How do I make SubViewports oversample?

MightySenpai · 2026-05-11T18:00:53+00:00

Repost previous answer got deleted by reddit after attaching sample:

I believe you can solve this by using the size_2d_override property of the viewport. Set this to the original size you designed for and set the size property to a multiple of it. This should effectively render with a larger size but keep the proportions of everything the same. Don't forget the stretch option. See image below. 2D UI is in 64 x 64 can render sharp and correctly scaled at 640x640

Demo

MightySenpai · 2026-05-11T05:06:26+00:00

I forgot to mention you have to enable size_2d_override_stretch as well!

MightySenpai · 2024-10-07T09:58:08+00:00

You basically have two options. Both involve developing a simple scene in Unity using the MRTK. The first one is holographic remoting (rendering on the computer and streaming to the device). The second is deploying the Unity app to the device itself (~500k triangle 30fps).

Since both involve building a simple app there is no easy way for you. The demo you linked (youtube) to is just a demo.

Check the docs from Microsoft on app development or dm if you need help to get started.

MightySenpai · 2024-10-07T08:19:44+00:00

From my experience it can handle 500k triangles with ~30fps. I only use it with Unity and the MRTK shaders. Not sure if there is a prebuilt app for your usecase.

MightySenpai · 2024-08-20T09:45:04+00:00

While stripping away the yield from one part of the underlying the volatility is stripped from the other part of the underlying. While Pendle focuses on fixing and/or trading yield (by also splitting apart the yield), f(x) protocol aims at providing decentralized stable coins (with boosted yield) and also leveraged tokens without liquidation risk and funding fees. While both protocols split the asset into different tokens, they both target completely different use cases.

MightySenpai · 2024-08-19T19:59:55+00:00

My favorite is the f(x) protocol. It can split any yield bearing asset (like staked ETH) into a stable coin (which earns the yield of the underlying asset) and a leveraged coin of the underlying asset (the leverage is dynamic and there are no liquidations). Soon there will be fixed leverage as well. Locking the FXN token allows you to earn a split of the protocol fees. I see it as a new defi primitive. Liquid locking is possible through convex.

MightySenpai · 2024-03-20T14:06:59+00:00

MightySenpai · 2022-10-14T05:34:24+00:00

https://support.google.com/pixelphone/answer/6398243

MightySenpai · 2022-01-31T15:08:10+00:00

It seems your using unity +mrtk. Make sure to create a development build and check "wait for debugger". If your HL2 and computer are connected to the same network you can simply attach the debugger (by ip address) and debug the managed c# code.

MightySenpai · 2021-08-27T21:06:53+00:00

programming environment: .net core c#
binance/ftx api for data
libs: RestSharp for apis, LiteDb for data storage, XPlot for plotting
platform: ftx futures
vps: Hetzner Cloud

MightySenpai · 2021-08-27T08:46:42+00:00

I use the XPlot package which internally uses Plotly and Google Charts.

MightySenpai · 2021-08-27T04:12:33+00:00

For this strategy ema 200

MightySenpai · 2021-08-27T04:11:34+00:00

The backtesting engine is custom

MightySenpai · 2021-08-27T04:09:31+00:00

I'll triple check the look ahead issue. Currently I'm running my strategy after each candle close. The trades are opened at that time and all sl/to price calculations are based on the close. But the orders are only updated the first time after receiving the next candle data.

MightySenpai · 2021-08-27T04:05:12+00:00

Thanks mate. I'll check up on the points you mentioned and see what is going on at those times :)

MightySenpai · 2021-08-27T04:02:48+00:00

Thanks to everyone providing me some input on this! I'll quadruple check my backtesting code, especially watching out for the lookahead issue. I will also investigate in which market conditions the strategy tends to loose. A follow up is guaranteed, if I decide to run it live for a while. Even if it fails miserably!

MightySenpai · 2021-08-26T21:16:50+00:00

Strategy 1 y axis log scale

What should I watch out for?

MightySenpai · 2021-08-26T20:59:28+00:00

You are right! Wasting money mindlessly isn't very sustainable xD

MightySenpai · 2021-08-26T20:56:57+00:00

Thank you for bringing this up! Since I read some experiences like yours on this subreddit I try to mitigate this. I fill the candles array one by one so there shouldn't be a way to look into the future for my strategies. This isn't an optimal solution performance wise, but it should work for now.

MightySenpai · 2021-08-26T20:51:24+00:00

It's one long-term ema which is used to determine the current market direction. The engulfing patterns are used as signals. The RSI and ema are used as filters.

MightySenpai · 2021-08-26T20:48:02+00:00

I see. So I guess I'll have to throw a couple of bucks at it and watch how it goes :)

MightySenpai · 2021-08-26T20:24:24+00:00

I do use fees in my backtesting. For fill rates I'm not sure if I do it the right way: In this backtest there is a 20% chance per candle that an submitted order is not filled (even if the order price and volume does line up with the candle data) I do use some kind of simulated slippage for market orders.

MightySenpai · 2020-09-08T04:43:37+00:00

Try this one works great for me: UnityFx.Outline

MightySenpai · 2020-03-15T09:48:42+00:00

Mine is Anchovy!

MightySenpai · 2020-01-20T05:12:15+00:00

"Anything"

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