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Test period is smaller than asked #470786
02/06/18 15:31
02/06/18 15:31
Joined: Feb 2018
Posts: 1
G
guybrys Offline OP
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guybrys  Offline OP
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G

Joined: Feb 2018
Posts: 1
Hi,

I'm new with zorro. I was testing somewhat with the ehlers strategy that is included in the package. I would like to apply it on EUR/USD from 2002 to 2017. So I changed the first lines a bit to:

function run()
{
BarPeriod = 60;
asset("EUR/USD");
StartDate = 2002;
EndDate = 2017;
NumYears = 15;

vars Osc = series(StochEhlers(series(price()),20,40,10));

The output window says that the program is testing from 2002 to 2016, but when looking at the results the following is given:

Simulated account AssetsFix
Bar period 1 hour (avg 86 min)
Test period 2013-01-07..2018-01-26 (30584 bars)
Lookback period 80 bars (3 days)

So, it is only tested from 2013. Any help to fix this is greatly appreciated. The data are available in the history folder, from 2002 onwards in the same format (t6), downloaded from the zorro website.

Best regards,

Re: Test period is smaller than asked [Re: guybrys] #470788
02/06/18 15:54
02/06/18 15:54
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
5 years is the default. Set any individual settings _before_ loading the asset, not afterwards.


Moderated by  Petra 

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