eqF - FuzzyRange meaning

Gamestudio Links

Zorro Links

Newest Posts

How to Get Free Live Data for Zorro Futures Paper Trading?
by AndrewAMD. 05/18/24 18:55

Free Live Data for Zorro with Paper Trading?
by AbrahamR. 05/18/24 13:28

Zorro Calculate Commission and Spread Even Setting Is Off
by Zheka. 05/16/24 10:41

Change chart colours
by 7th_zorro. 05/11/24 09:25

Texture/Sprite animation tool. Someone interested in ?
by NeoDumont. 05/10/24 19:36

Seeking Advice: Trading Two Algorithms for SPX500 / US Treasury
by AndrewAMD. 05/07/24 00:56

Data from CSV not parsed correctly
by dr_panther. 05/06/24 18:50

Zorro Mistakenly Changes Another Assets Parameter in Loop
by dr_panther. 05/06/24 18:24

AUM Magazine

Latest Screens

Who's Online Now

4 registered members (AndrewAMD, ozgur, AbrahamR, wdlmaster), 849 guests, and 7 spiders.

Key: Admin, Global Mod, Mod

Newest Members

Hanky27, firatv, wandaluciaia, Mega_Rod, EternallyCurious
19051 Registered Users

Print Thread

Rate Thread

eqF - FuzzyRange meaning #473002 06/07/18 09:00 06/07/18 09:00
Joined: Feb 2018 Posts: 68 T tomaslolo OP Junior Member
tomaslolo OP Junior Member T Joined: Feb 2018 Posts: 68	Hi all, keep learning and enjoying with Zorro. Now trying to understand eqF: For "Pattern Analyzer", from the manual (http://www.zorro-trader.com/manual/en/advisor.htm) Quote: int EURUSD_S(float* sig) { if(sig[1]<sig[2] && eqF(sig[2]-sig[4]) && sig[4]<sig[0] && sig[0]<sig[5] && sig[5]<sig[3] && sig[10]<sig[11] && sig[11]<sig[7] && sig[7]<sig[8] && sig[8]<sig[9] && sig[9]<sig[6]) return 19; if(sig[4]<sig[1] && sig[1]<sig[2] && sig[2]<sig[5] && sig[5]<sig[3] && sig[3]<sig[0] && sig[7]<sig[8] && eqF(sig[8]-sig[10]) && sig[10]<sig[6] && sig[6]<sig[11] && sig[11]<sig[9]) return 170; if(sig[1]<sig[4] && eqF(sig[4]-sig[5]) && sig[5]<sig[2] && sig[2]<sig[3] && sig[3]<sig[0] && sig[10]<sig[7] && eqF(sig[7]-sig[8]) && sig[8]<sig[6] && sig[6]<sig[11] && sig[11]<sig[9]) return 74; if(sig[1]<sig[4] && sig[4]<sig[5] && sig[5]<sig[2] && sig[2]<sig[0] && sig[0]<sig[3] && sig[7]<sig[8] && eqF(sig[8]-sig[10]) && sig[10]<sig[11] && sig[11]<sig[9] && sig[9]<sig[6]) return 143; if(sig[1]<sig[2] && eqF(sig[2]-sig[4]) && sig[4]<sig[5] && sig[5]<sig[3] && sig[3]<sig[0] && sig[10]<sig[7] && sig[7]<sig[8] && sig[8]<sig[6] && sig[6]<sig[11] && sig[11]<sig[9]) return 168; .... return 0; } Quote: The eqF function in the code above checks if two signals are almost equal, i.e. differ less than FuzzyRange. And in the Fuzzy Logic chapter (http://www.zorro-trader.com/manual/en/fuzzy.htm): Quote: FuzzyRange Determines the 'fuzziness' range of the input data (default: 0 = no fuzziness). When comparing two variables, the truth value goes from 0 to 1 within that range. Set this to a small fraction of the price volatility, or f.i. to 0.1*PIP for comparing moving averages, or to 0.1 for comparing percentage values. The smaller this value, the 'less fuzzy' is the logic. At the default value 0 the logic is binary. The FuzzyRange variable is also used for classifying signal patterns for price action trading. Does this mean that, f.i. Quote: eqF(sig[2]-sig[4]) is the same that saying Quote: 0<(sig[2]-sig[4])<1 or am I completely lost? (probably) In Workshop7, you don�t "set" any FuzzyRange, is there a default FuzzyRange? Thank you zorro experts.

Re: eqF - FuzzyRange meaning [Re: tomaslolo] #473022 06/09/18 09:11 06/09/18 09:11
Joined: Sep 2003 Posts: 929 Spirit Moderator
Spirit Moderator Joined: Sep 2003 Posts: 929	it is the same as saying abs(sig[2]-sig[4]) < FuzzyRange at least thats what I think.

Re: eqF - FuzzyRange meaning [Re: Spirit] #473052
06/11/18 11:40 06/11/18 11:40

Joined: Feb 2018
Posts: 68

tomaslolo

OP
Junior Member

tomaslolo

OP
Junior Member

Joined: Feb 2018
Posts: 68

Thank you, but how is FuzzyRange calculated?

When running Workshop7.c

Code:

function run()
{
  StartDate = 2005;   // use > 10 years data
  BarPeriod = 1440;   // 1 day
  BarZone = WET;      // West European midnight
  Weekend = 1;        // separate Friday and Sunday bars
  LookBack = 3;       // only 3 bars needed
  NumWFOCycles = 10;   // mandatory for machine learning functions
 
  set(RULES+TESTNOW); // generate rules, test after training
  if(Train) Hedge = 2; // allow long + short
  LifeTime = 5;        // = one week
  MaxLong = MaxShort = 1; // only 1 open trade
 
  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)) > 40)
    enterLong();
  if(adviseShort() > 40)
    enterShort();
}

You can even have eqF(sig[8]-sig[8]) which should be 0.

Moderated by Petra