when running a algo-strategy, with this machine learning concept, it adjust the setting of the variables automatically given the structure of price movements ?
It is above. (I am commenting as JuanJ is probably busy trading or mentoring etc)
I have found though that the starting value for ValueX is important to get good results.
Also a few other variables in the Heuristics are important re initialisation value. This is understandable else the Heuristics would be the panacea for all!? 🙂
