Custom Optimal F values

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.
Posted By: jcl

Re: Custom Optimal F values - 04/26/19 14:02

That makes sense and is easy to implement. I'll put it on the to do list.
Posted By: AndrewAMD

Re: Custom Optimal F values - 04/26/19 14:09

Thank you!
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