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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.
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