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Simulation stop on wednesday #80

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totomaze opened this issue Oct 31, 2016 · 3 comments
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Simulation stop on wednesday #80

totomaze opened this issue Oct 31, 2016 · 3 comments

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@totomaze
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Hi,

Does someone know where is the piece of code that set the end of the simulation on the last wednesday ?

Thanks
@JFD3D
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JFD3D commented Nov 1, 2016 •
edited

It's in the zenbrain node module, sim.js

@totomaze
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totomaze commented Nov 2, 2016

Thanks,
I changed 7d to 1d and increase the backillday.

@totomaze totomaze closed this as completed Nov 2, 2016
@JFD3D
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JFD3D commented Nov 5, 2016

It's set to Wednesday so that the simulations stay constant for that period of time, if you change it to 1 day your simulations will kick out ROI's that vary based on day to day price fluctuations. It is much harder to dial in an 'overfit' strategy.

@snyk-bot snyk-bot mentioned this issue Mar 30, 2020
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@totomaze @JFD3D