Accurate Backtesting -- Different timeframes.

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19
Toriacht 2015.09.21 15:25
 
I am writing my first EA (again!). I am trying to simulate an existing MT4 indicator so I can confirm my calculations are correct. So I am trying to calculate the ichi-moku calculations for Hourly and Daily in one EA and compare my results to the packaged MT4 one. 

My issue issue is, when running my EA from MetaEditor, if I set Tools->Options->Debug to  my currency, GBPUSD for example, and Hourly timeframe then my PERIOD_H1 calculations are correct and my PERIOD_D1 are "off". After multiple fruitless trawls for a bug I just changed the  Tools->Options->Debug to GBPUSD and Daily and voila my PERIOD_D1 calculations are correct but my PERIOD_H1 calculations are now "off"

When I'm making my calculations I am calling the same piece of code (OO class function), I just change the timeframe from PERIOD_H1 to PERIOD_D1. Am i doing something wrong? This implies that to get the correct value I need to run my EA  and calculations against one timeframe only _ I presume this implication is incorrect!

for example, all calculations are "timeframe generic" like below:

//+------------------------------------------------------------------+
//+ Calculate the highest high over last $periods number of candles
//+ timeframe -- timeframe of the currency
//+ periods -- number of canldes to look back
//+ offset -- number of bars from current candle to start calculations
//+-------------------------------------------------------------------+
double MyObject::getHigh(int timeFrame,int periods,int offset)
  {
  string description="MyObject.getHigh(): ";
   double valHigh;
//--calculate high, last $periods full candles
   datetime time=iTime(EA_CURRENCY,timeFrame,offset); 
   string timeAsString=TimeToStr(time,TIME_DATE|TIME_MINUTES);
   Print("Getting highest high of last ",periods," bars, starting at offset of: ",offset, "timeframe of starting bar is: ",timeAsString);
   int val_indexHigh=iHighest(EA_CURRENCY,timeFrame,MODE_HIGH,periods,offset);
   if(val_indexHigh!=-1) valHigh=High[val_indexHigh];
   else PrintFormat(description,"Error in call iHighest. Error code=%d",GetLastError());
   datetime timeOfHighest=iTime(EA_CURRENCY,timeFrame,val_indexHigh);
   string timeAsStringOfHigh=TimeToStr(time,TIME_DATE|TIME_MINUTES);
   Print(description,"Unnormalised Highest price  on the : ",timeFrame," timeframe over the last ",periods," candles at an offset of ",offset," is: ",valHigh," bar is: ",timeAsStringOfHigh);
   valHigh=normaliseDouble(valHigh,5);
   Print(description,"Highest price  on the : ",timeFrame," timeframe over the last ",periods," candles at an offset of ",offset," is: ",valHigh);
   
   return valHigh;
  } 

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12984
WHRoeder 2015.09.21 16:34 #
 
int val_indexHigh=iHighest(EA_CURRENCY,timeFrame,MODE_HIGH,periods,offset);
   if(val_indexHigh!=-1) valHigh=High[val_indexHigh];
Predefined variables are the current chart only. You are mixing apples and oranges
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19
Toriacht 2015.09.21 22:38 #
 
WHRoeder:
Predefined variables are the current chart only. You are mixing apples and oranges
Perfect! Thank you for replying, I'm not sure i would ever have spotted that. That should teach me not to blindly copy n pate snippets from documentation!!
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