Bug in TotalProfitCriterion?

[CCob]

I'm not sure if TotalProfitCriterion's behavior is correct.

https://github.com/mdeverdelhan/ta4j/blob/master/ta4j/src/main/java/eu/verdelhan/ta4j/analysis/criteria/TotalProfitCriterion.java#L65

It seems to be getting it's exit and entry price of the trade from the close price for the Tick and not the entry and exit price of the order itself.

Now whilst back testing, this is not a real issue since the order price is chosen as the close price of the tick anyway so the values are one the same.

But I have been forward testing with ta4j and there is a discrepancy where I'm actually using the bid/ask cost to enter/exit an order which gives different results vs TotalProfitCriterion.

Thanks

[CCob]

After further investigation there appears to be many of the Criterion classes all using the close price of the index the trade occurred instead of looking at the price of the order within the entry and exit trade. So for forward testing I'm guessing a whole set needs to be made or they need to be adjusted to look at close price or actual order price?

[dpalic]

This repository was dropped See #192
Could you please repost your question there? https://github.com/ta4j/ta4j

[mdeverdelhan]

Yes, criteria often use the close price and not your actual entry/exit price. Please use https://github.com/ta4j/ta4j/issues for further discussion.