I clicked on "Code Check & Profile" in the AFL editor and it gives me
the warning that my code references future quotes, "40 past and ALL
future quotes are needed to calculate the formula correctly." Hoping
anyone can chime in here with reasons why that might be happening.
Is there any other way to test if I have a "Future Leak" other than
relying on the Code Check tool?
I have gone through my FOREX trading system with a fine tooth comb and
can't find any place where it references the future. It makes use of
several moving averages that only reference the current Close, and back
through the lasts 40 Closes. I test my current Close against the MAs, as
well as against static profit and stop targets.
I am wondering if my backtester settings are somehow setting off the
Code Check warning. Would any of the following backtester settings set
off a false warning of this sort? What else might trigger the 'Future
Leak' alarm? I don't use any fancy functions like ZIG, just plan old
MAs...
SetOption("AccountMargin", 100); //
Account margin, 100 = no margin
SetOption("ActivateStopsImmediately", False); // Intraday stops ?
SetOption("AllowPositionShrinking", False); // Take partial
trades if equity available ?
SetOption("AllowSameBarExit", True); // Allow same
bar exit for profit stops
SetOption("CommissionAmount", 3.00); // Commission
amount
SetOption("CommissionMode", 3); // 3 = $
per share/contract
SetOption("FuturesMode", 1); // =
use MarginDeposit and PointValue in calculations
SetOption("InitialEquity", 100000); // Initial
equity $
SetOption("InterestRate",0); //
Set interest rate earned for free cash, zero to evaluate system
SetOption("MaxOpenPositions", maxPairsTraded * maxContractsPerPair);
SetOption("MinPosValue", 0); // Min
position Value to make trade worthwhile, 0 = no limit
SetOption("MinShares", 1);
// Min number shares
SetOption("PriceBoundChecking", False ); // Price to stay
in bar range ?
SetOption("ReverseSignalForcesExit", False);
SetOption("UsePrevBarEquityForPosSizing", True );
// Use last known bar for position sizing ?
SetTradeDelays(tradeDelay, tradeDelay, tradeDelay, tradeDelay);
SetPositionSize(1, spsShares);
quoteCurrency = StrRight(Name(), 3); // eg. EURJPY gives
JPY.
if (maxContractsPerPair > 1)
SetBacktestMode(backtestRegularRawMulti);
tradedelay = 0;
// Make sure backtester only starts computing at the start of our
testing date range, not the start of the symbol database
if(Status("action")>2) start = Max( tradeDelay, LastValue( ValueWhen(
Status("firstbarinrange"), BarIndex() ) ) );
else start = tradedelay;
// Barcount Loop
for (start = 1; i < BarCount; i++)
{
// Trade system using MAs goes here.
