Posted By: Dalla
Can you change Detrend between cycles? - 08/21/17 05:48
I'm tried modifying one of my scripts to run first with Detrend = 0, and then the rest of the runs with Detrend = SHUFFLE. The idea was to first get the profit of the strategy, and then run a robustness test (from Alice4b) in the rest of the runs using input from the first run.
Alice4b code, modified to use input from first cycle
When running this I get error 030 after the first run.
Is it not possible to achieve what I'm trying to do?
What should I do instead?
Code:
if(Test) { NumTotalCycles = 11; if (TotalCycle > 1) { Detrend = SHUFFLE; } }
Alice4b code, modified to use input from first cycle
Code:
function evaluate() { static int TestProfit = 0; if (TotalCycle == 1) { TestProfit = Balance; } else { //var TestProfit = 13559; static int Count = 0; if(Balance > TestProfit) Count++; var Bucket = floor(Balance/250); Bucket *=3; plotBar("Profit",Bucket,250*Bucket,1,SUM+BARS+LBL2,RED); plotBar("TestProfit",3*floor(TestProfit/250)+1,250*floor(TestProfit/250),1,BARS+LBL2,BLUE); if(TotalCycle == NumTotalCycles) { var Probability = (100.*Count)/NumTotalCycles; printf("n-------------------------------------------"); printf("nBase system profit was: %f",TestProfit); printf("nReality Check: %.1f%% Random Probability",Probability); if(Probability <= 1) printf("nSystem result is significant"); else if(Probability <= 5) printf("nSystem result is possibly significant"); else printf("nSystem result is not statistically significant"); printf("n-------------------------------------------"); } } }
When running this I get error 030 after the first run.
Is it not possible to achieve what I'm trying to do?
What should I do instead?