Comments on: Better Tests with Oversampling https://financial-hacker.com/better-tests-with-oversampling/ A new view on algorithmic trading Mon, 12 Jan 2026 11:15:19 +0000 hourly 1 By: jcl https://financial-hacker.com/better-tests-with-oversampling/#comment-67460 Fri, 09 Oct 2020 07:59:53 +0000 http://www.financial-hacker.com/?p=1055#comment-67460 Yes, we had strategies with volatility patterns as filters, and I can confirm your observation that they usually increase the performance.

]]> By: luca zinato https://financial-hacker.com/better-tests-with-oversampling/#comment-67431 Wed, 07 Oct 2020 17:02:34 +0000 http://www.financial-hacker.com/?p=1055#comment-67431 Hi jcl,
Have you ever tried to use patterns as an input filter and not as an input setup, in my experience I have seen that they can improve the equity curve. For example, a volatility compression pattern seems to increase performance in a breakout strategy, what do you think?

]]> By: jcl https://financial-hacker.com/better-tests-with-oversampling/#comment-46975 Sun, 03 Feb 2019 11:43:34 +0000 http://www.financial-hacker.com/?p=1055#comment-46975 Possibly, but I’m not familiar with pinescript. It depends on wether it allows user-defined bars or not.

]]> By: SixthSense https://financial-hacker.com/better-tests-with-oversampling/#comment-46671 Fri, 01 Feb 2019 17:51:36 +0000 http://www.financial-hacker.com/?p=1055#comment-46671 Looks promising.. Is there any way to get this work out on pinescript?(tradingview)

]]> By: jcl https://financial-hacker.com/better-tests-with-oversampling/#comment-19385 Fri, 05 Jan 2018 10:58:45 +0000 http://www.financial-hacker.com/?p=1055#comment-19385 For range bars, you must oversample not with a time offset, but with a price offset. The principle is the same. Subdivide the bar range in several equal partitions and sample the bars into ranges that are shifted by the partition size.

]]> By: Maxim https://financial-hacker.com/better-tests-with-oversampling/#comment-19383 Fri, 05 Jan 2018 10:16:01 +0000 http://www.financial-hacker.com/?p=1055#comment-19383 Hi JCL, thank you for a great article. How would you implement oversampling with Range bars? You mention this is possible in the article. I tried simply to pick different start times for the time series, but that does not work – the bars revert to the same values a few bars after the start. Thanks!

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]]> By: jcl https://financial-hacker.com/better-tests-with-oversampling/#comment-673 Tue, 01 Dec 2015 10:54:40 +0000 http://www.financial-hacker.com/?p=1055#comment-673 Use the PriceAction.c script from the 2015 scripts archive. The code snippets posted in articles are not the whole script, but only the main part, without global variables and definitions. The full script is in the repository.

]]> By: Matteo https://financial-hacker.com/better-tests-with-oversampling/#comment-672 Tue, 01 Dec 2015 10:26:03 +0000 http://www.financial-hacker.com/?p=1055#comment-672 nice article, but I got errors during compilimg. Ciao

oversample compiling………..
Error in ‘line 24:
‘Limit’ undeclared identifier
Limit)
>.

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