Posted By: Neb
Training strategy - errors - 01/09/21 12:11
Hi,
I have a problem training a strategy.
Have 2 variables to optimize. Code looks like this:
DataSplit = 80; // 80% training, 20% test
NumWFOCycles = 10; // 10 cycles
var openLoss = optimize(30,10,50,10); // Used in entry condition
var StopLoss = optimize(2,2,10,2)*ATR(25);
Trail = 2*StopLoss;
At the end of first walk loop (cycle) getting:
Walk[1] Bar 368..6156
......
Loop[1] 23: 30.00 10.00 => 0.02 45/17
Loop[1] 24: 40.00 10.00 => 0.01 22/11
Loop[1] 25: 50.00 10.00 => 0.01 15/ 7
SPX500: 10 2=> 0.064
Parameters stored in KDFlow1.1_1.par
Error 044: Data\KDFlow1.1_2.par no content
Walk[2] Bar 1907..6156
Loop[1] 1: 10.00 2.00 => 0.06 77/34
Loop[1] 2: 20.00 2.00 => 0.03 39/19
......
Loop[1] 24: 40.00 10.00 => 0.02 23/ 9
Loop[1] 25: 50.00 10.00 => 0.01 9/ 6
SPX500: 10 2=> 0.057
Error 062: Can't open KDFlow1.1_2.par (wt:13)
I am running Zorro as admin.
Why there is no content after first cycle (Error 044) ?
I suppose Error 062 is caused by previous error ?
Training only one asset at the moment.
while(asset(loop("SPX500")))
{}
Thanks,
Neb
I have a problem training a strategy.
Have 2 variables to optimize. Code looks like this:
DataSplit = 80; // 80% training, 20% test
NumWFOCycles = 10; // 10 cycles
var openLoss = optimize(30,10,50,10); // Used in entry condition
var StopLoss = optimize(2,2,10,2)*ATR(25);
Trail = 2*StopLoss;
At the end of first walk loop (cycle) getting:
Walk[1] Bar 368..6156
......
Loop[1] 23: 30.00 10.00 => 0.02 45/17
Loop[1] 24: 40.00 10.00 => 0.01 22/11
Loop[1] 25: 50.00 10.00 => 0.01 15/ 7
SPX500: 10 2=> 0.064
Parameters stored in KDFlow1.1_1.par
Error 044: Data\KDFlow1.1_2.par no content
Walk[2] Bar 1907..6156
Loop[1] 1: 10.00 2.00 => 0.06 77/34
Loop[1] 2: 20.00 2.00 => 0.03 39/19
......
Loop[1] 24: 40.00 10.00 => 0.02 23/ 9
Loop[1] 25: 50.00 10.00 => 0.01 9/ 6
SPX500: 10 2=> 0.057
Error 062: Can't open KDFlow1.1_2.par (wt:13)
I am running Zorro as admin.
Why there is no content after first cycle (Error 044) ?
I suppose Error 062 is caused by previous error ?
Training only one asset at the moment.
while(asset(loop("SPX500")))
{}
Thanks,
Neb