Code Check & Profile?

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May 19, 2017 at 10:43 pm #101664

Nick Radge
Keymaster

I have a query on the Code Check & Profile function in the Editor.

When running some code I get the following error on a client computer:

Yet when I run the exact same code in mine, literally copy and pasted, I don’t get the error? Thoughts?

May 20, 2017 at 12:05 am #106919

LeeDanello
Participant

I get the same message as your client does on my systems

“It seems that the formula references FUTURE quotes.
If you backtest this system you may receive outstanding results
that CAN NOT be reproduced in real trading.

3076 data bars used during this check. Total execution time: 0.01265934 sec.
Approximately 2776 past and ALL future quotes are needed to calculate the formula properly”

My systems don’t look into the future. I think it may have something to do with the looping code and the following code line
SetTradeDelays(0,0,0,0);
Craig uses the ref,-1 function to check that signals have occurred in the past.

May 20, 2017 at 6:45 am #106920

ScottMcNab
Participant

Did you deactivate the following lines Maurice ?

//OnLastTwoBarsOfDelistedSecurity = BarIndex() >= (LastValue(BarIndex()) -1) AND !IsNull(GetFnData(“DelistingDate”));
//OnSecondLastBarOfDelistedSecurity = BarIndex() == (LastValue(BarIndex()) -1) AND !IsNull(GetFnData(“DelistingDate”));

LE = Ref(buysetup,-1) AND Low<=Ref(buylimit,-1);
// AND NOT OnLastTwoBarsOfDelistedSecurity) ;

If I do this I no longer get that message regardless of having the line
SetTradeDelays(0,0,0,0);

If I understand it Nick’s situation is a bit different in that the same system is fine on his computer but not on the client’s ..suspicious for a difference in Ab versions or backtester settings but I can’t think of what

May 20, 2017 at 8:01 am #106925

LeeDanello
Participant

Scott, I didn’t do that. Are you saying with the NDU you don’t need those two functions?
I then checked with those 2 functions deleted from my code and still got the future quotes warning.
I’m using version 6.20.1

May 20, 2017 at 9:09 am #106926

SaidBitar
Member

It seems that the formula references FUTURE quotes.
If you backtest this system you may receive outstanding results
that CAN NOT be reproduced in real trading.

6500 data bars used during this check. Total execution time: 0.26088 sec.
Approximately ALL past and ALL future quotes are needed to calculate the formula properly

I have this in all systems, it is from Amibroker and i think they removed it in later versions (I am using 6.18)
nothing to worry about

May 20, 2017 at 9:46 am #106927

ScottMcNab
Participant

Assumption on my part…I assumed that the problems were arising even after these lines were removed as they are obviously looking forward into the future …they are in all my systems of course but if I wanted to use the code check and profile button I would deactivate those lines

May 20, 2017 at 10:38 am #106929

LeeDanello
Participant

Ah so you do need them. Maybe they are the two functions which actually look into the future so the system doesn’t take the delisted trade.
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