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Bug: each rule of a trading system should be able to check different price data [Fixed in v3.0.3]

3 replies [Last post]
Wed, 02/17/2010 - 05:55
sharky
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Groups: ATM Wiki, MLRB, Sharky's Golden Group

ATM can presently only handle trading systems where the same price data is used for all rules. Need to be able to handle any combination of selected price data. This includes the case where the symbol being traded is different to any of the price data being used by the trading rules.

To explain the problem in more detail, first we need to explain some basics for the benefit of first-time users.

1. "Price data" is made up of symbol/interval/company, e.g. EURUSD/Hourly/FXCM.

2. A "trading system" is made up of multiple "trading rules".

3. Each trading rule is tested against the price data of your choosing.

3a. All rules in a system can test the same price data, e.g:
    - Rule 1 does its calculations with EURUSD/Hourly/FXCM
    - Rule 2 does its calculations with EURUSD/Hourly/FXCM
    - Rule 3 does its calculations with EURUSD/Hourly/FXCM

3b. Each rule can test different price data, e.g:
    - Rule 1 does its calculations with EURUSD/Hourly/FXCM
    - Rule 2 does its calculations with EURUSD/Daily/FXCM
    - Rule 3 does its calculations with AUDJPY/Weekly/Oanda

What is written in paragraph 3b does not work yet.

Moreover, still using the examples from 3a and 3b, if the trading system wants to trade in USD/CAD - a completely different symbol to anything used by the trading rules - it should be able to do that.
 


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Thu, 02/18/2010 - 02:29
#1
matshorics
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Hi, Just looking for

Hi,

Just looking for clarification - for now, rules are limited to the same timeframe, currency and broker?

ex)

Where a system that uses multiple timeframes  -

Rule 1: EURUSD calculation with daily indicator
Rule 2: EURUSD calculation with hourly indicator

Wouldn't work for now?

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Thu, 02/18/2010 - 03:47
#2
sharky
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Correct. v3.0.1 will fix up

Correct. v3.0.1 will fix up some silly bugs, like the FXCM file check thing. I plan to fix this issue in v3.0.2. So shouldn't be too long.
 

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Thu, 02/18/2010 - 20:28
#3
matshorics
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Thanks for the update, much

Thanks for the update, much appreciation for all your work.

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