Multiple Test Cycles

NumTotalCycles

Repeat the complete simulation in training or test mode in as many cycles as given by this variable (default = 0 = no repetitions). This is normally used for doing reality checks, plotting histograms, running special Montecarlo simulations or evaluating result statistics dependent on changed parameters or randomized price curves.

TotalCycle

The number of the cycle from 1 to NumTotalCycles. Read/only, automatically set by NumTotalCycles.

LogNumber

If nonzero, any cycle will generate individual log files. When above zero, the given number is appended to the log, trade list, performance report, and chart image files (when PL_FILE is set). By setting LogNumber = TotalCycle, different log files, performance reports, and chart images can be generated for any cycle. At 0 (default), no logs, reports, or images are produced when NumTotalCycles is set. At -1, any cycle will produce log files with no appended number, so individual names can be set with the Script string. Set this variable right at the begin of run or main, before calling any function that writes something into the log.

Type:

int

Remarks:

If BarOffset was changed or the PRELOAD flag was set, prices are loaded again at the begin of every cycle. This causes a delay, but allows to run cycles with different bar period or bar mode settings, modified price curves, shuffled prices, or different assets. Otherwise prices are only loaded on the first cycle.
For training on any cycle, set the TESTNOW flag and run the cycles in [Train] mode.

Example (see also Detrend.c, MRC.c):

function run()
{
  LogNumber = TotalCycle;
  BarPeriod = 1440;
  StartDate = 2015;
  NumYears = 1;
  LookBack = 0;
 
// run this simulation 1000 times  
  NumTotalCycles = 1000;
 
// some random trading strategy
  if(random() > 0)
    enterLong();
  else 
    enterShort();
 
// plot the result of every run in a bar graph  
  if(is(EXITRUN))
    plotHistogram("Profits",Balance/PIPCost,250,1,RED);   
}

See also:

NumSampleCycles, NumWFOCycles, Log ► latest version online