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Advise feature for Exits ? #473758
08/10/18 18:20
08/10/18 18:20
Joined: Aug 2018
Posts: 96
O
OptimusPrime Offline OP
Junior Member
OptimusPrime  Offline OP
Junior Member
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Joined: Aug 2018
Posts: 96
Kind Sirs:

We have adviseLong and adviseShort to utilize machine learning for when to go Long and when to go Short.

Do we have similar commands that utilize machine learning to tell us when to *Exit* the Long or Short position we are already in? (other than using a threshold for a Neural Net signal )

Thanks so much
OptimusPrime


Thanks so much,

OptimusPrime

Re: Advise feature for Exits ? [Re: OptimusPrime] #473826
08/20/18 08:45
08/20/18 08:45
Joined: Jul 2000
Posts: 27,479
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,479
Frankfurt
You can either use a different algo for entering and exiting, or use adviseLong for entering and adviseShort for exiting the position.

Re: Advise feature for Exits ? [Re: OptimusPrime] #482583
03/02/21 09:50
03/02/21 09:50
Joined: Jan 2021
Posts: 12
London
T
TraderTom Offline
Newbie
TraderTom  Offline
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Joined: Jan 2021
Posts: 12
London
This is a fairly old topic but I wondered if there had been any updates on if this has changed?

The advise functions seem fairly limited as they are. The manual doesn't describe them particularly well and it seems like they are only able to enter without control or exit?

Is there any documentation that shows more details on how the advise functions work more than the manual page?

Specifically what they return? If you take the DeepLearn script as an example they open whenever either long or shrot is above the 0.5 threshold, which suggests they both return positive when the theoretical prediction is either 0 or 1?

For example projects I've worked on in the past would classify the prediction into 4 categories, buy, sell, close buy and close sell. Maybe by givin outputs of 1, 0.5, -0.1 and -1.

Sorry if I've missed something in the manual.

Thanks

Tom

Re: Advise feature for Exits ? [Re: OptimusPrime] #482588
03/03/21 10:10
03/03/21 10:10
Joined: Jul 2000
Posts: 27,479
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

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Joined: Jul 2000
Posts: 27,479
Frankfurt
The advise functions are just an interface to a machine learning algorithm. It is completely up to you if you use them for entry, exit, or predicting tomorrow's weather.

But first you must understand them. If you did not understand the description in the manual, read the articles about machine learning on Financial hacker. There are also more examples. There's also a lot online info about machine learning.

Re: Advise feature for Exits ? [Re: OptimusPrime] #482589
03/03/21 11:59
03/03/21 11:59
Joined: Jan 2021
Posts: 12
London
T
TraderTom Offline
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TraderTom  Offline
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Joined: Jan 2021
Posts: 12
London
Thanks. I've read everything you've suggested multiple times and used machine learning for multiple projects before so I'm fairly comfortable with it, albeit in python primarily.

Unfortunately I feel like this is the biggest limiting factor with zorro. The documentation has been written by people who already know how their functions work so theres missing areas. Theres also spelling mistakes on both.

The FH articles totally brush over how the advise functions work. They just say 'its very powerful' and never explain their functionality. The manual is kind of similar in that it doesn't explain functionality just this is how to use them. This is why I've ended up on the forum as they are not expalined but then the answers on the forum are always fairly similar in telling people to read the manual.

I love how zorro is designed to allow people with limited programming knowledge to use their mathmatical skills but it feels a bit like the limited documentation depth and the lack of forum interaction is holding back an incredible tool.

Re: Advise feature for Exits ? [Re: TraderTom] #482595
03/04/21 09:26
03/04/21 09:26
Joined: Feb 2015
Posts: 635
Milano, Italy
M
MatPed Offline
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MatPed  Offline
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Joined: Feb 2015
Posts: 635
Milano, Italy
Originally Posted by TraderTom
I love how zorro is designed to allow people with limited programming knowledge to use their mathematical skills but it feels a bit like the limited documentation depth and the lack of forum interaction is holding back an incredible tool.


I agree. And for me is even harder because English is not my primary language. Unfortunately I understand that to produce good documentation is not easy, but for sure expensive. I hope there will be improvements in this area.

Ciao

Re: Advise feature for Exits ? [Re: OptimusPrime] #482597
03/05/21 08:14
03/05/21 08:14
Joined: Jul 2000
Posts: 27,479
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,479
Frankfurt
If necessary, sure. The manual was indeed written by someone who already knew the function, which means, by me.

If some formulation is unclear or something in particular was not understood, just let us know what exactly the problem is and it will be fixed. In our experience though, most issues were not really about Zorro functions, but more about general programming or about C syntax, which is naturally not covered by the manual.

Re: Advise feature for Exits ? [Re: OptimusPrime] #482602
03/05/21 13:16
03/05/21 13:16
Joined: Jan 2021
Posts: 12
London
T
TraderTom Offline
Newbie
TraderTom  Offline
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Joined: Jan 2021
Posts: 12
London
Just a description of what the advide long and short functions actually do would be nice!

I've got a screenshot but I've just realised I can't put that on here. I outputted results of the advise long and advise short functions and the predictor they are trying to predict. The advideLong function is very near the predictor. The advise short just sits at basically the same level and does nothing. Any explanation as to the machnaics of each would be really helpful as its fairly strange to me as someone with a python background why there are 2 functions to gather what in theory is the same prediction from a model?

Re: Advise feature for Exits ? [Re: jcl] #482604
03/05/21 13:36
03/05/21 13:36
Joined: Feb 2015
Posts: 635
Milano, Italy
M
MatPed Offline
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MatPed  Offline
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Joined: Feb 2015
Posts: 635
Milano, Italy
I have learned a lot thanks to this documentation and FH post. And I am a trader profitable in the last 2 years. So first of all thank you. I totally agree with you that a relavant issue are the lack of basic (well not basic, advanced) c programming skills. I take 5 lines of code tio perform the same task you do in one line... On the other way this is the purpose of manuals and tutorials (great the ideas of Alice and Bob): learn and improve.
An example of a a function that I use, based on your documentation and articles, but i do not why laugh ? DETREND I have asked examples on how it works, but I did not receive answer... Maybe in the future
I can list many other: the new TRAIN methodology, several matrix functions (a tutorial will be really welcomed)...

Re: Advise feature for Exits ? [Re: OptimusPrime] #482605
03/05/21 13:49
03/05/21 13:49
Joined: Jan 2021
Posts: 12
London
T
TraderTom Offline
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TraderTom  Offline
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Joined: Jan 2021
Posts: 12
London
Couldn't have said it better!

Its incredible and really amazing some of what can be achived but the description of some of the more advanced bits just kind of stops and its hard to understand why.

I may have been a little negative before, a little frustrated maybe as I really want to understand the full power of zorros tools.

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