FXCodeBase.COM: Forex Chart Indicators and Development

The new version of Indicore SDK 2.3 is released.

Please read the detailed release notes here:
http://fxcodebase.com/wiki/index.php/What%27s_New_in_Indicore_SDK_2.3%3F#What.27s_New_In_SDK.3F

Hello to All, and Indicore Dev Team,

Many thanks for this RC.

As soon as the French Telecom Cny will repair all telecom lines broken by a tornado,
last Sunday, I will have the possibility to download this RC and check it for feedback.

Bst Rgds,

LeTigre30

Hello to All, and Indicore Dev Team,

The French Telecom Cny has tinkered the lines to have some connections, but bandwidthes and synchronisation are poor and unstables ... we call that in France : "The digital divide". In short, we try to work, but not very easy ...

I've checked the new SDK (2.3), and encountered an issue (with the Strategy Debugger : luadbg1.exe) when I need to sav log of the tab "Closed Trades", but no issues for the tab "Streams", I explain ...
After the debugger has ran the strategy, everything is ok on screen, but when I need to save the log of the Closed Trades tab (by right clik, it appears a tooltip with "Save Log"), I clik in the tooltip, a window opens (the log folder of : C:\Program Files (x86)\Candleworks\FXTS2\log), type the name of the .csv file needed, than ... luadbg1.exe crashes and closes. My OS is W8.0 ...

Other thing, the names of the two debuggers have not been modified ... examples :
LuaIndiDbg.exe and LuaStratDbg.exe are better, no ?

Bst Rgds
LeTigre30

Hi LeTigre30,

Hello to All, and Indicore Dev Team,

The French Telecom Cny has tinkered the lines to have some connections, but bandwidthes and synchronisation are poor and unstables ... we call that in France : "The digital divide". In short, we try to work, but not very easy ...

I've checked the new SDK (2.3), and encountered an issue (with the Strategy Debugger : luadbg1.exe) when I need to sav log of the tab "Closed Trades", but no issues for the tab "Streams", I explain ...
After the debugger has ran the strategy, everything is ok on screen, but when I need to save the log of the Closed Trades tab (by right clik, it appears a tooltip with "Save Log"), I clik in the tooltip, a window opens (the log folder of : C:\Program Files (x86)\Candleworks\FXTS2\log), type the name of the .csv file needed, than ... luadbg1.exe crashes and closes. My OS is W8.0 ...

Other thing, the names of the two debuggers have not been modified ... examples :
LuaIndiDbg.exe and LuaStratDbg.exe are better, no ?

Bst Rgds
LeTigre30

Thank you for the report. This bug should be fixed in the next release of Indicore SDK.

With the new SDK are there any updates going into the Debuggers ?

Suggestions for the Debuggers:

(1) Strategy Debugger: Would be great to see the Stop and Limit orders on the chart. As it is now, if an order has a stop or limit they do not show on the chart... no way to really see if stop mgmt code is working, or where the limits are unless you add a variable to Watches tab.

(B) Strategy Debugger: Would be super cool if you could add an indicator onto the chart. Right now there is no way to see any of the indicators compared to price (even if those indicators are used in the strategy). Again, user is forced to setup & use the Watches tab with variables or some output to see indicator values... and flip back-n-forth between Watches tab and the Chart tab. Or I'm forced to configure Trade Station to show same timeframe (New York) and then comparing back-n-forth between Debugger output and actual charts. Its a lot of mental power in comparing the indicator output to the logic of the strategy. Seeing it on the Chart would be very beneficial.

(C) Strategy & Indicator Debugger: Would be TOTALLY awesome if it had a 3-pane split window where the code is on top (as it is today), and below was split into 2 sections: Chart on the left and the other tabs (Streams, Watches, Stack, Offers, etc) on the right side. This would allow you to see and truly *watch* the variables as you step thru code while you see the candles painted at the same time!

Thanks! Hope that makes sense

Hello dtb71fxcm,

Thank you to bring some water to my mill ...
Regarding your §2 I solved this problem by incorporating into my indicator for testing my strategy, an automation recording in a .CSV file of the indicator. Therefore based on orders sent by the strategy, I know the values ​​of the indicator(s) at the time of placing orders for opening and closing.

What bothers me most is knowing all of the code for programming the test of the strategy by the debugger, because when I run my own backtester, I do not get the same results as those of Indicore.

Bst Rgds

LeTigre30

Hello p_maltsev,

Your answer seems to indicate that the tests are not performed
before the production release, even in beta ...

It's not very "Professional" !!! for a programming company ...

Bst Rgds,

LeTigre30

Hello,

I didn't understand the difference between core.findDate() and the new command host.execute("calculatePositionOfDate", ...). They seem to do the same thing? Or am I missing something?

Hi robocod,

findDate searches the specified date only within the price stream. But calculatePositionOfDate can return the index of the date from outside the price stream. calculatePositionOfDate is most used in indicators and view, whereas findDate is most used in strategies.

Will the new SDK come with ability to use the new lower "raw" spreads that FXCM offers ...for back testing?

For example, back testing a strategy over the last year will result in skewed performance (especially for a scalping strategy) since the historical spreads were much larger than what's offered today.

How do we get a new dataset with those lower/raw spreads (for each pair) for back testing?

Thanks!
Dan