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are DPO and TDI indicators faulty ??

2 replies

10 months ago #279971

Hi all,

I had a quick look to the code of DPO and TDI indicators and I’m a bit confused. As per comment in the code in various places very first (the oldest) bar has the index 0. In this case trading engine starts to calculate indicators values from bar 0 to the last bar. In such situation any calculations using lookback periods in loops should decrease not increase array index, so in loops in those indicators. (line 126 and line 51) i– should be used instead of i++. This bug cause future leak and overperformance of used strategies.

Or I misunderstood something ?? See attachment.

Krzysztof

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10 months ago #280026

Hi,

I will check with our dev team. We will let you know

10 months ago #280049

Thanks for reply, i believe I know what was my issue. When you start new indicator in QE there is a comment

// set indicator value to a Value output array.

// The array is zero based, index 0 means it is value at current bar.

unfortunately this comment is deleted in example TDI indicator and difference between CurrentBar value and indexes value in output (and I guess input) arrays not clearly explained in the programming video so it confused me.

Krzysztof

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