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Simple Shelley Backtester
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Author:  fxshadow [ Mon Jun 04, 2012 4:55 pm ]
Post subject:  Re: Simple Shelley Backtester

Gary,
Since you pointed it out, I assume that you made the correction to Simple Shelly's Woh 2x1 reading.
Author:  garyfritz [ Mon Jun 04, 2012 5:30 pm ]
Post subject:  Re: Simple Shelley Backtester

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
Author:  fxshadow [ Mon Jun 04, 2012 7:34 pm ]
Post subject:  Re: Simple Shelley Backtester

Just loaded it up and this is what I got.
Author:  fxshadow [ Mon Jun 04, 2012 7:38 pm ]
Post subject:  Re: Simple Shelley Backtester

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.
Author:  garyfritz [ Mon Jun 04, 2012 7:48 pm ]
Post subject:  Re: Simple Shelley Backtester

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.
Author:  fxshadow [ Mon Jun 04, 2012 7:51 pm ]
Post subject:  Re: Simple Shelley Backtester

This is with Steve's fix.
Author:  garyfritz [ Mon Jun 04, 2012 7:55 pm ]
Post subject:  Re: Simple Shelley Backtester

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.
Author:  fxshadow [ Mon Jun 04, 2012 7:55 pm ]
Post subject:  Re: Simple Shelley Backtester

ver 1u
Author:  garyfritz [ Mon Jun 04, 2012 7:58 pm ]
Post subject:  Re: Simple Shelley Backtester

Yes, that 1u is Shelley. Only Simple Shelley exhibits the weird behavior. Unfortunately Simple Shelley is what I based my backtester on. :(
Author:  fxshadow [ Mon Jun 04, 2012 7:58 pm ]
Post subject:  Re: Simple Shelley Backtester

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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