Thanks guys. Looks like "LastValue" was the culprit. Commenting out that
line eliminated the future warning.
Now examining the offending line, it seems that it does not really look
into the future, as far as the trading formula is concerned. It just
helps to set the date range for the backtester so that all my plotshapes
start and end with the backtester range (otherwise the plots start
*before* the back test date).
Commenting out the below line, eliminates the future error, without
changing backtester results. So leaving the line in, should not be a
problem. Guess it's just a peculiar effect of having LastValue in one's
code.
if(Status("action")>2) start = Max( tradeDelay, LastValue( ValueWhen(
Status("firstbarinrange"), BarIndex() ) ) );
else start = tradedelay;
// Barcount Loop
for (i = start; i < BarCount; i++)
--- In [email protected], Dennis Brown <[EMAIL PROTECTED]> wrote:
>
> A couple of ways to see if it is really referencing the future:
>
> 1. Performance that looks like the holy grail and quite robust to
> parameter changes.
> 2. While watching real time buy/sell/short/cover signals (Bar Replay)
> -- it sometimes takes back the last signal.
>
> Some formulas look into the future to get patterns, but do not trade
> on the future data.
>
> Some formulas can reference the future in indirect ways that are hard
> to spot, but if 2. is happening, just trace the code when it takes
> back a trade to find the culprit.
>
> Best regards,
> Dennis
>
>
> On Sep 24, 2008, at 11:08 PM, ozzyapeman wrote:
>
> > 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 functio ns 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); &nbs
> > p; // 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.
> >
>
