A few bugs generating ticks and using strategy optimiser

Bug reports and errors in the program
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Joined: Tue Feb 24, 2009 1:03 pm

A few bugs generating ticks and using strategy optimiser

#1 Postby dackjaniels » Fri Sep 23, 2011 4:50 pm


Whilst using FT2 I've noticed a couple of quirks/bugs.

To test these yourselves please choose a currency and generate ticks for 1st Dec 2010 to 19th August 2011. When in testing mode choose any simple strategy to run the following tests.

Run the strategy over the entire period for which you just generated ticks (using Start test button).

The chart shows bars from 1st Dec 2010 to 18th Aug 2011. It appears that when ticks are generated the end date is omitted from the tick generation, so in this case ticks were not generated for 19th Aug '11 (a Friday).
Not serious but doesn't make sense, date ranges such as this are usually inclusive.

I would like to see this changed but can understand if changing it would impact too many other areas of FT functionality.
Perhaps an alternative would be to internally add one day to the user entered end date so the same effect is achieved without impacting other areas of FT.

Using the strategy optimiser, choose your strategy and currency then enter start and end dates of 1st Jan 2011 to 18th August 2011. Run the test.

The chart will display bars for 31st Dec 2010 to 17th Aug 2011.
Two things are noticeable here:

The first bar is 31st Dec 2010 whereas the start date was set to 1st Jan 2011. This 31st Dec bar appears to be just one tick of data.
This is more serious as it causes problems when recording test dates in reports and can also cause incorrect results. The biggest problem is not that the bar is there (although it shouldn't be), but that the data of the bar is totally incorrect as it is only one tick of data. The real Dec 31st bar is much larger.
This behaviour occurs whenever the chosen start date happens to be a Saturday or Sunday (regardless of whether the Sat or Sun contains any data).

Please fix this so the first bar displayed is the actual start date, getting rid of the phony 1 tick bar.


The second thing to notice, is that the last bar on the chart is 17th Aug, whereas the end date entered was 18th Aug. Similar to the tick generation mentioned above, it appears the end date is exclusive. Again this makes little sense when dealing with date ranges.

I would like to see this changed also. A fix could be applied in the same way as the fix for Observation 1 above.


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