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My fault or bug ?
 Post subject: My fault or bug ? Post rating: 0   New post Posted: Sat 07 Sep, 2013, 15:23 
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Hi Sirs,

please see the picture below.

Tk


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 Post subject: Re: My fault or bug ? Post rating: 0   New post Posted: Sat 07 Sep, 2013, 15:26 
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foget this one too:


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 Post subject: Re: My fault or bug ? Post rating: 0   New post Posted: Mon 09 Sep, 2013, 08:22 
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Hmm...Probably your are using as a default period 10min?


 
 Post subject: Re: My fault or bug ? Post rating: 0   New post Posted: Mon 09 Sep, 2013, 13:43 
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Hi dirk

I made some changes.
My goal was to have a hourly chart with a 10 minutes step.
Now it works.


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 Post subject: Re: My fault or bug ? Post rating: 0   New post Posted: Mon 09 Sep, 2013, 16:16 
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Nice to know :)

But you are quite aware that using "defaultPeriod" makes it easier to switch between the TF, right? Sometimes it is useful to define a certain period, if you want to compare a strategy(candle) with your TF you want. I know it sounds a bit confusing but i still hope you get the point :mrgreen:


 
 Post subject: Re: My fault or bug ? Post rating: 0   New post Posted: Wed 11 Sep, 2013, 02:31 
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Tkyou, Dirk, Yes,

Trading Systems; A New Approach To System Development And Portfolio Optimisation By Tomasini & Jaekle

pg. 90

..............

Changing the compression of the price data

In order to perform a test we need to have data that was not used during the building and
the development of the trading system. This data is called out-of-sample data. The
simplest way to get such out-of-sample data for your trading system is just apply it to the
same market and the same data but to change the timescale. Although in this way the
new timescale is not really different, its price structure changes a lot within diverse
timescales. Therefore many valuable trading systems which work well on one timescale
fail completely on another scale in the same market.

.....................

I have read on the subject of Maximum Adverse Excursion (MAE),

is already implemented on JForex or is in Visual JForex hidden somewhere?

Are there in JForex or in Visual JForex other tools to optimize strategies?

Tkyou


 
 Post subject: Re: My fault or bug ? Post rating: 0   New post Posted: Thu 12 Sep, 2013, 09:05 
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Greetings!

Quote:
is already implemented on JForex or is in Visual JForex hidden somewhere?

Unfortunately not.

Quote:
Are there in JForex or in Visual JForex other tools to optimize strategies?


Yes. Historical Tester in JForex and VJF, optimization tools are in JForex Historical Tester, too.


 

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