Forex Software — Ambiguous Bars

Re: Ambiguous Bars

null@example.com (footon) — Wed, 27 Sep 2017 18:07:53 +0000

wasusolake0123 wrote:

How to fix Ambiguous bars?

User guide tells the following:

you can reduce the number of ambiguous bars and to make the test more reliable by switching on the Testing → Automatic Scan option. It will force Forex Strategy Builder to use all available intrabar data for better bar interpolation.

And update data including lower timeframes.

Re: Ambiguous Bars

null@example.com (wasusolake0123) — Wed, 27 Sep 2017 14:18:42 +0000

How to fix Ambiguous bars?

Re: Ambiguous Bars

null@example.com (Popov) — Sun, 13 Aug 2017 04:57:10 +0000

Generally we want zero Ambiguous Bars because, depending on the strategy, sometimes even a smaller number of Ambiguous Bars leads to a big difference between the different interpolation methods.

The backtesting algorithm is designed produce lower output profit (provided that you use the Pessimistic method) and in most of the cases if a strategy shows a good backtest, it is reliable enough to be traded. However, it is possible to find a strategy that exploits the particular interpolation method in order to show an overestimated result. We detect such cases with the help of the Comparator.

Ambiguous Bars

null@example.com (qattack) — Sun, 13 Aug 2017 01:39:17 +0000

I assume that the Acceptance Criteria for "Max Ambiguous Bars" should be changed according to a percentage of the total number of bars you are testing over?

What is an appropriate percentage of total bars to set this value at? Does the answer change when you are using only IS versus using both IS and OOS?

For example, if I generate over 100,000 bars, what would a good value be?

ThanX!
John