Maybe A bug in MCRM -Randomize History Data - ATR

AA

#1

Alex

16.10.2022 11:51

Task created

b

#2

bentra

16.10.2022 17:55

Attachment Screenshot_309.png added

Attachment Screenshot_310.png added

Screenshot_309.png

(1.50 KiB)

Screenshot_310.png

(30.21 KiB)

Looks like a bug to me since you have chosen to use the entire sample, there is no reason for there to be such a consistent loss of a number of trades. Like maybe only one OOS is being included but not the other two.

b

#3

bentra

16.10.2022 18:17

Voted for this task.

CG

#4

Chris G

01.11.2022 20:14

Voted for this task.

g

#5

Lee Guan Chuan

02.11.2022 02:09

Status changed from New to Fixed

Hi Alex & Bentra,

I have checked this module. The OHLC was changed according to probability and ATR.

Once OHLC is changed, it will calculate the indicator again. Therefore, there are chances that the trades can be lesser or greater than the original one.

Thank you.

b

#6

bentra

02.11.2022 04:25

Yes but the entire MC test appears to have iterations between about 410 and 430 yet the original has 520. How could there be such a disparity? I would've expected them to range around the original like maybe 500 to 540....

b

#7

bentra

02.11.2022 05:07

Never mind, it does appear to be the volatility change. The lower we make the % change the closer it gets to the original number of trades. The ATR goes high when you use 30% which makes the stop orders go farther away and less likely to trigger.

There is no bug here.

AA

#8

Alex

07.11.2022 06:13

If it is not a bug, why we do not see such behavior when we select MCRM - Randomize history data - %tick?

g

#9

Lee Guan Chuan

07.11.2022 07:58

Attachment Sample 1.jpg added

Attachment Sample 2.jpg added

Attachment Sample 3.jpg added

Attachment Sample 4.jpg added

Sample 3.jpg

(30.05 KiB)

Sample 2.jpg

(41.34 KiB)

Sample 1.jpg

(38.05 KiB)

Sample 4.jpg

(38.96 KiB)

Hi,

Attached are my testing samples. It depends on the settings. If the changes are huge, they will become more or lesser trades.

However, I have slightly updated the Randomize OHLC logic. There is an issue that after the OHLC is randomized, the OHLC is invalid, meaning the open or close value can be higher than high. I have solved this, but it can still have lesser trades when I test. You can try this out in the next DEV version.

Thank you.

E

#10

Emmanuel

07.11.2022 11:25

Voted for this task.