Support Board
Date/Time: Thu, 23 Jan 2025 09:44:47 +0000
[Programming Help] - MACD Diff weird calculations in backtest
View Count: 1160
| [2018-11-13 10:53:18] |
| User513228 - Posts: 41 |
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Hi, i found problem with MACD diff calculation and i want figure out how to get most accurate backtesting. One of my condition to get signal is negative value of MACD Diff. On screenshot n.1 you can see MACD diff vaules on computer where runs real-time spreadsheet trading. In screenshot n.2 you can see MACD Diff values in same time on my second computer where i run becktesting. There are too difference values. ( illogical ). So i get sell signal but i cant see that trade in backtest because for signal i need negative numbers and in backtest are positive. I dont understand why they are positives. You can see how chart looks like on screenshot n.3. There is no way have positive number when MACD and MA of MACD looks like this. Since 8:36am should be every value negative. Major chart is 1 tick renko, chart with MACD is 12m Heikin-Ashi. Chart Update interval in General Settings is 100ms. Intraday Data Storage Time Unit: 1 tick. I have more chart so: " Use Controlled Order Chart Updating " is allowed too Is this MACD study bug or how can i fix this to get same backtest results as in real-time trades ? When i runned backtest few seconds after i get signal on my real-time trade computer i seen this trade. But after few time ( probably after 12m heikin ashi candle close ) i cant see this trade because in backtest are positive number in this times. Sorry for my english |
1.png| [2018-11-16 12:25:36] |
| User513228 - Posts: 41 |
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bump
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| [2018-11-16 14:16:46] |
| User513228 - Posts: 41 |
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i already tried. I tried change MACD avg from EMA to SMA but still same problem.
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