Simple Shelley Backtester

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fxshadow
Trader
Posts: 61
Joined: Tue Nov 15, 2011 11:46 pm

Re: Simple Shelley Backtester

Post by fxshadow »

Gary,
Since you pointed it out, I assume that you made the correction to Simple Shelly's Woh 2x1 reading.
garyfritz

Re: Simple Shelley Backtester

Post by garyfritz »

Haven't yet, no. I actually didn't see that particular error. I pointed out the [6] error and the mysterious behavior that causes Simple Shelly to force all its "Buy" or "Sell" values to be the same. I can't see what's causing that. Only Simple Shelley does it -- regular Shelley doesn't.

Just to verify, do you see behavior like this? Have you seen any Simple Shelley baskets with mixed Buys & Sells?
Shelley.gif
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fxshadow
Trader
Posts: 61
Joined: Tue Nov 15, 2011 11:46 pm

Re: Simple Shelley Backtester

Post by fxshadow »

Just loaded it up and this is what I got.
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fxshadow
Trader
Posts: 61
Joined: Tue Nov 15, 2011 11:46 pm

Re: Simple Shelley Backtester

Post by fxshadow »

fxshadow wrote:Just loaded it up and this is what I got.
This is without the fix that Steve made to regular Shelley. I'll edit the fix in and see what we get.
garyfritz

Re: Simple Shelley Backtester

Post by garyfritz »

I'll be very surprise if Steve's fix affects this issue. This is a different beast. Steve's fix didn't help it in my Empty4.
fxshadow
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Posts: 61
Joined: Tue Nov 15, 2011 11:46 pm

Re: Simple Shelley Backtester

Post by fxshadow »

This is with Steve's fix.
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garyfritz

Re: Simple Shelley Backtester

Post by garyfritz »

Yup. Still all Sells. Now most of yours probably were Sells anyway, but not all of them. (It's a little strange that you had all Buys before, but.... hmmm)

It's very VERY weird. There's a loop that sets the Buy/Sell flag. I printed the value inside the loop and it was just what it should have been. I printed it immediately after the loop and they all got changed to the same value. I can't see what's doing it.
fxshadow
Trader
Posts: 61
Joined: Tue Nov 15, 2011 11:46 pm

Re: Simple Shelley Backtester

Post by fxshadow »

ver 1u
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garyfritz

Re: Simple Shelley Backtester

Post by garyfritz »

Yes, that 1u is Shelley. Only Simple Shelley exhibits the weird behavior. Unfortunately Simple Shelley is what I based my backtester on. :(
fxshadow
Trader
Posts: 61
Joined: Tue Nov 15, 2011 11:46 pm

Re: Simple Shelley Backtester

Post by fxshadow »

Steve said making the simple shelley wasn't that simple and there might be bugs. Something about removing lots of spaghetti instead of starting fresh.
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