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You can't trade on glues :)
Interesting code, but what if the gluing was on the 15th and17.06.2013 as per Si?
Interesting code, but what if the gluing was on the 15th and17.06.2013 as per Si?
the vast majority of price gaps will be removed from testing
and the rest should not affect the result much
as a last resort, extend the period to the 17th
as far as I have watched - the main problems with Si Splice fall within the period
the vast majority of price gaps will be removed from the test
and the rest should not affect the result too much
at the very least, extend the period to the 17th
as long as I looked - the main problems with Si Splice fall into the period
Forum on trading, automated trading systems and strategy testing
Futures Splice - search for seams
Aleksey Vyazmikin, 2017.07.26 12:17
According to the chart there are such gluing days
And for other futures other than brand and B, have you looked at bonding times?
And for other futures, other than brand and B, did you look at bonding time?
I don't really care, the system should be stable, even such gaps
But it is on Si, even in MT5, even in Finam data, that the most noticeable gaps requiring correction are observed
I don't bother, the system must be stable, even with such gaps
But it is on the Si, even in MT5, even in Finam data, that the most noticeable gaps requiring correction are observed
I also took a look at Sberbank and the data mostly show 15 and 16 gaps.
My Expert Advisor, on the contrary, was overestimating the profit - I didn't believe it and got worried about these glues...
I looked at Sber - the data is also mostly 15 and 16 glued together.
My Expert Advisor, on the contrary, was overestimating profits - I didn't believe it and wondered about these glues...
Well, thanks to you I've created the code above and will do my own testing
I didn't get around to it
Why not just consider a gap? An extra gap every three months won't hurt anything, imho.
Well, thanks to you, I made up the code above and I'll put it in, let the testing be more accurate
I never got around to it.
All for the best :)