Z1/Z2, OptimalF in Z12.fac - period of calculation

Posted By: webradio

Z1/Z2, OptimalF in Z12.fac - period of calculation - 08/16/15 21:43

Checking Z12.fac (unchanged delivered original) I noticed relatively big numbers of winning and losing trades, like here:

Code:

AUD/USD:BB          .000  0.68  359/573   -2.6
AUD/USD:BB:L        .000  0.51  173/324   -2.3
AUD/USD:BB:S        .000  0.93  186/249   -0.2

What was the time period for calculation of this OptF? The manual states: "over the whole test period". Even with Phantom=0 in Z.ini and changed OptF=.500 in Z12.fac I only get 135 trades with algo BB for asset AUD/USD dated between 16.05.11 and 02.06.15. Correspondingly, Z2.txt contains after testing these small Win/Loss numbers and not 359/573.

Posted By: Mithrandir77

Re: Z1/Z2, OptimalF in Z12.fac - period of calculation - 08/17/15 06:40

Have you tried with oversampling? That can raise the number of trades in the simulation sometimes.

Posted By: jcl

Re: Z1/Z2, OptimalF in Z12.fac - period of calculation - 08/17/15 13:02

Z12 uses six-times oversampling in Test mode.

Posted By: MatPed

Re: Z1/Z2, OptimalF in Z12.fac - period of calculation - 08/18/15 16:51

what does it mean that z12 uses 6x oversampling in test mode?
Thank you

Posted By: boatman

Re: Z1/Z2, OptimalF in Z12.fac - period of calculation - 08/19/15 04:00

Search "NumSampleCycles" in the manual. Should tell you everything you need to know.

Posted By: MatPed

Re: Z1/Z2, OptimalF in Z12.fac - period of calculation - 08/19/15 08:02

ok, thank you