Possible bug using iBarshift with Strategy Optimiser

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dackjaniels
Posts: 151
Joined: Tue Feb 24, 2009 1:03 pm

Possible bug using iBarshift with Strategy Optimiser

#1 Postby dackjaniels » Mon Sep 26, 2011 12:33 am

Hi,

I have a strategy that works perfectly time after time when a standard backtest is run.

However, if I test it using strategy tester I get different results almost every time. The differences are not the same each time but seem random.
Also, the chart does not update smoothly. It goes blank for several seconds, strange dates appear at the bottom (when testing June for instance, Dec dates will flash on the bottom of the chart).
It also crashes FT a lot, I'd say almost 50% of the time (requiring task manager end process).

I believe this is all linked with the use of the iBarShift function in my strategy. I've not seen it happen with any other strategies.

I've created a cut-down version of my strategy (attached) for you to test yourselves.
Please run it in normal mode and take note of the $ result.
Then run it several (10+) times in Strategy Optimiser with the same parameters and see if you too get differing results. 6 months to a years worth of data should show the issue.

I have tested this a lot and am convinced it is related to the use of iBarshift. Even the simple SMA strategy with an added barshift function crashed on me several times.

I would appreciate you looking into this and if you need any more info please let me know.

Thanks,
Steve
Attachments
Strategy and results comparison in Excel.zip
Strategy dll and source and Excel file showing history of both tests with differences highlighted
(76.82 KiB) Downloaded 304 times
iBarshift2.PNG
Strategy Optimiser run showing different result
iBarshift2.PNG (239.92 KiB) Viewed 11282 times
iBarshift1.PNG
Normal run showing correct profit amount
iBarshift1.PNG (198.96 KiB) Viewed 11282 times

dackjaniels
Posts: 151
Joined: Tue Feb 24, 2009 1:03 pm

#2 Postby dackjaniels » Tue Sep 27, 2011 9:22 am

This is rather urgent, could someone please respond?

Thanks,
Steve

FT Support
Posts: 905
Joined: Sat Jul 11, 2009 10:54 am
Contact:

#3 Postby FT Support » Tue Sep 27, 2011 9:43 am

Will Try to test that as soon as possible, we're very busy now but will try to find a time for that.
Check our other products here:
www.fx-metropolis.com
www.forexcopier.com

dackjaniels
Posts: 151
Joined: Tue Feb 24, 2009 1:03 pm

#4 Postby dackjaniels » Tue Sep 27, 2011 9:48 am

OK thanks

dackjaniels
Posts: 151
Joined: Tue Feb 24, 2009 1:03 pm

#5 Postby dackjaniels » Wed Sep 28, 2011 10:39 pm

Nudge :wink:

FT Support
Posts: 905
Joined: Sat Jul 11, 2009 10:54 am
Contact:

#6 Postby FT Support » Wed Oct 05, 2011 3:16 pm

Sorry again about the delay, we jsut do not have time to cahck that, we're very busy now. Will try to do that in next few days....
Check our other products here:

www.fx-metropolis.com

www.forexcopier.com


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