Machine learning script - no trades in Trade mode

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Machine learning script - no trades in Trade mode #463712 12/22/16 12:13 12/22/16 12:13
Joined: Dec 2016 Posts: 43 F Fiber OP Newbie
Fiber OP Newbie F Joined: Dec 2016 Posts: 43	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 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); }

Re: Machine learning script - no trades in Trade mode [Re: Fiber] #463732 12/23/16 09:42 12/23/16 09:42
Joined: Jul 2016 Posts: 64 G gtell Junior Member
gtell Junior Member G Joined: Jul 2016 Posts: 64	Hi Fiber, as JCL already wrote me, you can't use prices as signals. Please have a look to the following thread: http://www.opserver.de/ubb7/ubbthreads.php?ubb=showflat&Main=55561&Number=462142#Post462142

Re: Machine learning script - no trades in Trade mode [Re: gtell] #463744 12/23/16 19:54 12/23/16 19:54
Joined: Feb 2014 Posts: 73 Montreal, Qc Canada F Finstratech Junior Member
Finstratech Junior Member F Joined: Feb 2014 Posts: 73 Montreal, Qc Canada	It won't take any trades because you have LifeTime=1. That essentially means life time 0 from my experience. Try life time 2 and higher.

Re: Machine learning script - no trades in Trade mode [Re: Finstratech] #463931 01/07/17 19:09 01/07/17 19:09
Joined: Jul 2016 Posts: 64 G gtell Junior Member
gtell Junior Member G Joined: Jul 2016 Posts: 64	Sorry, the thread I mentioned was for NEURAL prediction.

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