Gamestudio Links
Zorro Links
Newest Posts
IG plugin initial release
by sodiumchloride. 09/22/20 20:53
Using STL in Zorro strategies
by AndrewAMD. 09/22/20 17:01
Rubbish data from Yahoo
by DanielX. 09/22/20 14:37
assert
by Grat. 09/22/20 12:14
MT4 - use more Zorro script
by Grat. 09/22/20 06:49
Single advise model for portfolio
by jmlocatelli. 09/21/20 19:41
AUM Magazine
Latest Screens
The Space Between
Pogostuck: Rage With Your Friends
Worst Case Z
AckCon'18 - Lotter vs the World 2 - Preview Release
Who's Online Now
3 registered members (AndrewAMD, ozgur, 1 invisible), 445 guests, and 3 spiders.
Key: Admin, Global Mod, Mod
Newest Members
NewBorn, 3dvg, secretagentman, distribution, EditeY
18515 Registered Users
Previous Thread
Next Thread
Print Thread
Rate Thread
retrain - data? #481436
09/16/20 06:28
09/16/20 06:28
Joined: May 2015
Posts: 302
Czech Republic
G
Grat Offline OP
Senior Member
Grat  Offline OP
Senior Member
G

Joined: May 2015
Posts: 302
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: 249
D
danatrader Offline
Member
danatrader  Offline
Member
D

Joined: Mar 2019
Posts: 249
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: 302
Czech Republic
G
Grat Offline OP
Senior Member
Grat  Offline OP
Senior Member
G

Joined: May 2015
Posts: 302
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: 249
D
danatrader Offline
Member
danatrader  Offline
Member
D

Joined: Mar 2019
Posts: 249
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: 302
Czech Republic
G
Grat Offline OP
Senior Member
Grat  Offline OP
Senior Member
G

Joined: May 2015
Posts: 302
Czech Republic
Thank's, I try


Moderated by  Petra 

Powered by UBB.threads™ PHP Forum Software 7.7.1