Having trouble when oversampling.

Posted By: Sempervirens

Having trouble when oversampling. - 06/26/21 16:00

Hello, has anyone had any success oversampling? I'm currently using zorro version 2.35.9 and adding NumSampleCycles = 4 seems to have no effect at all on my script, the backtest shows same exact results with or without oversampling (even when adding the ALLCYCLES flag) and the time for testing seems to be exactly the same as well, I tried just adding the line into the Workshop 4 script and it didn't change the result or the time it took to test the script either, thinking I must be doing something wrong or maybe the function is broken? If anyone has managed to do per-bar oversampling in 2.35.9 please let me know, thanks!

Also when clicking results and going thru the file Workshop4.txt I noticed that under "Cycle performance" It shows 0.00 0.00 0.00 0.00.
Posted By: Zheka

Re: Having trouble when oversampling. - 06/26/21 22:26

The manual does not mention this, but NumSampleCycles should be placed before asset() call.
Posted By: Sempervirens

Re: Having trouble when oversampling. - 06/26/21 23:16

Originally Posted by Zheka
The manual does not mention this, but NumSampleCycles should be placed before asset() call.

Thanks a lot man, that did the trick.
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