Train algorithms separatery

Posted By: 3dgamelight

Train algorithms separatery - 01/17/19 23:21

How to train algorithms separately and generate factors to all together? For example, train different algorithms on different train cycles:

Code:

if(TrainCycle == 1)
   algorithms = loop("Algo1", "Algo2");
else if(TrainCycle == 2)
   algorithms = loop("Algo3", "Algo4");
else
   algorithms = loop("Algo1", "Algo2", "Algo3", "Algo4");

The code above seems to not work.

Posted By: jcl

Re: Train algorithms separatery - 01/18/19 07:20

This indeed doesn't look right, but if you want a different trading behavior per train cycle for some reason, simply code it inside the algo. If you only want to train 4 algos separately, use a loop over all 4.

Posted By: 3dgamelight

Re: Train algorithms separatery - 01/18/19 09:37

It is for speed up when the algorithms use different bar periods.

NumTotalCycles do not works. What should work is replacing it by a define.