Gamestudio Links
Zorro Links
Newest Posts
Blobsculptor tools and objects download here
by NeoDumont. 03/28/24 03:01
Issue with Multi-Core WFO Training
by aliswee. 03/24/24 20:20
Why Zorro supports up to 72 cores?
by Edgar_Herrera. 03/23/24 21:41
Zorro Trader GPT
by TipmyPip. 03/06/24 09:27
VSCode instead of SED
by 3run. 03/01/24 19:06
AUM Magazine
Latest Screens
The Bible Game
A psychological thriller game
SHADOW (2014)
DEAD TASTE
Who's Online Now
2 registered members (Imhotep, opm), 785 guests, and 4 spiders.
Key: Admin, Global Mod, Mod
Newest Members
sakolin, rajesh7827, juergen_wue, NITRO_FOREVER, jack0roses
19043 Registered Users
Previous Thread
Next Thread
Print Thread
Rate Thread
Isn't it a good idea to retrain every month? #481008
08/01/20 12:04
08/01/20 12:04
Joined: May 2020
Posts: 45
A
AdamWu Offline OP
Newbie
AdamWu  Offline OP
Newbie
A

Joined: May 2020
Posts: 45
Dear all, I saw a lot of backtest of last 5 or even more years. And many of them are doing well years before but not so well this year.

In my test, I used 18 month to train (6 month for a WFT loop), and rencent 2 month as out of sample test. The result is better than train 5 years (1 year for a WFT loop), and it passed the reality check.
The problem is, the optimized parameter only work for latest months. And it will fail for data from 2 years ago.

So based on above test result, and since this year's data pattern changed a lot:
1. Is it a good idea to only use 1-2 years data to train and only latest 2 month to test?
2. Is it a good idea to retrain monthly to include latest data patterns?

Last edited by AdamWu; 08/01/20 12:05.
Re: Isn't it a good idea to retrain every month? [Re: AdamWu] #481011
08/01/20 14:10
08/01/20 14:10
Joined: Feb 2017
Posts: 1,718
Chicago
AndrewAMD Offline
Serious User
AndrewAMD  Offline
Serious User

Joined: Feb 2017
Posts: 1,718
Chicago
This depends on the trading system, its characteristics, and the parameters being trained. Some systems hardly need any training at all, some need weekly training!

Re: Isn't it a good idea to retrain every month? [Re: AndrewAMD] #481021
08/02/20 00:06
08/02/20 00:06
Joined: May 2020
Posts: 45
A
AdamWu Offline OP
Newbie
AdamWu  Offline OP
Newbie
A

Joined: May 2020
Posts: 45
Thanks, it is really good to know!


Moderated by  Petra 

Gamestudio download | chip programmers | Zorro platform | shop | Data Protection Policy

oP group Germany GmbH | Birkenstr. 25-27 | 63549 Ronneburg / Germany | info (at) opgroup.de

Powered by UBB.threads™ PHP Forum Software 7.7.1