http://zorro-trader.com/manual/en/advisor.htmFor training several objectives with the NEURAL method, pass the further objectives as Signal parameters to the advise function. For using more than 20 signals, collect them in a global array and send them to the machine learning algorithm with NEURAL_LEARN or NEURAL_TRAIN.
Noted. Simple enough. But can this be combined with Objective = 0 somehow?
For training trade results, call the advise function with Objective = 0 just before entering a trade; Zorro then uses the trade result for learning the rules...
It doesn't keep the bar ordering. Ordering depends on the trades' end time. By that time the contents of the global array have been overwritten. I'm about to use bar timestamps to restore an order to the trades and make it possible to associate inputs and outputs. Am I overlooking an easy solution here?