Posted By: Fiber
Machine learning script - no trades in Trade mode - 12/22/16 12:13
Machine learning test script in Train and Test mode generates about 50 trades per day. When I run this script in Trade mode on FXCM demo account - 0 trades for 3 days (12/19-12/21). After I downloaded historical data for these 3 days (12/19-12/21) and run Test (without Training) I got 78 trades for these three days.
Another experiment I did, while in Trade mode, manually edited rules file .c and replaced code with my rules: enter Long if close(1) lower then close(0) and opposite for Short trade
On the next bar after Zorro uploaded new rules it started opening trades in Trade mode.
Why script do not trade on learned rules, any ideas?
Another experiment I did, while in Trade mode, manually edited rules file .c and replaced code with my rules: enter Long if close(1) lower then close(0) and opposite for Short trade
Code:
int eqF(float);
double eq0(float);
double belowF(double,double);
int EURUSD_L(float* sig)
{
if(sig[5]<sig[11])
return 99;
}
int EURUSD_S(float* sig)
{
if(sig[5]>sig[11])
return 99;
}
On the next bar after Zorro uploaded new rules it started opening trades in Trade mode.
Why script do not trade on learned rules, any ideas?
Code:
// Machine Learning Test
function run()
{
StartDate = 20161201;
BarPeriod = 5;
LookBack = 3;
NumWFOCycles = 5;
set(RULES+TESTNOW);
Hedge = 2;
LifeTime = 1;
if(adviseLong(PATTERN+2,0,
priceHigh(2),priceLow(2),priceClose(2),
priceHigh(1),priceLow(1),priceClose(1),
priceHigh(1),priceLow(1),priceClose(1),
priceHigh(0),priceLow(0),priceClose(0)) > 0)
enterLong(1);
if(adviseShort() > 0)
enterShort(1);
}