I am using Custom max optimization mode.
I have the following list:
Running single test (using right click on the above) I get the following in the Journal:
OnTester result 16.70300875033711
The difference is quite big. And 16 is the correct number.
After some investigation I have found the for some reason TimeCurrent() is returning wrong value in OnTester() because of missing real ticks or something.
Anyone else having similar issues?
What wrong value ? Can you provide information to reproduce this issue ?
My testing period is 01.09.2014 to 28.01.2017.
Everything is going fine but when finishing the test and running the OnTesterMethod TimeCurrent is returning 02.09.2014 for some reason. I guess the reason is the missing data for “real ticks”
Here is the output in the Journal:
....
.....
.....
2017.02.02 11:53:43.244 2017.01.17 09:33:14 order performed sell 0.01 at 1.00367 [#287 sell 0.01 USDCHFeur at 1.00368]
2017.02.02 11:54:00.871 old tick EURCHFeur 2014.09.01 05:56:00 (2017.01.27 21:54:57)
2017.02.02 11:54:00.872 old tick EURCHFeur 2014.09.01 05:59:30 (2017.01.27 21:54:57)
2017.02.02 11:54:00.872 old tick EURCHFeur 2014.09.01 06:00:10 (2017.01.27 21:54:57)
2017.02.02 11:54:00.873 old tick EURCHFeur 2014.09.01 06:00:46 (2017.01.27 21:54:57)
2017.02.02 11:54:00.874 old tick EURCHFeur 2014.09.01 06:01:50 (2017.01.27 21:54:57)
2017.02.02 11:54:00.874 old tick EURCHFeur 2014.09.01 06:03:24 (2017.01.27 21:54:57)
2017.02.02 11:54:00.875 old tick EURCHFeur 2014.09.01 06:05:23 (2017.01.27 21:54:57)
2017.02.02 11:54:00.875 old tick EURCHFeur 2014.09.01 06:07:49 (2017.01.27 21:54:57)
2017.02.02 11:54:00.876 old tick EURCHFeur 2014.09.01 06:09:58 (2017.01.27 21:54:57)
2017.02.02 11:54:01.090 old tick EURCHFeur 2014.09.01 22:18:50 (2017.01.27 21:54:57)
2017.02.02 11:54:01.091 old tick EURCHFeur 2014.09.01 22:22:58 (2017.01.27 21:54:57)
2017.02.02 11:54:01.091 old tick EURCHFeur 2014.09.01 22:24:16 (2017.01.27 21:54:57)
2017.02.02 11:54:01.092 old tick EURCHFeur 2014.09.01 22:28:24 (2017.01.27 21:54:57)
2017.02.02 11:54:01.093 old tick EURCHFeur 2014.09.01 22:37:42 (2017.01.27 21:54:57)
2017.02.02 11:54:01.093 old tick EURCHFeur 2014.09.01 22:38:15 (2017.01.27 21:54:57)
2017.02.02 11:54:01.094 old tick EURCHFeur 2014.09.01 22:39:31 (2017.01.27 21:54:57)
2017.02.02 11:54:01.095 old tick EURCHFeur 2014.09.01 22:44:32 (2017.01.27 21:54:57)
2017.02.02 11:54:01.095 old tick EURCHFeur 2014.09.01 22:45:52 (2017.01.27 21:54:57)
2017.02.02 11:54:01.296 old tick EURCHFeur 2014.09.02 08:43:09 (2017.01.27 21:54:57)
2017.02.02 11:54:01.297 old tick EURCHFeur 2014.09.02 08:43:20 (2017.01.27 21:54:57)
2017.02.02 11:54:01.297 old tick EURCHFeur 2014.09.02 08:43:31 (2017.01.27 21:54:57)
2017.02.02 11:54:01.298 old tick EURCHFeur 2014.09.02 08:44:01 (2017.01.27 21:54:57)
2017.02.02 11:54:01.299 old tick EURCHFeur 2014.09.02 08:44:31 (2017.01.27 21:54:57)
2017.02.02 11:54:01.299 old tick EURCHFeur 2014.09.02 08:45:26 (2017.01.27 21:54:57)
2017.02.02 11:54:01.300 old tick EURCHFeur 2014.09.02 08:45:54 (2017.01.27 21:54:57)
2017.02.02 11:54:01.300 old tick EURCHFeur 2014.09.02 08:46:42 (2017.01.27 21:54:57)
2017.02.02 11:54:01.301 old tick EURCHFeur 2014.09.02 08:47:44 (2017.01.27 21:54:57)
2017.02.02 11:54:01.519 old tick EURCHFeur 2014.09.02 16:12:00 (2017.01.27 21:54:57)
2017.02.02 11:54:01.519 old tick EURCHFeur 2014.09.02 16:13:02 (2017.01.27 21:54:57)
2017.02.02 11:54:01.520 old tick EURCHFeur 2014.09.02 16:15:16 (2017.01.27 21:54:57)
2017.02.02 11:54:01.521 old tick EURCHFeur 2014.09.02 16:15:52 (2017.01.27 21:54:57)
2017.02.02 11:54:01.521 old tick EURCHFeur 2014.09.02 16:16:36 (2017.01.27 21:54:57)
2017.02.02 11:54:01.522 old tick EURCHFeur 2014.09.02 16:20:25 (2017.01.27 21:54:57)
2017.02.02 11:54:01.522 old tick EURCHFeur 2014.09.02 16:24:06 (2017.01.27 21:54:57)
2017.02.02 11:54:01.523 old tick EURCHFeur 2014.09.02 16:25:17 (2017.01.27 21:54:57)
2017.02.02 11:54:01.523 old tick EURCHFeur 2014.09.02 16:25:57 (2017.01.27 21:54:57)
2017.02.02 11:54:01.606 old tick EURCHFeur 2014.09.02 23:47:32 (2017.01.27 21:54:57)
2017.02.02 11:54:01.606 old tick EURCHFeur 2014.09.02 23:47:32 (2017.01.27 21:54:57)
2017.02.02 11:54:01.606 old tick EURCHFeur 2014.09.02 23:47:34 (2017.01.27 21:54:57)
2017.02.02 11:54:01.606 old tick EURCHFeur 2014.09.02 23:47:34 (2017.01.27 21:54:57)
2017.02.02 11:54:01.606 old tick EURCHFeur 2014.09.02 23:47:34 (2017.01.27 21:54:57)
2017.02.02 11:54:01.606 old tick EURCHFeur 2014.09.02 23:47:34 (2017.01.27 21:54:57)
2017.02.02 11:54:01.606 old tick EURCHFeur 2014.09.02 23:47:34 (2017.01.27 21:54:57)
2017.02.02 11:54:01.606 old tick EURCHFeur 2014.09.02 23:47:34 (2017.01.27 21:54:57)
2017.02.02 11:54:01.606 old tick EURCHFeur 2014.09.02 23:47:34 (2017.01.27 21:54:57)
2017.02.02 11:54:01.606 old tick EURCHFeur 2014.09.02 23:47:35 (2017.01.27 21:54:57)
2017.02.02 11:54:01.606 old tick EURCHFeur 2014.09.02 23:47:35 (2017.01.27 21:54:57)
2017.02.02 11:54:01.606 old tick EURCHFeur 2014.09.02 23:47:35 (2017.01.27 21:54:57)
2017.02.02 11:54:01.606 old tick EURCHFeur 2014.09.02 23:47:41 (2017.01.27 21:54:57)
2017.02.02 11:54:01.606 old tick EURCHFeur 2014.09.02 23:47:41 (2017.01.27 21:54:57)
2017.02.02 11:54:01.606 old tick EURCHFeur 2014.09.02 23:47:45 (2017.01.27 21:54:57)
2017.02.02 11:54:01.606 old tick EURCHFeur 2014.09.02 23:47:45 (2017.01.27 21:54:57)
2017.02.02 11:54:01.606 old tick EURCHFeur 2014.09.02 23:47:46 (2017.01.27 21:54:57)
2017.02.02 11:54:01.606 old tick EURCHFeur 2014.09.02 23:47:46 (2017.01.27 21:54:57)
....
....
2017.02.02 11:54:01.608 old tick EURCHFeur 2014.09.02 23:59:52 (2017.01.27 21:54:57)
2017.02.02 11:54:01.608 old tick EURCHFeur 2014.09.02 23:59:57 (2017.01.27 21:54:57)
2017.02.02 11:54:01.608 old tick EURCHFeur 2014.09.02 23:59:57 (2017.01.27 21:54:57)
2017.02.02 11:54:01.608 old tick EURCHFeur 2014.09.02 23:59:58 (2017.01.27 21:54:57)
2017.02.02 11:54:01.608 2014.09.02 23:59:58 dd:2.224870878029398
2017.02.02 11:54:01.608 2014.09.02 23:59:58 timeCurrent:2014.09.02 23:59:58
2017.02.02 11:54:01.608 2014.09.02 23:59:58 testEndDate:2017.01.28 00:00:00
2017.02.02 11:54:01.608 2014.09.02 23:59:58 testStartDate:2014.09.01 00:00:00
2017.02.02 11:54:01.608 2014.09.02 23:59:58 timeDiference:172798.0
2017.02.02 11:54:01.608 2014.09.02 23:59:58 testTotalTime:76032000.0
2017.02.02 11:54:01.608 2014.09.02 23:59:58 profit:54.15000000000001
2017.02.02 11:54:01.608 2014.09.02 23:59:58 ret=coefficient*100;0.2272700968013468
2017.02.02 11:54:01.608 final balance 1054.15 EUR
2017.02.02 11:54:01.608 OnTester result 0.2272700968013468
Your test seems to finish on 2014.09.02 ?
Anyway, difficult to follow a log without the code that produced it.
Here is the code:
double OnTester()
{
double ret=0;
if(TesterStatistics(STAT_TRADES)==0)
{
ret=0.0;
}
else
{
PrintC("STAT_BALANCEDD_PERCENT"+TesterStatistics(STAT_BALANCEDD_PERCENT));
PrintC("STAT_BALANCE_DDREL_PERCENT"+TesterStatistics(STAT_BALANCE_DDREL_PERCENT));
PrintC("STAT_EQUITY_DDREL_PERCENT"+TesterStatistics(STAT_EQUITY_DDREL_PERCENT));
PrintC("STAT_EQUITY_DD_PERCENT"+TesterStatistics(STAT_EQUITYDD_PERCENT));
double profit=TesterStatistics(STAT_PROFIT);
double dd=TesterStatistics(STAT_EQUITYDD_PERCENT);
//calculate how far we are from the end date
datetime timeCurrent;
timeCurrent=TimeCurrent();
double timeDifference=timeCurrent-testStartDate;
double testTotalTime=testEndDate-testStartDate;
PrintC("profit:"+profit);
double coefficient=timeDifference/testTotalTime;
PrintC("dd:"+dd);
PrintC("coefficient:"+coefficient);
PrintC("timeCurrent:"+timeCurrent);
PrintC("testEndDate:"+testEndDate);
PrintC("testStartDate:"+testStartDate);
PrintC("timeDiference:"+timeDifference);
PrintC("testTotalTime:"+testTotalTime);
PrintC("profit:"+profit);
if(profit>0)
{
if(coefficient<0.91)
{
ret=coefficient*100;
PrintC("ret=coefficient*100;"+ret);
PrintC("ret"+ret);
return(ret);
}
else
{
ret=profit*coefficient/dd;
PrintC("ret=profit*coefficient/dd;"+ret);
return(ret);
}
}
else
{
PrintC("ret=profit;"+ret);
}
}
PrintC("return ret");
return ret;
}
As I researched this further TimeCurrent() returns 02.09.2014 because there are missing real ticks for (2017.01.27 21:54:57)
I will try to get around this somehow.