Forex - Modelling Quality

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.