retrain - data?

Posted By: Grat

retrain - data? - 09/16/20 06:28

Hi,

I trying the retraing AOS, but in the history dont have a actual data.

there is from LOG:
Quote
Test period 2020-04-01..2020-08-13 (8961 bars), detrended


in the script I have
Quote

StartDate = 20200401;
//EndDate = 20200622; <-- comment only

..
if (is(FIRSTINITRUN)){
assetHistory(Asset,1);
..
if (is(INITRUN)){

UpdateDays = -1;
..


script running pernamently.

How to set, by train AOS with last ( actual ) data?


Thank's
Posted By: danatrader

Re: retrain - data? - 09/19/20 17:38

I think you should move


UpdateDays = -1;

into the run function.
Having it in may asset / algo loop before the algos works fine for me.

Btw, I am not sure if you always want to retrain on the full dataset, that is increasing, actually I set my factors on ca. the last five years...

StartDate = ymd(wdate(NOW) - 1825);
Posted By: Grat

Re: retrain - data? - 09/20/20 04:23

UpdateDays I have in the run fce.
Posted By: danatrader

Re: retrain - data? - 09/20/20 05:27

I mean in run, without the "if (is(INITRUN)){"
Posted By: Grat

Re: retrain - data? - 09/20/20 09:45

Thank's, I try
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