New objective() - Scholz Tax

Gamestudio Links

Zorro Links

loading historical data 1st time
by AndrewAMD. 04/14/23 12:54

Trade at bar open
by juanex. 04/13/23 19:43

Bug in Highpass2 filter
by rki. 04/13/23 09:54

Adding Limit Orders For IB
by scatters. 04/11/23 16:16

FisherN
by rki. 04/11/23 08:38

AUM Magazine

Latest Screens

1 registered members (Grant), 999 guests, and 2 spiders.

Key: Admin, Global Mod, Mod

Newest Members

Print Thread

Rate Thread

New objective() - Scholz Tax #481591 10/04/20 08:52 10/04/20 08:52
Joined: Mar 2019 Posts: 357 D danatrader OP Senior Member
danatrader OP Senior Member D Joined: Mar 2019 Posts: 357	Would it be possible to use the new objective function to train a strategy towards (specificly) trying to keep the Scholz Tax (limit)? Last edited by danatrader; 10/04/20 09:03.

Re: New objective() - Scholz Tax [Re: danatrader] #481607 10/06/20 09:00 10/06/20 09:00
Joined: Jul 2000 Posts: 27,935 Frankfurt jcl Chief Engineer
jcl Chief Engineer Joined: Jul 2000 Posts: 27,935 Frankfurt	You could use the net profit minus the tax as training objective. But I would not do that. For good parameter qualitity, the objective should be a linear function of the performance, and the Scholz tax would add an artificial distortion.

Moderated by Petra