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Cubic Spline Interpolation method
http://www.dukascopy.com/swiss/english/forex/jforex/forum/viewtopic.php?f=85&t=54529		 Page 1 of 1
Author:  Illya [ Thu 08 Dec, 2016, 19:03 ]
Post subject:  Cubic Spline Interpolation method
Greetings Support.

For about few month in order to speed up my backtesting I tried to improve it by Cubic Spline Interpolation method. I found that it gives me different indicators value, and therefore as a result of different candle OHLC prices.
See a picture.

Image

By a red circles I shown only that I firstly got in my sight. So difference on any candles.

Please investigate.

Please also consider
https://www.dukascopy.com/swiss/english ... ine#p70686

Kindly regards
Illya Budayev

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Author:  Illya [ Thu 15 Dec, 2016, 10:56 ]
Post subject:  Re: Cubic Spline Interpolation method
Any replies???
Author:  Illya [ Wed 21 Dec, 2016, 13:52 ]
Post subject:  Re: Cubic Spline Interpolation method
Hi guys!
Any news?
Author:  Platform Support [ Tue 27 Dec, 2016, 11:04 ]
Post subject:  Re: Cubic Spline Interpolation method
Higher highs and lower lows are possible in Cubic spline. Avoid this method if this is important.
Author:  Illya [ Tue 27 Dec, 2016, 15:40 ]
Post subject:  Re: Cubic Spline Interpolation method
Greetings.

Thanks for reply.

Quote:
Higher highs and lower lows are possible in Cubic spline. Avoid this method if this is important.


What that means? Do you plan correct this issue?
That is a only one method to speed up a backtest on Jforex platform keeping a maximum simulation of market action.
Author:  Platform Support [ Tue 03 Jan, 2017, 13:10 ]
Post subject:  Re: Cubic Spline Interpolation method
I mean this is absolutely normal with Cubic spline method:
https://en.wikiversity.org/wiki/Cubic_S ... erpolation

There is another one method available, which is "4 ticks at OHLC". It does not have this problem.
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