Trend test producing different result for same asset

Posted By: Dalla

Trend test producing different result for same asset - 04/26/17 13:31

Hi,

I'm currently running some tests with the trend tests scripts from financial hacker.
One thing that bothers me is that I'm getting slightly different results for the same asset, only by removing other assets from the test.

What I mean is that all I changed is
while(asset(loop("EUR/USD","SPX500","XAG/USD")))
to
while(asset(loop("SPX500")))

This difference is small, but it is there, which makes me wonder if there is something about the script that I do not understand. I would expect the results to be exactly the same here.

See attached images for an example

Attached picture Screen Shot 2017-04-26 at 15.28.26.png
Attached picture Screen Shot 2017-04-26 at 15.28.58.png
Posted By: jcl

Re: Trend test producing different result for same asset - 04/26/17 15:12

http://manual.zorro-project.com/asset.htm

There's a reason why the loop starts with EUR/USD.
Posted By: Dalla

Re: Trend test producing different result for same asset - 04/26/17 16:36

"The order of asset() calls does matter....... Therefore set first the asset with the most complete price history (for instance, a currency pair that is traded 24 hours)."

Ok, got it. Thanks!
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