(MCX Comedy..Errr. Commodity) - How to Fake your Trade

[vijkris]

It is in front of our eyes !! What makes us upset about a system and forces us to hop to another?

Is ur afl future looking...?
You can check it by clicking in tools- code check and profile, in afl editor.

 

[Tuna]

Is ur afl future looking...?
You can check it by clicking in tools- code check and profile, in afl editor.

Hmm seems so, what does it mean?

"
It seems that the formula references FUTURE quotes.
If you backtest this system you may receive outstanding results
that CAN NOT be reproduced in real trading.

100000 data bars used during this check. Total execution time: 0.657356 sec.
Approximately ALL past and 9 future quotes are needed to calculate the formula properly"

 

[Tuna]

Does it mean only 9 times it looked into future? How to stop it? Is there way to introduced delay?

 

[ankur07090]

Feeling need something more powerful. Normal laptop main hoga nahi.

Once I had taken services of Amazon and setup whole Ami on their server to optimize the variables of one system. It took few days to complete the task

 

[Tuna]

But this is really strange, got to be some coding issue. I have not triggered anything based on future conditions. All are lagging indicators.

 

[Tuna]

Well, the reason I was telling this system is difficult to follow because of the consecutive loss - 13 times, best of us will lose faith on it.

 

[ankur07090]

Hmm seems so, what does it mean?

It means you are new to back testing (take in a lighter note

 

[Tuna]

It means you are new to back testing (take in a lighter note

I am new to Amib and to backtesting on Ami, yes. The earlier platform I used, it has no such issues. it was Prop Test lab

 

[vijkris]

Hmm seems so, what does it mean?

"
It seems that the formula references FUTURE quotes.
If you backtest this system you may receive outstanding results
that CAN NOT be reproduced in real trading.

100000 data bars used during this check. Total execution time: 0.657356 sec.
Approximately ALL past and 9 future quotes are needed to calculate the formula properly"

If u know what u coded, then I need not say anything. If u r a copypaste coder like me, it means I am using a part of code which looks into future, so I would recheck by bar replay that arrow repaints or not...
Sometimes arrow doesn repaint but will come with a delay of 1 or 2 bar, as future quote is needed na for calculation.
So if that is the case, I have to define "buyprice/sellprice" in afl after that 2 bars.
eg: exit price is at low. so after two bars low can be my exit price in reality, but afl will take the low of the arrow bar as exit price.

PS: I am not an expert in afl /backtesting.. I hate backtesting via afl.

 

[Tuna]

If u know what u coded, then I need not say anything. If u r a copypaste coder like me, it means I am using a part of code which looks into future, so I would recheck by bar replay that arrow repaints or not...
Sometimes arrow doesn repaint but will come with a delay of 1 or 2 bar, as future quote is needed na for calculation.
So if that is the case, I have to define "buyprice/sellprice" in afl after that 2 bars.
eg: exit price is at low. so after two bars low can be my exit price in reality, but afl will take the low of the arrow bar as exit price.

PS: I am not an expert in afl /backtesting.. I hate backtesting via afl.

Got it, Saw that happening during bar replay in Crude on the V1 of this system. No, just want to understand meaning of this single line "and 9 future quotes"

-- Does it mean 9 instances? If yes, I am good 3.5 years let the system fool me few time. Chances of Bar instances are real less.

On the code, I coded with it, few reusable part were used for logic building. Thats should not cause repainting. problem is , I can not even do a bar replay to identify those 9 cases, 3.5 years, 15 mins data - too much