Modelling Quality

 

I have had a few problems working out how to use tick store.   Ignoring this issue for now, I decided to download data and create a set of 1 minute, 5 minute etc up to 1 hour files and then import them directly into MetaTrader.

When I ran the strategy simulator, I got a nice long green bar and 0 mismatch errors (see attached image), however the modelling quality was returning n/a.

I have had a look online and can see that modelling quality has the definition below (blue), however I am having a bit of trouble working out why this is n/a.   Should I be worried about this ?   I'm not sure what StartGenM1, StartGen etc is, when I 

run the simulation, is there an easy way to analyse this on the Report or somewhere else ?


Thanks for any help.


Mark


ModellingQuality = ((0.25*(StartGen-StartBar) + 
                     0.5*(StartGenM1-StartGen) + 
                     0.9*(HistoryTotal-StartGenM1)) / (HistoryTotal-StartBar))*100%;

where:

  • HistoryTotal - the total amount of bars in history;

  • StartBar - the number of 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 bar with which the modeling on the nearest timeframe started;

  • StartGenM1 - the number of bar with which the modeling on minutes started;


Files: