Hi,

I'm trying to use a custom Objective for my advise functions, but right now my adviseLong always returns zero.

My Zorro code looks like this
Code:
var params[10];
params[0] = cubicDev10N[0];
params[1] = deltaPVR5N[0]; 
params[2] = deltabWidth3N[0]; 
params[3] = MMIFasterN[0]; 
params[4] = deltaMMIFastest10N[0]; 
params[5] = HurstFast[0]; 
params[6] = HurstFaster[0];
params[7] = ibsOneN[0];
params[8] = ATRSlowN[0];
params[9] = marketVolNorm[0];


	set(RULES);
	var myObje = ifelse(priceClose(-1) - priceClose(0) > 20,1,-1);
	LifeTime = 1;
	MaxLong = 1;


	if(Train) 
	{
		Hedge = 2;
		set(PEEK);
		adviseLong(NEURAL+BALANCED, myObje, params,10);
	}
	
	if(!Train)
	{
		var LongPrediction = adviseLong(NEURAL, myObje, params,10);
		printf("nPred for long is %f", LongPrediction);
		if(LongPrediction > 0.5)
		{				
			enterLong();
		}
	}


If I change my code to use SIGNALS during training, and give the resulting input to my neural.predict function straight from R, the predictions are returned as expected. So I must be doing something wrong on the Zorro side.

I've trying putting enterLong() in the if(Train) block as well, but that doesn't make any difference, and I don’t think it's needed when not using trade results as the target?

Anything obviously wrong with Zorro my code?

Last edited by Dalla; 01/11/18 09:07.