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FAC Train mode #478062
08/30/19 13:34
08/30/19 13:34
Joined: Feb 2015
Posts: 605
Milano, Italy
M
MatPed Offline OP
User
MatPed  Offline OP
User
M

Joined: Feb 2015
Posts: 605
Milano, Italy
In order to speed up test for different OptimalFRatio parameter or user supplied functions for Money Management, it would be nice to have tthe possibility to train only the Factors, without training all the parameters of the strategy.

Thank You

Re: FAC Train mode [Re: MatPed] #480770
07/10/20 17:16
07/10/20 17:16
Joined: Jan 2020
Posts: 24
L
Leohermoso Offline
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Leohermoso  Offline
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L

Joined: Jan 2020
Posts: 24
Is it possible already!?

Re: FAC Train mode [Re: MatPed] #480771
07/10/20 18:13
07/10/20 18:13
Joined: Mar 2019
Posts: 220
D
danatrader Online
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danatrader  Online
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Joined: Mar 2019
Posts: 220
Yes, I would like that too.
Also just for generating facors for info purpose.

Or maybe we did miss something?

Re: FAC Train mode [Re: MatPed] #480824
07/17/20 07:34
07/17/20 07:34
Joined: Jul 2000
Posts: 27,320
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,320
Frankfurt
That the manual is your friend?

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

Re: FAC Train mode [Re: MatPed] #480834
07/17/20 17:56
07/17/20 17:56
Joined: Mar 2019
Posts: 220
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danatrader Online
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danatrader  Online
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Joined: Mar 2019
Posts: 220
laugh

set(FACTORS);
NumWFOCycles = 1;
NumTrainCycles = 1;

works perfectly, indeed, the manual is your best friend laugh

although, maybe there could be an example, how train in trainmode the factors and in trade / test select execution of the trade based on a positive optIF factor.

https://www.zorro-trader.com/manual/en/mode.htm
FACTORS
[Train] mode: generate OptimalF capital allocation factors and store them in Data/*.fac. [Test] / [Trade] mode: load OptimalF factors for allocating capital. If this flag is not set, all OptimalF factors are 1.

-->> Does it mean that in Train mode the factors are also always 1 in order to generate them?

Looks like... the following works fine... Factors are generated, in test and live mode assets that are bad for the algo are omitted.

if(OptimalFShort > 0)
enterShort();


Last edited by danatrader; 07/19/20 12:12.

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