Trading with adviseLong(NEURAL...) - bug?

Posted By: boatman

Trading with adviseLong(NEURAL...) - bug? - 02/22/16 11:24

I am trying to trade a script that gets its signals from the adviseLong(NEURAL...) function. All works as expected in training and testing modes, however trade mode results in an unexpected behavior.

In trade mode, the adviseLong(NEURAL...) call seems to return 0 when it should return a (non-zero) predicted value. The manual states that adviseLong() returns 0 when trading is disabled (eg during weekend or lookback period). However, my adviseLong() call returns 0 even when trading is not disabled (f.i. outside the lookback period).

Has anyone used adviseLong(NEURAL...) in a script that has been traded? Did you run into this problem?

Could this be a potential bug related to trading with adviseLong(NEURAL...) since testing and training the script does as expected?

Other info:
Weekend = 2
Anchored WFO
Lookback = 200
my script is set up with daily bars which change at 08:45am UTC.
Zorro 1.42.0 (Beta)
Posted By: boatman

Re: Trading with adviseLong(NEURAL...) - bug? - 02/23/16 00:59

Update:

I tried trading my script with a different broker and got the results I was expecting. So the issue reported above is clearly not a bug in adviseLong() and I suspect is related to a broker-specific issue.

I am trading via the MT4 bridge, so I delved into the MT4 log files of the original broker and found that Zorro is being repeatedly connected and disconnected from MT4. As I type this, the MT4 window with the Zorro EA attached says 'Zorro Disconnected!' however the Zorro window indicates that it is receiving price quotes from the broker: the server window displays the correct price and the asterix blinks as new prices arrive. The square to the right of the server window is green.

It seems to me that the message displayed in MT4 and the behavior of the Zorro window is inconsistent. Any ideas what could cause this? Anyone have a similar experience?

The broker is the Australian subsidiary of Royal Financial. I've just started trading with them after a recommendation from a friend.
Posted By: jcl

Re: Trading with adviseLong(NEURAL...) - bug? - 02/23/16 08:55

Try the latest bridge from the beta version. If the connection problem still happens, please let me know. We'll then check the bridge with a Royal Financial demo account.
© 2024 lite-C Forums