forex:modelling_quality
Forex - Modelling Quality
Modelling quality is calculated according to the following formula:
ModellingQuality = ((0.25*(StartGen-StartBar) + 0.5*(StartGenM1-StartGen) + 0.9*(HistoryTotal-StartGenM1)) / (HistoryTotal-StartBar))*100%;
NOTE:
- HistoryTotal: The total amount of bars in history.
- StartBar: The number of the bar with which the testing was started.
- Modeling starts at at least 101st bar or the bar corresponding with the initial date of test limits;
- StartGen: The number of the bar with which the modeling on the nearest timeframe started.
- StartGenM1: The number of bar with which the modeling on minutes started.
at that:
- The distance between the beginning of modeling of databases for the nearest timeframe and the beginning of modeling on the nearest timeframe data has a weighting factor of 0.25.
- The distance between the beginning of modeling on the nearest timeframe data and the beginning of modeling on minutes has a weighting factor of 0.5.
- The distance between the beginning of modeling on minutes and the end of history data has a weighting factor of 0.9.
forex/modelling_quality.txt · Last modified: 2023/06/29 00:08 by peter