Bug Reporting

[moomoofx]

Hi Valeria,

Thanks for your time.

The symbols were AUD/JPY and GBP/JPY on the m5 timeframe. Though I have seen the problem in the past on other symbols and timeframes as well.

The gap appeared over the weekend when I was able to reconnect. I'm quite sure it has something to do with weekend maintenance of the price servers. I have also had this happen in the past on both live and demo accounts over the same weekend, so it is not environment specific. I also run my live account on a VPS and my demo on my laptop, so it is not machine specific either.

The problem is still not fixed per-say. The chart right now for AUD/JPY still contains the gap, however, if I open a new chart for AUD/JPY the data is fine. Additionally, if I change timeframes and go back, it loads fine.

So the problem is that at some point over the weekend, a week of price data went missing. After the market has opened, forcing the charts to refresh updates the data and resolves the problem. If the chart is not updated, then the data will still be missing. I can only assume is the same for a price subscription in a strategy.

I'm sure restarting Trading Station manually at the start of the week will fix the issue, but that goes against the goal of automated trading.

Oh one more thing. Only the charts where I had "zoomed out" a lot have the issue. I.e. if the price data from 2 weeks ago goes missing, you need to have zoomed out at least 3 weeks to notice the issue. Charts that only had 1 week of history will not experience the problem because when you zoom out, it will request the data.

Let me know if you need to know anything else!

Cheers,
MooMooFX

[Valeria]

Hi MooMooFX,

Thank you for the detailed description. It really helps us to understand the issue.

So the problem is that at some point over the weekend, a week of price data went missing.

Could you please specify the date and time of the beginning of the gap and the end of the gap. The screenshot would be also great if it is still possible.

[moomoofx]

Hi Valeria,

Screenshot are for AUDJPY.m5

Last bar before the gap is 31-May-2014 06:50 (as indicated in the following screenshot)

First bar after the gap is 06-June-2014 00:05 (as indicated in the following screenshot).

Timezone is in Server timezone (UTC+10)

My log level on the machine is set to Medium. If you think it contains useful information since reconnecting over the weekend, I can send it to you via email.

Cheers,
MooMooFX

[robocod]

Something that I have noticed from time to time. Sometimes when I select a layout from the list of recent layouts (see screenshot), it loads the wrong one. It's like the 'label' says "layout1" but it actually points to "layout2". I suspect you have a bug there somewhere.

[Valeria]

Hi robocod,

Thank you for the report about the bug. Though It is already known issue, unfortunately, we cannot reproduce it.

[robocod]

When I do Layout->Open Layout the platform crashes.

This used to work.

I thought maybe the Layout got corrupted, so I made a new one. Even very simple layouts crash the platform. Is this a bug or do I need to re-install?

[Valeria]

Hi robocod,

Please try to reinstall Trading Station. If this does not help, please send me the crash report and the layout at vpotapova(@)gehtsoft.com. This seems like a known bug.

[moomoofx]

Just like to report a couple of bugs I have noticed

1) DateTime parameters are not supported in the backtester and I assume optimizer. The value never seems to persist and find its way into the strategy instance. It certainly doesn't show up if you try to restart the backtester. Try backtesting for example: viewtopic.php?f=31&t=60651

I would love for someone to confirm this issue and provide a fix. I imagine it is a simple fix because it would be great to start using this parameter type!

2) When restarting a back-testing project, the price chart is always in BID despite previous settings. Screenshot below confirms the issue. Even though I have opted for the Ask chart, I am shown the Bid chart as confirmed by the tooltip and bid/ask output in the history.

Thanks for your time!

Cheers,
MooMooForex

[Valeria]

Hi moomoofx,

These two issues should be already fixed. The fix of the first issue will be included in the upcoming release. As to the second issue, we cannot reproduce it on the current production version which is available on the FXCM web site.

[moomoofx]

Hi,

Some interesting behavior I noticed today in Demo environment.

I'm testing a new scalping strategy that implements stops internally instead of attaching them to the positions/orders. I.e., on each tick it compares the current PL of each trade against the configured stop, and if the PL is too bad then it exits the trade.

For example, secret stop set at 10 pips. If the PL of the trade is less than -10 pips, the strategy exits the position.

The code is done by going through the Trades table and examining row.PL. I notice that sometimes, only sometimes, my strategy decides to terminate new positions immediately after their entry order has been executed. I started logging what's going on and this is what I saw.... three lines:

2014/12/22 19:48:58 Mon ORDER: 2014/12/22 19:48:58 Mon Order SE SELL 70000@1.22664 Bid: 1.22669 Ask: 1.22671 (0.2)

Entry Order (1.22664, EUR/USD, SELL, 70K, 05337544). Successful.

2014/12/22 19:49:08 Mon SECRET STOP: 21537745 -28<-10 S@1.22665 Close: 1.22669 0.4

The first line is my strategy executing the trade.
The second line is trading station confirming the entry order successful.
The third line is my strategy deciding to terminate the newly opened trade (10 seconds later) because it thinks it has -28 pips PL which is less than -10. However, I also log the row.Open and row.Close values, and then calculate my own PL at the end which shows it is only 0.4

... so for some reason when a trade is being created the row.PL value is rubbish. If I had to guess (and please pass this on to the devs), I would say that the PL value on a row is not being initialized to zero, and picking up whatever happens to be in its allocated memory space. This is probably a race condition between when my strategy checks the trade row and when the row first gets updated.

The workaround for me is easy, I'll just use my calculated value instead. However, it is obviously a bug.

I haven't tried it on a live environment because I don't like throwing away money.

Cheers,
MooMooForex