1 (edited by Irmantas 2016-05-19 12:02:21)

Topic: Unrealistic back test with higher time frame

Hi,
Found some unrealistic results in backtest. After trying EA in mt4 it fails fast. I think somehow EA sees the future, or is there other bugus behavior between few timeframes with low periods what I don't know. Maybe it was dissected earlier, so sorry for repeating, and if so, maybe someone could link to that discussion? After watching long in the indicator chart could not answer whats wrong. Please help smile I think it is essential to know why is this, and to prevent future mistakes and time wasting.

Strategy uses two Bollinger Bands indicators, one for m5 and other h1. When it set to very low periods and multiplier it starts to show miracle results.


http://s32.postimg.org/m6imrdt1d/screen.jpg

Have a nice day!

Post's attachments

bugas.xml 13.78 kb, 9 downloads since 2016-05-19 

You don't have the permssions to download the attachments of this post.

Re: Unrealistic back test with higher time frame

Yeah, something is not right, low periods is the starter. There were problems with LTF before, but those were fixed, lets wait for Miroslav's answer.

Re: Unrealistic back test with higher time frame

Seems to be a "special" case, it only comes up with "position opens above upper" logic.

Re: Unrealistic back test with higher time frame

Yes. The bug is confirmed. It can be easily reproduced:

http://s32.postimg.org/59izlsf69/settings_account.jpg

I'll try to fix it and will upload a new release as soon as possible.

5 (edited by Popov 2016-05-24 00:28:03)

Re: Unrealistic back test with higher time frame

Please test the attached version. It is a full installation of FSB Pro v 3.6.1

I think I fixed the issue, but more tests are necessary.

Please report any problems!

EDIT

File removed

Re: Unrealistic back test with higher time frame

It seems fixed smile no more unrealistic profits

7 (edited by yonkuro 2016-05-19 23:41:25)

Re: Unrealistic back test with higher time frame

Popov wrote:

Please test the attached version. It is a full installation of FSB Pro v 3.6.1

I think I fixed the issue, but more tests are necessary.

Please report any problems!

Hi Popov after installing this version, FSB asked me to enter my license code again, but when I enter my license code, it said that my license code is not valid.

Could you please help me?

Update : I revert my FSB back to version 3.6.0, and the license works again

I’m working on improving my English and trading skill

Re: Unrealistic back test with higher time frame

Other users also reported that problem.

I possible reason can be a new digital certificate I'm using now.

Microsoft changed their security policy and request a new type of digital signature for the applications. That forced me to update the FSB's certificate and it seams there is some conflict. I'll try to fix it.

9

Re: Unrealistic back test with higher time frame

Where it was the problem?
In software or indicator?

Re: Unrealistic back test with higher time frame

FSB bug, not indicator's.

Re: Unrealistic back test with higher time frame

Yes, Footon is right. The problem was in the UPBV algorithm. It is extremely complex. Some times it takes me several days to decide if an indicator with particular parameters has to use UPBV or not. It is not surprising that no other software supports such concept. UPBV and the Ambiguous Bars are the core concepts and know-how used in FSB Pro.

The concrete reason for the above issue was that the program applied the UPBV shift on the original time frame instead of the indicators LTF. It happens because the program compares the Position open price with the indicator value. I have missed the fact that the position price is determined by the main time frame. The correct behaviour is to compare the Position price with the previous value of a LTF indicator if the indicator is used for opening and its Base price is not Bar Open.

I want to examine this case once more time before releasing an official version. I have to fix the digital signature issue also, but I cannot figure it out now.
The problem is that the older licenses are issued for the public key of the old FSB Pro digital certificate. Now I sign the program with a new certificate (forced by Microsoft) and the old License Codes cannot validate the new signature. The license service thinks that your program is hacked with a broken digital signature.