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Alice1a look back #479430
03/28/20 19:46
03/28/20 19:46
Joined: Mar 2020
Posts: 16
London
H
hola123 Offline OP
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hola123  Offline OP
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Joined: Mar 2020
Posts: 16
London
Hi,

I am looking at the script for Alice1a. When you run a back test the output says Lookback set to 141 bars.

Is this some default setting as in the script there is no lookback mentioned as far as I can see. Are other strategies the same. I am aware you can set the look back period with the LookBack variable. If the look back period is automatically calculated which I assume it is how for example in this script does it calculate 141 bars as the look back?

Looking at this script my guess would have been 100 as the ATR requires the last 100 bars to calculate the stop loss.

Cheers

Re: Alice1a look back [Re: hola123] #479437
03/29/20 10:14
03/29/20 10:14
Joined: Apr 2008
Posts: 298
Austria
Petra Online
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Petra  Online
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Joined: Apr 2008
Posts: 298
Austria
Yes it calculates the lookback from the used indicators. ATR will need more than 100. Its a cumulative indicator and needs a swing-in period.

Re: Alice1a look back [Re: Petra] #479438
03/29/20 11:22
03/29/20 11:22
Joined: Mar 2020
Posts: 16
London
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hola123 Offline OP
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hola123  Offline OP
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Joined: Mar 2020
Posts: 16
London
Thanks for replying. Are you able to explain how the code gets the lookback period as 141 bars? Thanks

Re: Alice1a look back [Re: hola123] #479440
03/29/20 16:01
03/29/20 16:01
Joined: Feb 2017
Posts: 976
Chicago
AndrewAMD Offline
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AndrewAMD  Offline
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Joined: Feb 2017
Posts: 976
Chicago
The default value of UnstablePeriod is 40.
https://zorro-project.com/manual/en/lookback.htm

Re: Alice1a look back [Re: AndrewAMD] #479458
03/31/20 06:20
03/31/20 06:20
Joined: Mar 2020
Posts: 16
London
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hola123 Offline OP
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hola123  Offline OP
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Joined: Mar 2020
Posts: 16
London
Thanks Andrew I would never have found that


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