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Adjusting StartDate, EndDate after WFO Train? #437846
02/27/14 11:27
02/27/14 11:27
Joined: Jul 2013
Posts: 522
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dusktrader Offline OP
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dusktrader  Offline OP
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Joined: Jul 2013
Posts: 522
Is it wrong to adjust the StartDate/EndDate after a WFO Train?

For example if I want to zoom to a specific area of the chart to observe indicator activity?

It occurred to me that reducing the overall test period might affect Zorro's ability to choose the correct parameters for that period.

Some example code:
Code:
set(PARAMETERS);
StartDate = 20080101;
EndDate = 20140212;
NumWFOCycles = 5;
...


after training the above, can I zoom into year 2012 and assume Zorro is still pulling the correct parameters for that period? Or is there another process to accomplish this?

Thanks

Re: Adjusting StartDate, EndDate after WFO Train? [Re: dusktrader] #437865
02/27/14 15:06
02/27/14 15:06
Joined: Jul 2000
Posts: 27,986
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jcl Offline

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jcl  Offline

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Joined: Jul 2000
Posts: 27,986
Frankfurt
Yes, it's wrong - cycles then won't match anymore and produce wrong simulation results. WFO trained systems, such as the Z systems, must have fixed start and end dates. When you change the dates, you'll need to train again.

This reminds me to implement a PlotDate variable - it's on our list for some time. This would allow you to zoom the chart to a certain date without affecting the WFO cycles.

Re: Adjusting StartDate, EndDate after WFO Train? [Re: jcl] #437867
02/27/14 15:40
02/27/14 15:40
Joined: Jul 2013
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dusktrader Offline OP
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dusktrader  Offline OP
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Thanks, I'm glad I thought to ask that question... I've been doing it for awhile and it just occurred to me that it might be wrong.

The PlotDate feature sounds great.

Re: Adjusting StartDate, EndDate after WFO Train? [Re: dusktrader] #437869
02/27/14 18:05
02/27/14 18:05
Joined: May 2013
Posts: 245
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swingtraderkk Offline
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swingtraderkk  Offline
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Posts: 245
or zoomable charts would be nicer!

Re: Adjusting StartDate, EndDate after WFO Train? [Re: swingtraderkk] #438037
03/05/14 11:07
03/05/14 11:07
Joined: Jul 2013
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dusktrader Offline OP
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dusktrader  Offline OP
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Joined: Jul 2013
Posts: 522
Possibly related to the PlotDate feature (or maybe another feature altogether) -- would it be possible to plot based on a specified TimeFrame instead of the BarPeriod?

For example, I would like to see visually the chart with hourly bars, but the strategy may use BarPeriod=1 due to multiple TimeFrames being used. As far as I know, the only option now is for Zorro to plot the BarPeriod.

Thanks


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