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DataSlope in Test #485988
05/23/22 12:27
05/23/22 12:27
Joined: Jul 2017
Posts: 783
Z
Zheka Offline OP
User
Zheka  Offline OP
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Z

Joined: Jul 2017
Posts: 783
When calculating different system metrics in evaluate() or optimize(), it is often desirable to weight results like DataSlope does in Train.

Can DataSlope please be extended to also work in Test?

Thank you.

Re: DataSlope in Test [Re: Zheka] #486000
05/26/22 07:52
05/26/22 07:52
Joined: Jul 2000
Posts: 27,977
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jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
DataSlope affects trade results. You won't trade in evaluate() or optimize(). At least I hope so.

Re: DataSlope in Test [Re: Zheka] #486008
05/26/22 11:53
05/26/22 11:53
Joined: Jul 2017
Posts: 783
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Zheka Offline OP
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Zheka  Offline OP
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Joined: Jul 2017
Posts: 783
I can confirm I will not trade live in evaluate().

Rather, I am automating some analysis in evaluate() as an alternative to running optimizations.

One typical use case is storing different 'features' in TradeVars during the Test run and then exporting trade results and such TradeVars to csv for further processing.

And I would like to apply more weight to more recent trade results.


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