Hello,
after updating my WL to build 95, I noticed that the open positions no longer match my live system in the TWS.
After many tests I was able to narrow down the phenomenon in my system to the KeltnerLower indicator.
I have an example system with only the KeltnerLower indicator / a weight and a time exit.
In Build 94 are the open positions and signals
In Build 95 these are the open positions and signals
The Building Blocks:
The strategy settings are:
How can this be explained? Can I provide more information to investigate the problem?
after updating my WL to build 95, I noticed that the open positions no longer match my live system in the TWS.
After many tests I was able to narrow down the phenomenon in my system to the KeltnerLower indicator.
I have an example system with only the KeltnerLower indicator / a weight and a time exit.
In Build 94 are the open positions and signals
In Build 95 these are the open positions and signals
The Building Blocks:
The strategy settings are:
How can this be explained? Can I provide more information to investigate the problem?
Rename
It's expected due to a fix for Keltner Bands.
https://www.wealth-lab.com/Software/ChangeLog
Since the default ATR Period is 10, if you change your Keltner period to 10, you should get the same results as before.
Unfortunately, it's not so simple. The SMA of the difference between the High and Low used the correct period, but the SMA of the centerband did not -it was using the atrPeriod. So, unless your indicator period was also 10 (which apparently it wasn't), you won't be able to get the same results without creating a custom indicator that does it the wrong way.
https://www.wealth-lab.com/Software/ChangeLog
Unfortunately, it's not so simple. The SMA of the difference between the High and Low used the correct period, but the SMA of the centerband did not -it was using the atrPeriod. So, unless your indicator period was also 10 (which apparently it wasn't), you won't be able to get the same results without creating a custom indicator that does it the wrong way.
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