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Re: Votes for future features [Re: sqirtle] #467763
08/28/17 10:22
08/28/17 10:22
Joined: Mar 2015
Posts: 336
Rogaland
N
nanotir Offline
Senior Member
nanotir  Offline
Senior Member
N

Joined: Mar 2015
Posts: 336
Rogaland
NumSampleWFO option.

Currently there is a NumSampleCycles which reshapes the price curve and allows to see how the strategy perform in different conditions ( then if the PF is similar between the cycles, then it still has an edge ).

The strategies are built using a WFO fix window. It means that eventhough this is OOS, in reallty the oos periods are completly biased. If the strategy could be tested over different wfo cyles, then we would really know how it really behaves. Then for exmaple, something like NumMaxWfo=10; and NumCyclesWfo = 5; would do 5 backtest of the strategy with wfo as 10,9,8,7,6 each.

Re: Votes for future features [Re: nanotir] #467773
08/29/17 16:33
08/29/17 16:33
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
I believe you can do that already. Use NumTotalCycles, and change NumWFOCycles at any cycle. I haven't used this for WFO cycles yet, but in theory it should work.

Re: Votes for future features [Re: jcl] #467779
08/30/17 20:18
08/30/17 20:18
Joined: Mar 2015
Posts: 336
Rogaland
N
nanotir Offline
Senior Member
nanotir  Offline
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N

Joined: Mar 2015
Posts: 336
Rogaland
You get error032. Not sure how to go around it.

Re: Votes for future features [Re: sqirtle] #467812
09/02/17 09:12
09/02/17 09:12
Joined: Aug 2017
Posts: 40
J
johnnyp Offline
Newbie
johnnyp  Offline
Newbie
J

Joined: Aug 2017
Posts: 40
+1 for python bridge because I am much more familiar with pandas, sklearn, etc. than I am with the equivalent methods in R.

I would also like advise(NEURAL) to accept way more than 20 signal values. I know that I risk overfitting when using huge numbers of features, but I do need to export the features in order to run feature selection algorithms on them.

+1 also for Notepad++ integration with auto-compilation.

Re: Votes for future features [Re: johnnyp] #467847
09/04/17 13:47
09/04/17 13:47
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
Error 032 means that the number of WFO or sample cycles changed not from cycle to cycle, but inside a cycle. The number must remain constant after the INITRUN. If you can't fix it, post the code in another thread on the forum and I'll check it.

Re: Votes for future features [Re: boatman] #467868
09/05/17 00:12
09/05/17 00:12
Joined: Aug 2017
Posts: 58
P
pascalx Offline
Junior Member
pascalx  Offline
Junior Member
P

Joined: Aug 2017
Posts: 58
Minor: This setting reads like it can be automated. If two Zorro instances run strategies for the same API, then it could simply auto enable it, otherwise turn it off. Thus the user would not have to worry.

http://zorro-trader.com/manual/en/mode.htm
Quote:
NOLOCK
Don't synchronize multiple trading Zorro instances. Synchronization prevents simultaneous API access, but freezes all Zorros while a single Zorro waits for a response from the API. Set this flag for speeding up API access when the trading Zorros don't share the same API.

Re: Votes for future features [Re: sqirtle] #467898
09/06/17 15:55
09/06/17 15:55
Joined: Nov 2016
Posts: 66
GreenBoat Offline
Junior Member
GreenBoat  Offline
Junior Member

Joined: Nov 2016
Posts: 66
+1 for Notepad++ integration with auto-compilation and help lookup.

Re: Votes for future features [Re: GreenBoat] #468213
09/25/17 12:58
09/25/17 12:58
Joined: Feb 2017
Posts: 369
D
Dalla Offline
Senior Member
Dalla  Offline
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D

Joined: Feb 2017
Posts: 369
I think it would be nice with a mode flag that would enable brute force optimization, which is useful when data mining. I know it's possible to do this now as well, but it´s VERY easy to make a mistake when you have many parameters to optimize. Already with three parameters you get something like this

Code:
int ZPeriods[8] = {20, 50, 75, 100, 150, 200, 250, 500};
var EntryThresholds[5] = {0.75, 1, 1.25, 1.5, 2};
var ExitThresholds[4] = {0.5, 1, 1.5, 2};
	
int Index = optimize(1, 1, 8*5*4, 1)-1;
int Period = ZPeriods[Index%8];
var EntryThreshold =  EntryThresholds[(Index/8)%5];
var ExitThreshold = EntryThreshold*(1 - ExitThresholds[(Index/(8*5))%4]);


Re: Votes for future features [Re: Dalla] #468216
09/25/17 18:22
09/25/17 18:22
Joined: Mar 2015
Posts: 336
Rogaland
N
nanotir Offline
Senior Member
nanotir  Offline
Senior Member
N

Joined: Mar 2015
Posts: 336
Rogaland
Originally Posted By: Dalla
I think it would be nice with a mode flag that would enable brute force optimization, which is useful when data mining. .....

+1

It is good to get more samples for white really check

Re: Votes for future features [Re: nanotir] #468218
09/25/17 23:48
09/25/17 23:48
Joined: Sep 2017
Posts: 235
H
Hredot Offline
Member
Hredot  Offline
Member
H

Joined: Sep 2017
Posts: 235
I vote +1 for interactive display charts with zoom option!

The strategies we write are only as good as our understanding of market behavior. Ease of investigation is the foremost driver of success!

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