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Max number of features allowed in Signal0 in adviseLong /Short #462241
09/15/16 12:22
09/15/16 12:22
Joined: May 2016
Posts: 5
A
aw5 Offline OP
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aw5  Offline OP
Newbie
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Joined: May 2016
Posts: 5
Just wondered if there is any chance of increasing the limit from 20? I realise just chucking loads of variables at a machine learning technique is not the right way to go about things, but I find using Signal0 in conjunction with the SIGNALS method a fantastically efficient way of assembling a set of features. I can then open the resulting CSV file in R and quickly test those features with RFE, stabsel, Boruta etc etc. No worries if not possible - even with the 20 limit it's much more efficient than cobbling it all together in R! Thx

Re: Max number of features allowed in Signal0 in adviseLong /Short [Re: aw5] #462251
09/16/16 08:03
09/16/16 08:03
Joined: Jul 2000
Posts: 28,028
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jcl Offline

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jcl  Offline

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Joined: Jul 2000
Posts: 28,028
Frankfurt
The number can be relatively easily increased when using not the next trade result, but the Objective parameter as training target. I've made a notice for a future implementation.

Re: Max number of features allowed in Signal0 in adviseLong /Short [Re: jcl] #462317
09/20/16 17:59
09/20/16 17:59
Joined: May 2016
Posts: 5
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aw5 Offline OP
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aw5  Offline OP
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Joined: May 2016
Posts: 5
Much appreciated. Thx


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