Click here to Login

                                                   Trading System Simulator reports into future


2012-04-13 11:55:54

QS Gurus,
Since QS 2.8.2 upgrade, I noticed a strange behaviour in QS simulator report Details tab.
Initially I thought that maybe DST change was not properly factored in.
It reports for one timeframe into the future.
BTW, I run a custom timeframe of ~43 minutes(2600sec).
Hence, it was providing simulation resuts for 9:30, 10:13, 10:56, 11:40, 12:26, 1:06,...,4:00.
It was providing that until QS V2.8.1 then from V2.8.2 & 3 it alway provides extra output for one timeframe ahead,
ie: when I run it at 9.32 it produces 9:30 and 10:13 and so on, and at 4:01 will produce 9:30, 10:13, 10:56, 11:40, 12:26, 1:06,...,4:00, and 4:43.
It is confusing & not correct.

Any idea why it happens and how or when it can be fixed.

Aditional info on my environment:
My add-on is compiling today's daily price from RT data download on 1min interval - so it has today Quotes data (C,O,H,L,V) as RT data is rolling in.
That way my trading simulation is as close to RTime as I can get with current QS capability.

Thx for prompt reply,

2012-04-13 13:18:25


Best Answer
This is because the bar's date now refers to the end of the interval.
Bar (4:43) means that the bar ends at 4:43.

To change this, select "Accounts -> Intraday Settings -> How to mark time stamp..."

2012-04-17 18:47:19


Thank you for a prompt answer...It worked as expected.

No more messages


No html code. URLs turn into links automatically.

Type in the trading objects you want to include: - Add Objects
To add a trading object in your message, type in the object name, select it and then click on "Add Objects"


Trading Items
Generic Trading System Template
Optimizable Fibonacci Long and Short Trading System
Money Management System to Split Order Into Smaller Pieces
Trading System Template: Position Sizing Techniques
Design and backtest a trading system with two strategies

How-to Lessons
How to optimize an indicator in your trading system
How to optimize the stop limit of a trading system
How to add a metric in the trading system simulation report
How to debug a trading system using the money management tool
How to optimize the number of positions in a trading system

Related Forum Threads
Simulator Trading System Report
Trading system optimization using the QuantShare API Simulator
Ranking System with Trading System Help, Revisited
Trading System Simulation Errors
How to edit a trading system i've downloaded from shared server?

Blog Posts
10 masks to create thousands of rules to use into your trading sy...
3 ways to rank stocks in a trading system - Simulator and Potfoli...
Optimization of a trading system
Improve your trading system performance by ranking stocks
How to choose which technical indicators to use in your trading s...

Create an account
Affiliate Program
Contact Us
Trading Forum
How-to Lessons
About Us
Terms of Use

Copyright 2024
Social Media
Follow us on Facebook
Twitter Follow us on Twitter
Follow us on Google+
RSS Trading Items

Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.