reproducing the trend test from "financial hacker"

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reproducing the trend test from "financial hacker" #465243 04/13/17 20:43 04/13/17 20:43
Joined: Apr 2017 Posts: 5 D DeusExMachina OP Newbie
DeusExMachina OP Newbie D Joined: Apr 2017 Posts: 5	Hi, I downloaded the Script2015 package and try to reproduce the tests done by jcl. But when I use the bootstrap script after running the batch file for training, the resulting graphics is this: It does not at all look like the histogram in the blog: Zorro output is Code: Best of 1260 systems TrendHMA_EURUSD_H4_1_1: 1.28 Bootstrap - please wait.. Sample median: 1.27 P-Value of best strategy: 0.43 can anyone explain that and show me where I went wrong? Last edited by DeusExMachina; 04/13/17 20:45.

Re: reproducing the trend test from "financial hacker" [Re: DeusExMachina] #465259 04/14/17 16:39 04/14/17 16:39
Joined: Dec 2016 Posts: 71 F firecrest Junior Member
firecrest Junior Member F Joined: Dec 2016 Posts: 71	Hi I am wondering if you can change this line item and check out the result. #define BUCKET 0.0005

Re: reproducing the trend test from "financial hacker" [Re: firecrest] #465282 04/15/17 07:12 04/15/17 07:12
Joined: Apr 2017 Posts: 5 D DeusExMachina OP Newbie
DeusExMachina OP Newbie D Joined: Apr 2017 Posts: 5	Hi firecrest. I tried that Code: #define CURVES 1260 #define SAMPLES 1000 #define BUCKET 0.0005 But the result looks the same as above. Seems like BUCKET is not really used in the Histogram, but Bucket instead: Code: void _plotHistogram(string Name,var Value,var Step,int Color) { var Bucket = floor(Value/Step); plotBar(Name,Bucket,Step*Bucket,1,SUM+BARS+LBL2,Color); } To be honest, I really have difficulties understanding the bootstrap script.

Re: reproducing the trend test from "financial hacker" [Re: DeusExMachina] #465283 04/15/17 09:55 04/15/17 09:55
Joined: Apr 2017 Posts: 5 D DeusExMachina OP Newbie
DeusExMachina OP Newbie D Joined: Apr 2017 Posts: 5	I started again from the beginning to do everything step by step in Trend Indicators . If I wanna generate and just copy paste the source code provided by jcl and run it, the resulting graphics is: Again, I did not code anything, just ran the provided script in zorro 1.54. This should exactly reproduce the same result. Any ideas? Last edited by DeusExMachina; 04/15/17 09:56.

Re: reproducing the trend test from "financial hacker" [Re: DeusExMachina] #465393 04/24/17 11:56 04/24/17 11:56
Joined: Jul 2000 Posts: 27,982 Frankfurt jcl Chief Engineer
jcl Chief Engineer Joined: Jul 2000 Posts: 27,982 Frankfurt	Too small histogram: Check if only one of the 10 indicators or only one of the assets was selected. Using data from all indicators and all assets should produce a broad histogram as in the article. Too small chart: Increase MaxBars.

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