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WFO #475006
11/17/18 16:38
11/17/18 16:38
Joined: Feb 2015
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MatPed Offline OP
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MatPed  Offline OP
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Hi all.
I'd like to train my H4 strategy fixing the following parameters.

1) length of test period in bars: 6*22*4 (4 months)
2) EndDate = 20181031
3) DataSplit = 90
4) LoockBack = 200

I've tried to play around with some parameters using the setWFO2 recomended function too. But I have found erratic results.
The impression was that Zorro did not calculated correctly the StartDate of the simulation.

Any hint? Thank you

Re: WFO [Re: MatPed] #475007
11/17/18 16:49
11/17/18 16:49
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How have you set StartDate?

Re: WFO [Re: Spirit] #475009
11/17/18 17:06
11/17/18 17:06
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MatPed Offline OP
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No fixed StartDate leaved as default. The idea will be to vary the datasplit and the test period in order to check strategy robustness. I can set a start date way in the past like 20090101 if needed... on the contrary it shoud be calculated I guess....but why?

Last edited by MatPed; 11/17/18 17:08.
Re: WFO [Re: MatPed] #475010
11/17/18 18:09
11/17/18 18:09
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by default, startdate is current year minus numyears i think. If you need a certain date then you must set it.

Re: WFO [Re: Spirit] #475011
11/17/18 22:57
11/17/18 22:57
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MatPed Offline OP
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yes, I guess so. The question is how to calculate it from the EndDate...

Re: WFO [Re: MatPed] #475025
11/19/18 09:27
11/19/18 09:27
Joined: Jul 2000
Posts: 27,977
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jcl Offline

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For calculating it from EndDate, you need to set NumYears. If nothing is set, a 6 years backtest is assumed.

Re: WFO [Re: jcl] #475041
11/19/18 22:14
11/19/18 22:14
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MatPed Offline OP
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Thank you JCL, can you articulate a little more?
How to keep the same EndDate, NumWFOCycles and the Length of Test period, while changing the dataSplit parameter (not in the same trainig, obviously)?

thank you

Re: WFO [Re: MatPed] #475044
11/20/18 11:31
11/20/18 11:31
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Posts: 27,977
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jcl Offline

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You can either set the length or the number of cycles, but obviously not both at the same time.

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

Re: WFO [Re: jcl] #475053
11/20/18 15:47
11/20/18 15:47
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MatPed Offline OP
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Thank you I am spending some time on that manual page...
why not at the same time?
There is not the way to configure Zorro in order ti train 12 cycles of 16 weeks each with an assigned DataSplit percentage?

Last edited by MatPed; 11/20/18 15:47.
Re: WFO [Re: MatPed] #475055
11/20/18 17:17
11/20/18 17:17
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jcl Offline

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jcl  Offline

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You can configure anything you want, as long as you know what you want. In your example, the simulation period is 12x training time plus 11x test time plus lookback.

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