Gamestudio Links
Zorro Links
Newest Posts
Data from CSV not parsed correctly
by jcl. 04/26/24 11:18
M1 Oversampling
by jcl. 04/26/24 11:12
Why Zorro supports up to 72 cores?
by jcl. 04/26/24 11:09
Eigenwerbung
by jcl. 04/26/24 11:08
MT5 bridge not working on MT5 v. 5 build 4160
by EternallyCurious. 04/25/24 20:49
Trading Journey
by howardR. 04/24/24 20:04
Zorro FIX plugin - Experimental
by flink. 04/21/24 07:12
Scripts not found
by juergen_wue. 04/20/24 18:51
AUM Magazine
Latest Screens
The Bible Game
A psychological thriller game
SHADOW (2014)
DEAD TASTE
Who's Online Now
4 registered members (AndrewAMD, howardR, EternallyCurious, 1 invisible), 770 guests, and 6 spiders.
Key: Admin, Global Mod, Mod
Newest Members
Mega_Rod, EternallyCurious, howardR, 11honza11, ccorrea
19048 Registered Users
Previous Thread
Next Thread
Print Thread
Rate Thread
Page 2 of 2 1 2
Re: Always accept detrended result as more realistic? [Re: jcl] #471694
03/15/18 14:17
03/15/18 14:17
Joined: Dec 2017
Posts: 129
Halifax, NS
K
kujo Offline
Member
kujo  Offline
Member
K

Joined: Dec 2017
Posts: 129
Halifax, NS
I see. So, to sum up, the general guidance looks like this:
- It's recommended to use detrending in Train almost always, unless the strategy exploits long-term trend.
- It's not recommended to use detrending during Test, unless the strategy is very asymmetrical, i.e. long-only.

Does it make sense?

Re: Always accept detrended result as more realistic? [Re: jcl] #471695
03/15/18 14:33
03/15/18 14:33
Joined: Feb 2017
Posts: 1,725
Chicago
AndrewAMD Online
Serious User
AndrewAMD  Online
Serious User

Joined: Feb 2017
Posts: 1,725
Chicago
I also have a question:

Is DETREND intended for observing DETREND training's effects on testing, or is it supposed to be used for code in production as well?

That is, would there ever be a reason to train data with DETREND and use that code in production?

Re: Always accept detrended result as more realistic? [Re: AndrewAMD] #471717
03/16/18 06:50
03/16/18 06:50
Joined: Jul 2000
Posts: 27,986
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,986
Frankfurt
Yes. You normally want to trade with parameters that work independent of trend.

Page 2 of 2 1 2

Moderated by  Petra 

Gamestudio download | chip programmers | Zorro platform | shop | Data Protection Policy

oP group Germany GmbH | Birkenstr. 25-27 | 63549 Ronneburg / Germany | info (at) opgroup.de

Powered by UBB.threads™ PHP Forum Software 7.7.1