Posted By: Zheka
DataSlope in Test - 05/23/22 12:27
When calculating different system metrics in evaluate() or optimize(), it is often desirable to weight results like DataSlope does in Train.
Can DataSlope please be extended to also work in Test?
Thank you.
Posted By: jcl
Re: DataSlope in Test - 05/26/22 07:52
DataSlope affects trade results. You won't trade in evaluate() or optimize(). At least I hope so.
Posted By: Zheka
Re: DataSlope in Test - 05/26/22 11:53
I can confirm I will not trade live in evaluate().
Rather, I am automating some analysis in evaluate() as an alternative to running optimizations.
One typical use case is storing different 'features' in TradeVars during the Test run and then exporting trade results and such TradeVars to csv for further processing.
And I would like to apply more weight to more recent trade results.