Hello Marcus,Thanks for the clarification. I have started running your code. However, I cannot get the historical EMA well calculated. I attach a .rar with
a) the historical file I'm using.b) the strategy I'm running. It is the same as yours but logging into the event record the EMA every hour, with some other data.
c) an extract of the EventRecord.htm The problems I see for the moment are:- the EMA is very small. Maybe it should be initialised to a real price value and not to 0, as otherwise it may take ages to converge if it is recalculated only every day. - the EMA is constant, even after day changes. maybe it is because the calculateInitial() function is called only once.
I am used to modify the 'normal' indicators but not a Java expert and it would take me some time to really understand your code and debug it... I hope this helps anyway. I'm still optimistic in that the historical indicators can be very useful.
Inaki Marcus Williford escribió:
Please check your reports/EvenReport for any stack traces, there might be a "file not found" in there. The historical directory should be just off of the main jbooktrader root (provided when you launch).The file should be named correctly too: ES-GLOBEX-IND.txt was my example file's name.If this doesn't help, I'll review the "tip" of the branch, and maybe try to check-in a sample file that works out of the box.Marcus
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histdebug.rar
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