
Nuno

Wow, that's quite a journey you've been on, Nuno! I admire your persistency, many would have quit long time ago. Thumb up.