Topic: Ambiguous bar
Hello, i got a strategy with an interesting equity, but unfortunately it presents about 600 ambiguous bars, despite i've loaded all datas for each timeframe.
How could i do to delete it?
- footon
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Re: Ambiguous bar
Have you done this:
Popov wrote:
In order to load intrabar data you have to check on the "Use all available shorter periods..." option in Control Panel -> General. Do that for the Data Source you are going to use i your strategy.
Later on, open a new strategy and the program will load the intrabar data. If the strategy is already open, FSB Pro will reload the data alone. Then you come back in the Intarbar Statats page and you'll see the data.
You'll also see the loaded data list in the Output Log panel.
?
Re: Ambiguous bar
I fix it in that way and got less ambiguous bars, but not entirely. Some ambiguous bars is remained.
Is it normal?
- footon
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Re: Ambiguous bar
Depending on the strategy it can be normal. By how much did you reduce them? Did profitability take a hit?
Things you can try - Comparator. With this you compare different backtesting methods, you'll gain some insight into best and worst case scenarios.
Re: Ambiguous bar
I reduced about 70 ambiguous bars, but it count still 530.
Using the comparator i didn't get uniform results, but i think because the no. of ambiguous bars is too high.
- footon
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Re: Ambiguous bar
Lets try to give it one final push:
How much data you have for M1 and M5 (number of bars)?
How many bars is FSB using in your configuration?
What is your base timeframe?
What is the length for your base TF (number of bars)?
- tnickel
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Re: Ambiguous bar
Hi coldfire,
best you post your strategy here .
thomas
Re: Ambiguous bar
Strategy Properties
Same direction signal Add
Opposite direction signal Close
Stop Loss None
Take Profit None
Break Even None
Price Move
Enter long after a downward move
Base price Open
Price move 400
Use previous bar value No
Week Closing
Exit the market at the end of the week
Base price Close
The pair is GPBUSD Daily
M1 bars: 39794
M5 bars: 9678
Daily bars: 2167
- footon
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Re: Ambiguous bar
Thanks, Coldfire2!
I'm getting the picture now.
For best interpolation or the best probability to have minimum number of ambig. bars is to have the lowest timeframes covered back to back.
So, you have:
2167 days of main data on daily;
~27 days of data on M1;
~33 days of data on M5.
I think you see your problem now and further comments are not necessary, just load the data.