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| What parameters to use to get a result closer to reality. |
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sorte
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| Post subject: What parameters to use to get a result closer to reality. |
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Posted: Wed 16 Oct, 2013, 17:18
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sorte
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| Post subject: Re: What parameters to use to get a result closer to reality. |
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Posted: Wed 16 Oct, 2013, 17:51
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vadim_berezhnoj
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| Post subject: Re: What parameters to use to get a result closer to reality. |
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Posted: Thu 17 Oct, 2013, 10:17
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| Visual JForex expert at Dukascopy |  |
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sorte wrote: Hi Sirs,
But I changed some parameters.
Tks Do I have three attempts to guess parameters you'v changed?
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sorte
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| Post subject: Re: What parameters to use to get a result closer to reality. |
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Posted: Thu 17 Oct, 2013, 12:55
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Sorry Vadim, I thought I had everything explained in the file report.pdf. I enclose two extracts with annotations. Tks  
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2013-10-17_13h47_49.png [233.48 KiB]
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2013-10-17_13h48_07.png [219.83 KiB]
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vadim_berezhnoj
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| Post subject: Re: What parameters to use to get a result closer to reality. |
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Posted: Thu 17 Oct, 2013, 14:51
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| Visual JForex expert at Dukascopy | |
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By default Period is set "Tick" - it uses the most detailed data, every tick ever happened. It is the most accurate and hard for PC test. In this situation "Interpolate by" and "OferSide" does not matter. All candles (from 10sec to 1month) are created from tick history. But you can speed up tests by using less detailed data. For example set Period 1 Min, Interpolate by 45 ticks on OHLC and defoultPeriod 1 Hour. In that situation onTick event will happen only on Open, High, Low, and Close of 1min history. And 1 hour chart will be created from the same data. sorte wrote: What parameters to use to get a result closer to reality ?
Tick history is the closest. P.S. Don't ask about Cubic Splin, I don't understand it yet.
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sorte
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| Post subject: Re: What parameters to use to get a result closer to reality. |
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Posted: Fri 18 Oct, 2013, 01:35
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Thanks for the explanation Vadim. But I have a doubt. By entering the if block "defaultPeriod" - LastCandle. " I placed the figure for clarity. The strategy becomes successful and I do not know if in reality it would be the same thing. What can you tell me about it?  
| Attachments: |
2013-10-16_18h25_47.png [133.91 KiB]
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2013-10-16_18h49_35.png [19.45 KiB]
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vadim_berezhnoj
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| Post subject: Re: What parameters to use to get a result closer to reality. |
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Posted: Fri 18 Oct, 2013, 10:00
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| Visual JForex expert at Dukascopy | |
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That block is good. onStart point is triggered by close of ALL candles(from 10sec to 1month). So that block filters triggers that you do not need. And yes, in difference from tests, reality bites. Try several tests before setting strategy on Live money. Visual Jforex tester first, than tester in JForex platform with parameters optimisation, then testing on real-time Demo account would be useful. P. S. 
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DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on
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sorte
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| Post subject: Re: What parameters to use to get a result closer to reality. |
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Posted: Sat 19 Oct, 2013, 00:21
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Thank you very much Vadim
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