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Meaning of "Runtime parameters". |
GammaBurst
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Post subject: Meaning of "Runtime parameters". |
Post rating: 0
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Posted: Wed 20 Apr, 2016, 18:34
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User rating: 0
Joined: Tue 13 Jan, 2015, 11:40 Posts: 6 Location: Italy, Cagliari
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Hello, Testing a strategy by running it with Visual JForex, the system open a window in order to set several "Runtime parameters": - Period - Interpolate by - Offer Side - Range ect...
I would know the meaning of the "Period" parameter" and what is the interaction with the parameter "Default period" (which has a prefixed value intrinsic to the strategy)?
Supposing to have a strategy which has a "Default period" setted on "hourly" by a block connected to the "Candles start point" and supposing to have other blocks connected to the "On Ticks start point", how to set the "Period" parameter" in the "Runtime parameters" window in this situation? Is there a minimum or maximum value to set? If I set it on 15mn, the "On Ticks start point" part will be ignored? (I think the answer is no) I had some very different results in the historical simulation by changing only the "Period" parameter. What caused this difference?
I have searched it everywhere but I found very few informations about it. For me, it's a very important information.
Thank you very much!
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amine_chourou
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Post subject: Re: Meaning of "Runtime parameters". |
Post rating: 1
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Posted: Thu 21 Apr, 2016, 08:47
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Visual JForex expert at Dukascopy |  |
User rating: 288
Joined: Thu 18 Apr, 2013, 09:26 Posts: 1496 Location: Switzerland, Geneva
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Hi, Your question is related to Run-time parameters (Default parameters) Vs Interpolation parameters (Testing parameters). Please have a look to the following post treating the same subject and let me know if you have any further questions. https://www.dukascopy.com/swiss/english ... ion#p79567Cheers !
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GammaBurst
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Post subject: Re: Meaning of "Runtime parameters". |
Post rating: 0
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Posted: Thu 21 Apr, 2016, 12:04
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User rating: 0
Joined: Tue 13 Jan, 2015, 11:40 Posts: 6 Location: Italy, Cagliari
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Hi Amine, Thank you very much for your help, it's almost all clear now. Just a little question:
Suppose to have a strategy which has a "Default period" setted on "hourly" (by a block connected to the "Candles start point") and to also have other blocks connected to the "On Ticks start point". No other periods on this strategy.
Now, suppose that I set the Interpolation parameters (Testing parameters) in the following way: - "Period" = hourly - Interpolate by = 4 ticks on OHLC
In this situation, most of the real market ticks are missing in the data, so the simulator will process the blocks connected to the "on tick start point" only with the availables ticks data, i.e. the 4 ticks on OHLC generated for each candles which means, in the present case, four times in an hour. Do you confirm it? I am right?
Thank you very much! Regards.
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amine_chourou
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Post subject: Re: Meaning of "Runtime parameters". |
Post rating: 1
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Posted: Thu 21 Apr, 2016, 13:36
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Visual JForex expert at Dukascopy |  |
User rating: 288
Joined: Thu 18 Apr, 2013, 09:26 Posts: 1496 Location: Switzerland, Geneva
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100% correct ! So basically interpolation is a way to speed up the historical tester. It depends on what prices are needed to build the strategy conditions and the user decides whether to filter out the not needed prices and the way it is done.
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GammaBurst
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Post subject: Re: Meaning of "Runtime parameters". |
Post rating: 0
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Posted: Fri 22 Apr, 2016, 10:09
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User rating: 0
Joined: Tue 13 Jan, 2015, 11:40 Posts: 6 Location: Italy, Cagliari
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Thank you very much Amine! Best regards.
Pino.
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