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retrain - data? #481436
09/16/20 06:28
09/16/20 06:28
Joined: May 2015
Posts: 390
Czech Republic
G
Grat Offline OP
Senior Member
Grat  Offline OP
Senior Member
G

Joined: May 2015
Posts: 390
Czech Republic
Hi,

I trying the retraing AOS, but in the history dont have a actual data.

there is from LOG:
Quote
Test period 2020-04-01..2020-08-13 (8961 bars), detrended


in the script I have
Quote

StartDate = 20200401;
//EndDate = 20200622; <-- comment only

..
if (is(FIRSTINITRUN)){
assetHistory(Asset,1);
..
if (is(INITRUN)){

UpdateDays = -1;
..


script running pernamently.

How to set, by train AOS with last ( actual ) data?


Thank's

Re: retrain - data? [Re: Grat] #481479
09/19/20 17:38
09/19/20 17:38
Joined: Mar 2019
Posts: 357
D
danatrader Offline
Senior Member
danatrader  Offline
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D

Joined: Mar 2019
Posts: 357
I think you should move


UpdateDays = -1;

into the run function.
Having it in may asset / algo loop before the algos works fine for me.

Btw, I am not sure if you always want to retrain on the full dataset, that is increasing, actually I set my factors on ca. the last five years...

StartDate = ymd(wdate(NOW) - 1825);

Last edited by danatrader; 09/19/20 17:40.
Re: retrain - data? [Re: Grat] #481482
09/20/20 04:23
09/20/20 04:23
Joined: May 2015
Posts: 390
Czech Republic
G
Grat Offline OP
Senior Member
Grat  Offline OP
Senior Member
G

Joined: May 2015
Posts: 390
Czech Republic
UpdateDays I have in the run fce.

Re: retrain - data? [Re: Grat] #481483
09/20/20 05:27
09/20/20 05:27
Joined: Mar 2019
Posts: 357
D
danatrader Offline
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danatrader  Offline
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D

Joined: Mar 2019
Posts: 357
I mean in run, without the "if (is(INITRUN)){"

Re: retrain - data? [Re: Grat] #481484
09/20/20 09:45
09/20/20 09:45
Joined: May 2015
Posts: 390
Czech Republic
G
Grat Offline OP
Senior Member
Grat  Offline OP
Senior Member
G

Joined: May 2015
Posts: 390
Czech Republic
Thank's, I try


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