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; 04/13/1720:45.
Re: reproducing the trend test from "financial hacker"
[Re: DeusExMachina]
#465259 04/14/1716:3904/14/1716:39
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.