Dukascopy
 
  
Wiki JStore Search Login

Post new topic Reply to topic    Pages: [ 1 ] Print view  
Error in historical tester in cubic spline mode
peuter
 Post subject: Error in historical tester in cubic spline mode Post rating: 0   New post Posted: Mon 22 Apr, 2013, 10:50 

User rating: 1
Joined: Thu 23 Feb, 2012, 16:38
Posts: 44
I have found a massive difference in a chart drawn by a visual historic test including a weekend.
Test settings: AUD/NZD 19.4.2013 - 22.4.2013 Visual mode, 4 hour bars, Flats Filter disabled, Sunday Daily Candles Filter in disabled.

1. Test: Test setting Ticks -> All Ticks (Result is shown in Chart_AUD_NZD_4 Hours_snapshot_ticks.png)
2. Test: Test setting 1 Min -> Cubic Spline (Result is shown in Chart_AUD_NZD_4 Hours_snapshot_cubic.png)

You can see the big difference on the bars right before/after the weekend. This difference is only shown if you deactivate the flats filter. The problem also leads to different results delivered by the IHistory.getBars() method, which falsifies the test results.
Image
Image


Attachments:
Chart_AUD_NZD_4 Hours_snapshot_ticks.png [28.98 KiB]
Downloaded 634 times
Chart_AUD_NZD_4 Hours_snapshot_cubic.png [30.35 KiB]
Downloaded 579 times
DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control on their content. Anyone accessing this webpage and downloading or otherwise making use of any document, data or information found on this webpage shall do it on his/her own risks without any recourse against Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from the use and/or reliance on any document, data or information found on this webpage.
 
Post new topic Reply to topic      Pages: [ 1 ]  
Display posts from previous:   Sort by    

Jump to:  

  © 1998-2025 Dukascopy® Bank SA
On-line Currency forex trading with Swiss Forex Broker - ECN Forex Brokerage,
Managed Forex Accounts, introducing forex brokers, Currency Forex Data Feed and News
Currency Forex Trading Platform provided on-line by Dukascopy.com