Hi,

I have trying script from wokshop.

after try train, I get this error:



with change on this:

if(adviseLong(PATTERN+2+FAST+RETURNS,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)) > nTr)
enterLong();

Train work OK, but don't work test:


sorry, version:
Z Client S 2.25.7
(c) oP group Germany 2020
Registered: XXX
Zorro Test1 -stay

WIN7 64bit

Milan

This works, no idea why, Zorro 2.25


// Strategy template ///////////////////////

function run()
{
StartDate = 2007;
EndDate = 2018;
BarPeriod = 60; // 1 day
BarZone = WET; // Western European midnight
Weekend = 1; // don't merge Friday and Sunday bars
NumWFOCycles = 5;

assetList("P:\\AssetsCur.csv");
asset("EUR/USD");


NumTrainCycles = 2;
if(TrainCycle == 0) set(RULES|PARAMETERS); // Test or Trade mode
else if(TrainCycle == 2) set(PARAMETERS);
else if(TrainCycle == 1) set(RULES);

if(Train) Hedge = 2; // for training, allow long + short
LifeTime = 3; // one week
MaxLong = MaxShort = -1;

int nTr=optimize(50,10,100);

if(adviseLong(PATTERN+FAST+2+RETURNS,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)) > nTr)
enterLong();

if(adviseShort() > nTr)
enterShort();

PlotWidth = 600;
PlotHeight1 = 300;
//plotTradeProfile(40);
//plotWFOCycle(Equity,0);
//plotWFOProfit();
}

I know where is problem:

if change script:

<b>if(TrainCycle == 0) set(RULES|PARAMETERS|FACTORS); // Test or Trade mode
</b>

no work

You need FAST for large patterns because otherwise the expression gets too long. This is mentioned in the manual.

If you use factors, you must train them before. I think this is not a bug, set FACTORS in training.

https://manual.zorro-project.com/training.htm

That's not a bug, but the intial report was in fact a wrong error message. It should either accept the pattern or print a message "pattern too complex", indicating to use the FAST flag. This will be fixed in the next update.

Yes,

I read manual, but question is, how train with set(FACTORS)? In the older version this construction is a without problems.




for new version need this:

You must set the FACTORS flag in a training cycle for training factors.