1 Topic by timelleston (edited by Popov 2022-11-09 06:56:56)

  • From: Australia
  • Registered: 2022-07-22
  • Posts: 127

Topic: Bug [Fixed]: Standard Deviation has no "Apply to"

Possible bug....?
Generated a CJ M15 collection, which I've attached here, with just one strategy in it (the others were ok).
When I upload to EAS, the collection values remain the same, which is good, until I view or recalc it, or I add to the portfolio etc.

When I click on this particular strategy, the values dramatically change.

$257.45 profit goes down to $48.29 profit, and all the other values obviously change too.
I loaded the same dataset into EAS that was used to generate the strategy.

Could be a bug somewhere?

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  • Popov
  • Popov
  • Lead Developer
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  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 7,986

Re: Bug [Fixed]: Standard Deviation has no "Apply to"

Please post your Express Generator settings or command to test it precisely.

The exact testing data will also help.

Popov's Website

  • From: Australia
  • Registered: 2022-07-22
  • Posts: 127

Re: Bug [Fixed]: Standard Deviation has no "Apply to"

Thanks Mr Popov.
Attached is a zip of the following:
- ICMarkets-MT5-2 CADJPY M15 live data, ending at the period in question
- CADJPY setting file for Express Generator - all other settings are default within the settings.ini file in /bin/
- The collection containing the single strategy that I isolated previously
- My EAS settings downloaded from EAS

I run from a script, but the script command was:

node ./bin/gen --settings ./cadjpy.ini

I think thats everything?
Thanks

  • Popov
  • Popov
  • Lead Developer
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  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 7,986

Re: Bug [Fixed]: Standard Deviation has no "Apply to"

The bug is confirmed!

It is in the Standard Deviation indicator in Express Generator.

The Express Generator version of StdDev is calculated on Close price only.
The EA Studio version of StdDev has an "Apply to" parameter for selecting the base price.

The bug happens when we export a strategy from Express Generator to EA Studio. It sets the "Apply to" to Open.

Your strategy will show the correct result if you set the Standard Deviation to "Close".

I'll fix the bug by adding an "Apply to" parameter to the Express Generator's Standard Deviation.

Expect Express Generator v2.8 very soon.

Thank you for the report!

Popov's Website

  • From: Australia
  • Registered: 2022-07-22
  • Posts: 127

Re: Bug [Fixed]: Standard Deviation has no "Apply to"

Excellent, thanks.