Not sure if it is a mistake but in the manual it says for the DTREE method "The signals should be in the -100..100 range for best precision." , my question is, shouldn't it be the same for PERCEPTRON -and PATTERN maybe?- because according to what I read about neural networks, inputs should be normalized.

PERCEPTRON and PATTERN do not need normalized data. The perceptron is solved with a normal equation, not with gradient descent. Neural networks that use gradient descent or similar backprop algorithms would indeed require normalized, balanced data.

Thank you for carefully annotating many indicators with the warning, "The function internally creates series and thus must be called in a fixed order in the script." This helps me avoid Error 041: Inconsistent series calls.

Here are a few series-creating indicators/transformations which lack this annotation.

ZMA
RVI

Hurst.

Thanks! Will be corrected.

So, which is it? Is TrailLock supposed to be a percentage [0,100] or a fraction [0,1]?

Hi GPEngine. From my experience so far, a percentage.

HTH.

Probably the "1" was misguiding, but any low number greater than zero would do here.

Thanks jcl. This has spawned some other thoughts:

I gather, then, that 1 isn't specifically called out in the code - it's just that 1% (or other small %) of the profit normally calculates close enough to 0 that the result is the stop being at entry?

Is this also taking into account Spread, etc.? I.e., in the example of 10 pips, that's 10 pips after costs, yes? And the TrailLock stop is placed at entry+costs+8pips?

Also, is TrailLock a one-time thing or is it re-evaluated at every tick/bar? In the example, if profit subsequently increased to 20 pips, would the TrailLock stop be moved up to 16 pips?

Thanks.

P.S. - Does it work for TrailLock >100? Can I "lock" >100% of my profit?!

Yes, it's 1% in the example, and spread is taken into account. Slippage not, as it is determined only in hindsight. TrailLock is re-evaluated at every tick, like all exit parameters.

As to locking more than 100% profit, well it is not easy, but we're working on it .