Good evening Grahal,
As far as I understand it, StratAvgA = StratAvgA + (((PositionPerf(i)*countofposition[i]*100000)*-1)*-1) as coded in https://www.prorealcode.com/topic/machine-learning-in-proorder/page/3/ count the total profit of 3 trades of Strategy A and averages it ,
but the 100.000 seems to much to me.
You can graph PositionPerf to check whether you really need this fraction to multiply by 100.000
By the way, in the code of Juanj I can not find a strategy at all, I miss StratAvgA
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For i = 1 to Reps Do If positionperf(i) > 0 Then WinCountA = WinCountA + 1 //Increment Current WinCount EndIf StratAvgA = StratAvgA + (((PositionPerf(i)*countofposition[i]*100000)*-1)*-1) Next StratAvgA = StratAvgA/Reps //Calculate Current Avg Strategy Profit //Graph (PositionPerf(1)*countofposition[1]*100000)*-1 as "PosPerf1" |
