Posted By: AndrewAMD
Custom Optimal F values - 04/26/19 13:53
jcl,
It would be nice if the user can set the Optimal F values at the end of a training run, instead of using Zorro's integrated calculations or otherwise having to manually edit a file (or attempt to generate one from scratch and hope Zorro parses correctly).
It can be as simple as this:
* During training, set a new flag, like FACTORS_CUSTOM.
* On the last training run, the user can assign values to OptimalF, OptimalFLong, and OptimalFShort. Zorro will treat these as inputs for generating the fac files.
It would be nice if the user can set the Optimal F values at the end of a training run, instead of using Zorro's integrated calculations or otherwise having to manually edit a file (or attempt to generate one from scratch and hope Zorro parses correctly).
It can be as simple as this:
* During training, set a new flag, like FACTORS_CUSTOM.
* On the last training run, the user can assign values to OptimalF, OptimalFLong, and OptimalFShort. Zorro will treat these as inputs for generating the fac files.