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Manupulating system statistics calculation start date

Posted By ErkSubasi 8 Years Ago
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Posted Friday December 04 2009
Hi,

My system does not trade for a fixed period of time at the beginning of a simulation. But since this period is also included in the system results calculation I am having biased results. I would like to simply shift the calculation starting date of all the SystemStatistics. I am planning to remove the initial part from the BarStats dictionary property from the SystemStatistics and call UpdateStats() afterwards. My first question is; does it make sense?
and second one; where would I need to do that? Is there an intermediate event which is triggered between the end of the simulation and the calculation of the results through the plugins.

Thanks,
Erk
Posted Friday December 04 2009
You could try to set SystemStatistics.Enabled = false at the beginning and then set the flag to true when you start trades. But I suspect that won't work fully since many calculations will ask for the number of bars in the system when producing final results. It may be worth a try though.

ErkSubasi (12/4/2009)
Hi,

My system does not trade for a fixed period of time at the beginning of a simulation. But since this period is also included in the system results calculation I am having biased results. I would like to simply shift the calculation starting date of all the SystemStatistics. I am planning to remove the initial part from the BarStats dictionary property from the SystemStatistics and call UpdateStats() afterwards. My first question is; does it make sense?
and second one; where would I need to do that? Is there an intermediate event which is triggered between the end of the simulation and the calculation of the results through the plugins.

Thanks,
Erk
Posted Friday December 04 2009
You can set the TradeStartDate separately from the DataStartDate. You will start getting data at the DataStartDate, but system statistics should only start at the TradeStarteDate.

Thanks,
Daniel


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