Z1/Z2, OptimalF in Z12.fac - period of calculation

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Z1/Z2, OptimalF in Z12.fac - period of calculation #453830 08/16/15 21:43 08/16/15 21:43
Joined: Apr 2014 Posts: 45 Germany webradio OP Newbie
webradio OP Newbie Joined: Apr 2014 Posts: 45 Germany	Checking Z12.fac (unchanged delivered original) I noticed relatively big numbers of winning and losing trades, like here: Code: AUD/USD:BB .000 0.68 359/573 -2.6 AUD/USD:BB:L .000 0.51 173/324 -2.3 AUD/USD:BB:S .000 0.93 186/249 -0.2 What was the time period for calculation of this OptF? The manual states: "over the whole test period". Even with Phantom=0 in Z.ini and changed OptF=.500 in Z12.fac I only get 135 trades with algo BB for asset AUD/USD dated between 16.05.11 and 02.06.15. Correspondingly, Z2.txt contains after testing these small Win/Loss numbers and not 359/573.

Re: Z1/Z2, OptimalF in Z12.fac - period of calculation [Re: webradio] #453838 08/17/15 06:40 08/17/15 06:40
Joined: Nov 2013 Posts: 123 Mithrandir77 Member
Mithrandir77 Member Joined: Nov 2013 Posts: 123	Have you tried with oversampling? That can raise the number of trades in the simulation sometimes.

Re: Z1/Z2, OptimalF in Z12.fac - period of calculation [Re: Mithrandir77] #453866 08/17/15 13:02 08/17/15 13:02
Joined: Jul 2000 Posts: 28,131 Frankfurt jcl Chief Engineer
jcl Chief Engineer Joined: Jul 2000 Posts: 28,131 Frankfurt	Z12 uses six-times oversampling in Test mode.

Re: Z1/Z2, OptimalF in Z12.fac - period of calculation [Re: jcl] #453907 08/18/15 16:51 08/18/15 16:51
Joined: Feb 2015 Posts: 652 Milano, Italy M MatPed User
MatPed User M Joined: Feb 2015 Posts: 652 Milano, Italy	what does it mean that z12 uses 6x oversampling in test mode? Thank you

Re: Z1/Z2, OptimalF in Z12.fac - period of calculation [Re: MatPed] #453926 08/19/15 04:00 08/19/15 04:00
Joined: Apr 2014 Posts: 482 Sydney, Australia B boatman Senior Member
boatman Senior Member B Joined: Apr 2014 Posts: 482 Sydney, Australia	Search "NumSampleCycles" in the manual. Should tell you everything you need to know. www.robotwealth.com

Re: Z1/Z2, OptimalF in Z12.fac - period of calculation [Re: boatman] #453929 08/19/15 08:02 08/19/15 08:02
Joined: Feb 2015 Posts: 652 Milano, Italy M MatPed User
MatPed User M Joined: Feb 2015 Posts: 652 Milano, Italy	ok, thank you

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