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ADX and SAR Indicators do not represent the last value in the explorer
Rank: Newbie
Groups: Registered, Registered Users Joined: 4/15/2008(UTC) Posts: 3
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When I create a new explorer ,I put in the ColumnA SAR(0.01,0.10) and in the ColumnB ADX(14) after that when The Explorer has completed testing I pressed th report button and I found the value of columnA and columnB does not represent to the last bar (or last date value) for every Security !!!
Although the date of loading 300 records and the Exploration date I selected "Most Recent Date"
I hope that my problem was clear
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers, Unverified Users Joined: 10/28/2004(UTC) Posts: 3,111 Location: Perth, Western Australia
Was thanked: 16 time(s) in 16 post(s)
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Hi supsup,
Welcome to the Forum.
The most common problem with the explorer results not matching the chart results is when users have "load minimum records" selected in the explorer options, or not enough data loaded for the functions they are employing. As you mention that you are loading 300 bars, this SHOULD be sufficiently long for these functions to return "accurate" results.
In an effort to try to resolve where the issue is coming from, try setting the explorer options to load a lot of data, say 1500 bars (or more if you feel like it, the max is 32767) and see if you get the same results; when you check the results, make sure that when you open the chart, you have loaded the same amount of data for the chart as for the exploration. (File > Open > Options > Chart Options) (this might not be quite right as I am not on my MS machine right now... have a look in the manual or help file but I am sure you will find the right place. [;)])
If the results match up, we have resolved the problem as a "loading the right amount of data issue". If this doesn't solve the problem, I will guess that either MS is doing something strange (not unheard of) or there is something awry with your data. Let us know how you go.
I suppose a last check would be to make sure that both the explorer and the charts have the same timeframes; daily, weekly, monthly etc. If you have these mismatched then results will be different.
Hope this helps.
wabbit [:D]
P.S. Sometimes, SAR can have a lot of N/A data at the left edge of the
chart, so I can understand issues here, but the ADX(14) should be
returning values on the 28th bar and normal allowances for five times
this value should mean you normally need at least 140 or so bars to be returning
reasonably accurate results...
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Rank: Newbie
Groups: Registered, Registered Users Joined: 4/15/2008(UTC) Posts: 3
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First of all I would like to thank you for your replay.
I did what you said but unfortunately still the same problem there.
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Rank: Member
Groups: Registered, Registered Users, Subscribers Joined: 11/23/2005(UTC) Posts: 22 Location: Chicago, Illinois
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I ran into the same problem where I identify a great system in the "Enhanced System Tester" and have it be a looser when the Expert Advisor is put on the chart. I have found discrepancies in the expert advisor signals and system tester signal generators, For example, look at Equis Trend Analysis and the same title in the system tester.You will find they are different. So of course, you will get different signals.
One other item: make sure you select the "points only" when you run the system tester.
I have been in contact with MS support about this issue but all I get is shrugs. Great support MS!
Garp
woof woof
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