Hi jcl, I soon realized that I had probably misunderstood something.
Training rules and parameters at the same time only works with single assets, not with a portfolio system that contains loops with asset or algo calls. If required, train all portfolio components separately (manually) and combine the resulting .c files. The Combine.c script can...
I had thought that you could use several assets and algos + parameter optimization if you run it in a self created loop
. I'm already using the asset () and algo () loop from W6 again. The parameter optimization is done in R. Fortunately, I found my old "caret" framework and integrated it into Zorro.
Question 1 is solved
I do not really understand the randomly opened trade issue. You do not open them randomly, you open them always. Thats just how training works. The more trades, the better the training. The example uses classification, but the method is the same for regression.
And how do you know how you have to apply this later? How do you then determine the targets and the stops of these trades in Testing/Trading?
is the same for regression
Is that the hidden hint?
?
