Comments on: The Trend Experiment

By: Petra Volkova

Petra Volkova — Thu, 18 Jul 2024 08:40:03 +0000

You probably want to sync to one month. This is not supported by frameSync, but you can just test the begin of the month with a simple comparison like month(0) != month(1).

By: Tom

Tom — Wed, 17 Jul 2024 19:22:17 +0000

I just noticed that you are not allowed to do time frame synchronization using frameSync() with period more than a week. However, with BarPeriod = 1440; setting Timeframe = N, where N > 7, e.g., N = 30; is still allowed and valid? Thanks.

By: Tom

Tom — Wed, 17 Jul 2024 17:51:36 +0000

Hi,
If I have: BarPeriod = 1440;, how to synchronize to a weekly and monthly time frames? Is it like this:

TimeFrame = frameSync(7); // synchronize to weekly
TimeFrame = frameSync(30); // synchronize to monthly

The length of each month is varied, I am not sure if using the period of 30 is corrected. Thanks.

By: Michael

Michael — Sun, 09 Aug 2020 14:49:25 +0000

“The S&P 500 index however is not trending at all – and this despite the fact that it shows the most significant trend in the long run, as visible in the title image. But here we’re looking for shorter term trends that can be exploited by day trading. ”

How should I modify the test if I’m interesting in looking for trends that I can exploit with trades that last a week to a month?

Thanks for such an insightful article.

By: jcl

jcl — Fri, 08 Feb 2019 08:14:17 +0000

You’re right, it must be 16. That was a typo. The script has the correct value.

By: Nodir

Nodir — Thu, 07 Feb 2019 22:48:27 +0000

Hi Johann,

is it me or the Trend.c has a bug in the code:

else if(Algo == “H4”)
TimeFrame = 6; // 4 hours

Shouldn’t it be: TimeFrame = 16?

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O índice de sangue frio – Just another WordPress site — Thu, 06 Sep 2018 19:08:28 +0000

[…] Reality Check de White – funciona bem para sistemas simples gerados mecanicamente, como no Trend Experiment. Mas todas as decisões humanas sobre algoritmos, seleção de ativos, filtros, metas de […]

By: Vicini

Vicini — Sat, 11 Feb 2017 08:03:22 +0000

What is your experiment and data accuracy?
What is this situation? Spread, commission, slippage, rollover

By: jcl

jcl — Thu, 09 Feb 2017 16:18:03 +0000

Yes, with a different script that writes the trade results in a log file. By default, individual trade results are not logged in train mode, only in test and trade mode.

By: mike

mike — Thu, 09 Feb 2017 15:32:17 +0000

Is it possible to access the results of EVERY trade during the generation of the variants, I see you can use “balance” and other general trading variables. But I’d like to have a file like the testtrades file, when doing a test.