ATR Indicator Wrong Data Output

DRohde

I found some nasty issues with the ClickAlgo Average True Range indicator using the WAE bot. To be sure I made a test bot, attached this link. The line data you see on the chart is not the same data received in the bot, and yes I'm sure the settings are the same. Can you please have a look?

I think this is the reason why I can't get a good result on optimization. I tried running this on Ctrader 4.6.6 & 4.7.9.
You can contact me at +4581404040 or dr@truetech.dk or in this channel of cause.

https://myfreedom365-my.sharepoint.com/:f:/g/personal/dro_myfreedom_ltd/Eg3O1m-DDp5Dlq-puvZkxiQBRmKokC9cGBDGPkOMTiBmXA?e=Bbx3R0

Mike

Hi, Dennis, I ran a backtest with your test cBot and the ATR values are correct, the issue you have is that you backtested using a cTrader Desktop time of UTC +2, this will make the times incorrect, you need to set it at UTC +0, the cTrader server time for backtesting.

If you have difficulties optimising a trading system why not ask for help on the optimisation forum?

DRohde

Hi Mike, again thanks for fast feedback. I'm not new into this, I made a lot of bot's myself and know how to code C# and same with the optimization. I'm using this indicator for other cbots too. I don't see how the time should change anything. If you see the video I just made for you in the shared folder then you will understand me. Video: "Error on video"

https://myfreedom365-my.sharepoint.com/:f:/g/personal/dro_myfreedom_ltd/Eg3O1m-DDp5Dlq-puvZkxiQBRmKokC9cGBDGPkOMTiBmXA?e=Bbx3R0

Thanks Dennis

DRohde

Hi Mike, I think I found another issue. When you enable "Show Stop Loss" in the indicator settings, then it leave all old levels in the price table. See my video "Error show stop loss"

Same link..

Mike

Hi, Dennis, the platform date UTC offset must be UTC+0 for backtesting, when you adjust this you will see that the indicator data is correct. This is a platform feature as the backtest data is from a server with UTC+0.

You can change the platform UTC bottom right of the screen with a drop down list.

https://clickalgo.com/backtest-trading-hours

In order for you to report a problem with the indicator we need you to provide an exact screenshot as I have above from a backtest using UTC +0 as the platform offset. Please provide just a single example as I have.

If you need further clarification regarding this you can contact Spotware support.

Mike

I managed to reproduce the error, looks like a recent update has introduced this bug, please report it on the link below to be fixed.

https://ctrader.info/t/open-bugs

If you are unable to do this, just let me know and I will create the report for you.

If you are calling this from your cBot make sure you set the parameter show stop loss to false or it may not work.

DRohde

Hi Mike, I will report the issue to this forum, no problems. But I don't see a problem with the time as you are saying. I made a new test for you with UTC +0 and the result is the same.

Screen 1 with the settings

Screen 2 with one example

Screen 3 with one more example and there is a lot of them

All data are in the shared file..

Thanks Dennis

Mike

I ran some tests and can confirm that the values from the indicator are correct. As these values are taken from the cTrader API, if you still feel there is an issue please post the example code on Spotware support so the cTrader team can investigate.

Make sure you turn off Show Stop Loss
Set High Low to false, I also tested with high low set to true and the results were correct.

remember you cannot read the current bar that is forming only the last bar that has closed.

click on image for full screen.

cbot-code.txt

1kB

DRohde

Hi Mike, as you can see in my code I print the last bar data.. I made an updated cbot with two ema one fast and one slow and let them do the same as I try to do with the ATR. I saved the cbot in the folder and a new video showing you first with the ema, everything works perfectly and then the exact same code but with the ATR and then error comes to live. Maybe I'm just blind to the simple code here.. If it's right then try run the bot on your own computer.

Please also see the Indicator warning I have when I compile the code in the video.

DRohde

 protected override void OnBar()
        {
            Print("EMAFast " + _emaFast.Result.Last(1));
            Print("EMASlow " + _emaSlow.Result.Last(1));
            Print("ATR " + _atr.Result.Last(1));

            if (_emaFast.Result.HasCrossedAbove(_atr.Result, 1) !& _emaFast.Result.Last(1) > _atr.Result.Last(1))
            //if (_emaFast.Result.HasCrossedAbove(_emaSlow.Result,1) !& _emaFast.Result.Last(1) > _emaSlow.Result.Last(1)) 
            {
                Chart.DrawVerticalLine(Time.Ticks.ToString(), Bars.LastBar.OpenTime, Color.Green, 1);
                Print("######SIGNAL-BULLISH###### " + "EMAFast " + _emaFast.Result.Last(1) + "EMASlow " + _emaSlow.Result.Last(1) + "ATR " + _atr.Result.Last(1));
            }

            if (_emaFast.Result.HasCrossedBelow(_atr.Result, 1) !& _emaFast.Result.Last(1) < _atr.Result.Last(1)) 
            //if (_emaFast.Result.HasCrossedBelow(_emaSlow.Result,1) !& _emaFast.Result.Last(1) < _emaSlow.Result.Last(1))
            {
                Chart.DrawVerticalLine(Time.Ticks.ToString(), Bars.LastBar.OpenTime, Color.Red, 1);
                Print("######SIGNAL-BEARISH###### " + "EMAFast " + _emaFast.Result.Last(1) + "EMASlow " + _emaSlow.Result.Last(1) + "ATR " + _atr.Result.Last(1));
                
            }
        }

Sebastian

hello Dennis

I have read this thread and watched the videos, what Mike said is correct the indicator is giving the correct values, a simple print to the log on each bar close proves this. Your issue is that in your code you have the high low parameter set to true, but the indicator on the chart is set to false, so they do not match.

I use this indicator with my trading cBots and it works fine for me.

The code example Mike provided to test the indicator is proof that the correct values are being returned for the indicator.

Sebastian

Mike is talking about changing the UTC time in the platform settings bottom right where it says current time, not in the code, you need to set this to UTC+0 (server time)

https://help.ctrader.com/ctrader/interface/user-time-offset/

DRohde

Hi Mike and Sebastian, I know you thought I was a pissed-off annoying customer, but I have bought quite a few products from you and last year we used your development service for a development project, so I thought you should give it a try. Alternatively, I've just spent money on something I can't use for anything, which is probably not entirely fair. We can agree that if the error is mine, you can invoice me after the elapsed time. I don't know if it's a bug in your indicator or if it's a bug in cTrader, but it's the first indicator I see the problem with, so far.

I made one last video, Called "Last Video" in the shared folder, please watch it all the way through.

Thanks Dennis

DRohde

Sebastian, as you can see in my last several videos it is set to UTC +0

Sebastian

Hello Dennis,

I am OK helping you, I do not work for ClickAlgo, just as a trader like you with coding skills.

There is no bug in the indicator I am 100% sure as the test cBot shows the correct values.

In all your videos your platform user time offset is UTC+2 and not UTC+0

We know the indicator provides the correct values, the only issue I can see is how you may be using this in your own code, your last example had some errors in the setup and this was why the values were not correct.

Sebastian

I can see 2 issues with your video, the first major issue is that you are still using the user time offset of UTC+2, this needs to be set to UTC+0

https://help.ctrader.com/ctrader/interface/user-time-offset/

The 2nd potential issue is that you are setting the default value of the high low to an empty string, instead, when you construct the indicator set this to a hard false.

The values from the ATR are the previous candle's values, in your video it looks like you are trying to compare the current ATR value while the candle is forming.

I would run the example test bot Mike provided that prints the ATR values to the log, this provides a simple method to check why you may not be getting the same results due to setup issues, once you have the same results you should be ok.

remember you can only view historical candles, not the current candle.

DRohde

Please see my new video with the code from Mike "Run with code from Mike"

DRohde

And thanks for spending your time on this Sebastian..