FIBO in B123

there was made changes in the MQL code of FIBO indicator



even if i compare backtest in B122 vs B123 i am getting very different results on strategies using fibo


so the strategies using fibo are not compatible with B123 and will be trading differently


it was an intention of the changes, or what we can do to the future?


because we cant trade FIBO strategies with newest MQL code of fibo indicator


adding 1 strategy using FIBO - BT is from B122, try to make BT in B123 and compare the EQ curves, you will get what i see in the picture


red line - B122


blue line - B123

Attachments
EJ_H1_200115124_S_Fi_CF_SQ4.sqx
(48.99 KiB)
EJ_H1_200115124_S_Fi_CF_SQ4_EQ___BTvsBT.png
(29.74 KiB)
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

h
#1

hankeys

01.09.2019 14:06

Task created

h
#2

hankeys

01.09.2019 14:09
there was made also changes in PIVOT building block, but there the BT B122 vs 123 is exact the same


so this problem is only with FIBO

TB
#3

Tomas Brynda

02.09.2019 09:03

Status changed from New to Fixed

Hi Hankeys,

we made changes in Fibo indicator, because it hadn't respected current trend. 

The calculated values in previous versions were always the same (as if it was bear trend).


Now that the trend is respected, we do the following during calculation:

BEAR .. O > C ... value 0 = LOW, value 100 = HIGH 

BEAR .. C > O ... value 0 = HIGH, value 100 = LOW

h
#4

hankeys

02.09.2019 09:45
i could understand, that there will be times, where those changes are needed


but what we can do with our old strategies? we cant hold 2 types of them


without any compatibility we can throw them away


THIS NEED TO BE TOLD TO USERS VERY CLEARLY, THAT IN NEW BUILD WAS MADE CHANGES IN THE BACKTEST ITSELF AND TRADING BEHAVIOR OF OLD STRATEGIES WILL BE DIFFERENT

TB
#5

Tomas Brynda

02.09.2019 10:17
Yes, definitely agree.


We were trying to let users know about the recent changes in indicators. It seems like you made a fresh new install of build 123.

When using auto update, a dialog with important changes list should be shown upon SQ start - see the attached screenshot.


We also inform about these changes on our website  -> https://strategyquant.com/whatsnew/ 

h
#6

hankeys

02.09.2019 12:24
so you are not planning to add some sort of compatibility - like have old pivot building block and indicator and the new one added?
TB
#7

Tomas Brynda

03.09.2019 10:21
Unfortunately not, because the old versions of these indicators returned incorrect values under some circumstances and we don't want to keep these versions with problems.

I know it is extra work to retest your strategies and maybe some of them will not be as robust as they were before, but hopefully there won't be any other changes in indicators. We made a lot of tests and it seems fine now


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