Hi,
I should know this but.....
If I specify an in sample period of 10,000 bars and my maxbarsback setting is 1000, then when does the first in sample period end?
A) 10,000 bars into the chart
B) 11,000 bars into the chart
Is the mbb setting part of the the IS period or pre IS period??
Many thanks,
Will
Walk forward optimisation In sample period and maxbarsback [SOLVED]
- TJ
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Re: Walk forward optimisation In sample period and maxbarsba
Why do you need "maxbarsback setting is 1000"?Hi,
I should know this but.....
If I specify an in sample period of 10,000 bars and my maxbarsback setting is 1000, then when does the first in sample period end?
A) 10,000 bars into the chart
B) 11,000 bars into the chart
Is the mbb setting part of the the IS period or pre IS period??
Many thanks,
Will
The correct question should be:
When does the first in sample period BEGIN?
If your maxbarsback is set to 1000,
the first sample begins at the 1001st bar of your chart.
- TJ
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- Joined: 29 Aug 2006
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Re: Walk forward optimisation In sample period and maxbarsba [SOLVED]
No, B is not the right answer.Thanks TJ.
So the answer was "B)". Thanks for clearing that up.
Please read my answer again.
Re: Walk forward optimisation In sample period and maxbarsba
Re-read it.......
"the first sample begins at the 1001st bar of your chart." because of mbb, value of 1000 = x
in sample of 10,000 bars = y
therefore the answer to my question was x+y= 11000 (11001).
Note that i said the FIRST in sample period.
(was tempted to say "try rereading my answer" but that would've been childish)
(also, good man for removing your maxbarsback speech from you response)
"the first sample begins at the 1001st bar of your chart." because of mbb, value of 1000 = x
in sample of 10,000 bars = y
therefore the answer to my question was x+y= 11000 (11001).
Note that i said the FIRST in sample period.
(was tempted to say "try rereading my answer" but that would've been childish)
(also, good man for removing your maxbarsback speech from you response)