kiran - 17-11-2017 at 01:28 AM
I'm building a daily ES system and wanted to exclude the 9/1/2008-9/1/2009 period so it doesn't overly influence the daily system. So, I set 2
periods 1900-9/1/2008 and 9/1/2009-2100 (see screenshot). However ..
1) The equity curves only show 1 of the 2 periods, and it's slightly offset - doesnt quite end on start/end dates.
2) The fitness functions are 0 - how do i run the daily systems? attached is settings file, EOD dataset, screenshots.
thx, Kiran
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admin - 17-11-2017 at 02:10 AM
upload your app settings files too. Again you have too few trades on the first screen shot.
There is merit to excluding this period. You can also use vbase fitness. This gives fitness relative to the current range.
However I build many systems with GSB, and dont excluded this period.