FXCM Forex Trading

Bug Reporting

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Re: Bug Reporting

Postby Valeria » Tue Jan 21, 2014 3:04 am

Hi robocod,

Once again, than you for the report about the issues.
4. Export to Excel or Indicore (when using a View Indicator) crashed MarketScope & Trading Station

This issue is already known.
5. I use the "Show current market price" option on my charts. When I am using a View Indicator, it only seems to show the line at the Bid price, even though I have the chart set to using the Ask prices.

There is the issue in the documentation.
The parameter of View indicator for Bid/Ask should be determined the following way:
Code: Select all
indicator.parameters:addBoolean("type", "Bid", "", true);
    indicator.parameters:setFlag("type", core.FLAG_BIDASK);
Valeria
 

Multiple instances of strategies

Postby mstreck » Tue Jan 21, 2014 3:31 pm

Hi Valeria,

I just saw that you have a newer version of Trading Station on the FXCM web site. I did a complete uninstall, and installed the new version 01.13.111313.

With the new version, this problem seems to be gone, my test case runs now fine with multiple instances of the same strategy.

Thus, this bug appears to be present only in the earlier release.

Do you want still a test case? I had already stripped down something.

Cheers,
Martin
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Re: Bug Reporting

Postby Valeria » Wed Jan 22, 2014 11:20 pm

Hi Martin,

Do you want still a test case? I had already stripped down something.

Thank you that let us know. Please send me the test case if the issue occurs again, since it is solved the test case is not needed.
Valeria
 

Re: Bug Reporting

Postby LeTigre30 » Fri Jan 24, 2014 1:11 pm

Hello to All ...
An observation from TS2 v. 01.13.092613 :
On XAU/USD, the ticks volume given by MarketScope II : (in UTC time)
TF chart =m1
24/01/2014 17:15:00 = 188
24/01/2014 17:16:00 = 211
24/01/2014 17:17:00 = 115
24/01/2014 17:18:00 = 123
24/01/2014 17:19:00 = 205

that is : 188+211+115+123+205 = 842 ticks

On XAU/USD, TF chart =m5, the ticks volume given by MarketScope II : (in UTC time)
24/01/2014 17:15:00 = 842 ticks

correct between m1 and m5

on the same instrument, the tick chart gives from 24/01/2014 17:15:00 to 24/01/2014 17:19:59 (UTC time) : 832 ticks (the last one received at 17:19:51) ... difference = -10 ticks ...

But where it is complicated, is with an independent software who runs with FxOrder2Go, last version, and used with the ActiveX TradeDeskEventSinks, the number of ticks are : 499
difference from m1 and m5 : -349 ; from Tick chart : -339

in the principle that the events received by the ActiveX are ALL the ticks, is there is a mistake somewhere?

Thanks for replying,

LeTigre30
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Re: Bug Reporting

Postby Valeria » Mon Jan 27, 2014 10:25 pm

Hi LeTigre30,

The history data which is downloaded from the server and tick data which is got during the work of chart may be a bit different.

Could you please specify how you received the ticks volume in Order2Go? Did you use getHistory?
Also please specify how did you get ticks volume by using ActiveX TradeDeskEventSinks?
Valeria
 

Re: Bug Reporting

Postby LeTigre30 » Tue Jan 28, 2014 12:31 am

Hi Valeria,

I use the public method TradeDeskEventsSink.OnRowChangedEx to get the events of the table "offers", with the ActiveX control accordingly, which has been installed with the batch file
RunOrder2Go.bat .
When a tick comes, it is counted inside a counter, simple !!!

In my programm, I realize a personnal Time Frame, based solely on the value returned by
the interface ParserAut>>GetValue("Time"), with the two other values for Bid and Ask.

My personnal TF is not fixed on the system clock, but on the value returned by a tick
i.e. : the first tick comes at the moment of the launch of the procedure, its "time" is in this format (sent by the price server) : 41667.20084491 = 2014/01/28 @ 04h49h13 (the current UTC time when I write this post), my programm calculates, in function of the TF requested, its membership.
If the time of the tick is well for the TF, it is collected, and the counter is updated. That's all !
If the time of the tick is over the end of the TF, it will be the first tick of the new TF period, and so on.

NB : at 04h56 UTC, my programm has received 40 ticks, Marketscope says 49 for the TF m1
at 04h57 my programm has received 49 ticks, Marketscope says 37 for the TF m1
at 04h58 my programm has received 35 ticks, Marketscope says 23 for the TF m1

etc...

Bst Rgds,
leTigre30

see the two attached files (TF 1 min, and the received ticks):

Tick&m1 tables.png
Table for m1 TF


Table des Ticks_18.xls
Excel sheet for ticks
(61 KiB) Downloaded 164 times
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Re: Bug Reporting

Postby moomoofx » Fri May 02, 2014 6:41 am

LeTigre30 ... I haven't looked at this issue but just a thought, it seems like your tick count is always > than the bar tick count. Bar usually only one side of the price while ticks may update for both sides. Are you sure that your tick count isn't the number of ticks for bid and ask while the bar just shows one of them? I believe the bid/ask prices update together or individually.
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Re: Bug Reporting

Postby LeTigre30 » Thu May 22, 2014 8:54 am

Hi MoomooFx,

the issue is solved by Valeria's answers. She confirmed me that the total volumes of ticks, can't be intercepted by TS2 nor ForexConnectAPI, nor Indicore. The only data which is reliable is the volume sent at each tick received, as you can compare the Volume with Bid or Ask, are always the same. I decided to play down the impact of this data in my calculations, to promote market volatility on traded instrument.

Bst rgds,

LeTigre30
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Re: Bug Reporting

Postby moomoofx » Sun Jun 08, 2014 8:22 pm

Hi,

There is some bug related to historical price data at the start of the week. It does not happen all the time however.

MissingData.png


I did a search online and found Robocod had reported this before: http://www.dailyfx.com/forex_forum/fxcm ... harts.html

It looks like the bug has been there for a while. I confirmed that this can negatively impact our strategies. Can we put in place a plan to fix it please?

Thanks,
MooMooFX
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Re: Bug Reporting

Postby Valeria » Sun Jun 08, 2014 11:50 pm

Hi MooMooFX,

Thank you for the report. Could you please clarify:
1. The symbol and the timeframe you used;
2. The timezone and the time when the gap appeared;
3. When did you notice the gap? Did you open Marketscope and the gap had already been there? Or the gap appeared only when you opened the new chart and zoomed it?
4. Is the issue fixed now or not?
Valeria
 

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