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Data quality and accuracy of test results
#471179
02/21/18 20:04
02/21/18 20:04
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Joined: Feb 2018
Posts: 7
alb
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Newbie
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OP
Newbie
Joined: Feb 2018
Posts: 7
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Hi, I'm starting to test the data quality and I discover a strange beahvour so I decide to did the following experiment: I train and test workshop6 from 2012 to 2016 with only one asset eurusd. then I erase EURUSD_2012.t6 - EURUSD_2016.t6 and I download it from fxcm (api) after retrain i can read a complitly different results: orginal data
Number of trades 142 (89/year, 2/week, 1/day) Percent winning 36.6% Max win/loss 516$ / -337$ Avg trade profit 4.54$ 4.0p (+116.9p / -61.3p)
fxcm data: Number of trades 65 (41/year, 1/week, 1/day) Percent winning 49.2% Max win/loss 1339$ / -925$ Avg trade profit 10.37$ 3.5p (+140.1p / -129.0p)
I can't understand; why this workshop is so data depending?
Can someone help me to understand?
thks a lot, alb
Last edited by alb; 02/21/18 20:04.
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Re: Data quality and accuracy of test results
[Re: jcl]
#471189
02/22/18 10:32
02/22/18 10:32
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Joined: Feb 2018
Posts: 7
alb
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Joined: Feb 2018
Posts: 7
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Hi jcl, thanks for your answer, for your time and for your great work. Sorry I forgot to specify that I disable the reinvest ability. I only use optimalF and a fraction of capital like yours examples so I enabled Margin = 0.5 * OptimalF * Capital;
Can I ask you the source of the data in the setup.exe package and if you act some kind of denoise, correction or filter in the data? I start to coding my own scripts but I need to trust in the results of test, for avoid wrong belief. many thanks for your help, Alb
Last edited by alb; 02/22/18 10:33.
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