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Different Start / End Date for Train #481659
10/16/20 07:55
10/16/20 07:55
Joined: Mar 2019
Posts: 295
D
danatrader Online OP
Member
danatrader  Online OP
Member
D

Joined: Mar 2019
Posts: 295
Is it possible for Training, to set different StarDate / EndDate for PARAMETERS and FACTORS.

Train Parameters based on long past time (e.g. 5 years) but FACTORS on the last 2 years only?
Don't seem to get it run, always end up on the FACTORS calcuöation with the information to check order of settings.

Last edited by danatrader; 10/16/20 07:55.
Re: Different Start / End Date for Train [Re: danatrader] #481660
10/16/20 09:26
10/16/20 09:26
Joined: May 2015
Posts: 319
Czech Republic
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Grat Offline
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Grat  Offline
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Joined: May 2015
Posts: 319
Czech Republic
try this:

edit:

Code
NumTrainCycles = 2;
if(TrainCycle == 1){
        StartDate    = 2018;
        EndDate     = 2020;
       set(RULES);

 }else if(TrainCycle == 2){
        StartDate    = 2020;
        EndDate     = 2020;
        set(PARAMETERS);
 }


Last edited by Grat; 10/16/20 14:26.
Re: Different Start / End Date for Train [Re: danatrader] #481662
10/16/20 11:53
10/16/20 11:53
Joined: Mar 2019
Posts: 295
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danatrader Online OP
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danatrader  Online OP
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Joined: Mar 2019
Posts: 295
Seems to be great, I get it, FACTORS is always last run?

My mistake was, I tried to use the set(PARAMETERS) for one run and set(FACTORS) for the other.

Last edited by danatrader; 10/16/20 11:56.
Re: Different Start / End Date for Train [Re: danatrader] #481664
10/16/20 14:27
10/16/20 14:27
Joined: May 2015
Posts: 319
Czech Republic
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Grat Offline
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Joined: May 2015
Posts: 319
Czech Republic
edit

Re: Different Start / End Date for Train [Re: danatrader] #481666
10/16/20 15:46
10/16/20 15:46
Joined: Mar 2019
Posts: 295
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danatrader Online OP
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danatrader  Online OP
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Joined: Mar 2019
Posts: 295
That's RULES + PARAMETERS, same possible for PARAMETERS + FACTORS?

Re: Different Start / End Date for Train [Re: danatrader] #481678
10/18/20 17:25
10/18/20 17:25
Joined: Sep 2020
Posts: 22
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zzy Offline
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zzy  Offline
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Joined: Sep 2020
Posts: 22
I am not sure if "PRELOAD" has to be set so that data will be reloaded for each of the TrainCycles?

Re: Different Start / End Date for Train [Re: danatrader] #481694
10/19/20 13:35
10/19/20 13:35
Joined: Jul 2000
Posts: 27,368
Frankfurt
jcl Offline

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jcl  Offline

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Joined: Jul 2000
Posts: 27,368
Frankfurt
No, PRELOAD is something different. You can normally not generate factors in the same period as the parameters. It were an in-sample run and the factors were meaningless.


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