Gamestudio Links
Zorro Links
Newest Posts
How to select between IB accounts by script?
by AndrewAMD. 06/13/26 15:44
Zorro tutorial ideas?
by AndrewAMD. 06/13/26 15:01
Zorro 3.01 recoded MMI function issue
by 11honza11. 06/13/26 11:40
Max Number of Strategies in /Strategy folder
by Martin_HH. 06/12/26 08:50
Stooq now requires an API key
by AndrewAMD. 06/11/26 17:55
Z9 getting Error 058
by k_ivan. 06/10/26 14:38
ZorroGPT
by TipmyPip. 06/10/26 13:07
Z12 live performance
by alx. 06/09/26 20:42
AUM Magazine
Latest Screens
Dorifto samurai
Shadow 2
Rocker`s Revenge
Stug 3 Stormartillery
Who's Online Now
0 registered members (), 2,164 guests, and 5 spiders.
Key: Admin, Global Mod, Mod
Newest Members
Student_64151, Koti, curry, DeepxKalsi, Samed
19219 Registered Users
Previous Thread
Next Thread
Print Thread
Rate Thread
Detrend = TRADES #481889
11/13/20 17:20
11/13/20 17:20
Joined: Feb 2015
Posts: 652
Milano, Italy
M
MatPed Offline OP
User
MatPed  Offline OP
User
M

Joined: Feb 2015
Posts: 652
Milano, Italy
Hi,
from the manual: "Detrend trade results. The trade return is corrected by the average price slope of the current WFO cycle. This removes trend bias from a WFO test while keeping the properties of the price curve.".

Is there anybody that can me make an example to clarify the above statement?

Thank You in advance.

Re: Detrend = TRADES [Re: MatPed] #482268
01/21/21 09:37
01/21/21 09:37
Joined: Nov 2020
Posts: 6
M
MMK Offline
Newbie
MMK  Offline
Newbie
M

Joined: Nov 2020
Posts: 6
Detrend "tilts" the price curve to eliminate a long-term trend so that long an short trades can achieve the same profit in average. If you use a price curve with a positive long-term trend for training, the long trades will achieve higher profits and might spoil the outcome of your training.
This is the explanation from the Black Book.

I have explained this to myself in way that testing on a long trend price curve will overweight long trades compared to short trades (and vice cersa). This is not realistic as currencys do to not have any long-term trend compared to stocks.
If the real price curve changes the trend your strategy has been trained for it might fail.

Maybe this helps...

Re: Detrend = TRADES [Re: MMK] #482363
01/29/21 16:21
01/29/21 16:21
Joined: Feb 2015
Posts: 652
Milano, Italy
M
MatPed Offline OP
User
MatPed  Offline OP
User
M

Joined: Feb 2015
Posts: 652
Milano, Italy
Thank you for your reply. Can you make an example with few trades as example? This is what I am missing

Last edited by MatPed; 01/29/21 16:21.

Moderated by  Petra 

Gamestudio download | Zorro platform | shop | Data Protection Policy

oP group Germany GmbH | Birkenstr. 25-27 | 63549 Ronneburg / Germany | info (at) opgroup.de

Powered by UBB.threads™ PHP Forum Software 7.7.1