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Having trouble when oversampling. #483638
06/26/21 16:00
06/26/21 16:00
Joined: May 2021
Posts: 6
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Sempervirens Offline OP
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Sempervirens  Offline OP
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Joined: May 2021
Posts: 6
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.

Last edited by Sempervirens; 06/26/21 19:56.
Re: Having trouble when oversampling. [Re: Sempervirens] #483640
06/26/21 22:26
06/26/21 22:26
Joined: Jul 2017
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Zheka Offline
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Zheka  Offline
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Posts: 781
The manual does not mention this, but NumSampleCycles should be placed before asset() call.

Re: Having trouble when oversampling. [Re: Zheka] #483641
06/26/21 23:16
06/26/21 23:16
Joined: May 2021
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Sempervirens Offline OP
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Sempervirens  Offline OP
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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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