Machine Learning in ProOrder ProRealTime

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Viewing 15 posts - 226 through 240 (of 455 total)
  • #127630

    Yes that would make sense, more likelihood of clashing orders in a 1 min TF compared to daily or 4 hr. When I decreased the boxsize from 100 to 50 I then got a tbt warning whereas before it hadn’t given me tbt warning during the 100 boxsize test?

    #127649

    @Vonasi, even just having”dead” optimisation variables for qty and Random left in a system, despite no actual VRT code in the system, makes a difference to the results.
    I just compared the same system today with a screenshot of profit results from a few days ago. The system today has no VRT code as I stripped it out, but it still contained “dead” optimisation settings (Q: 2 to 10and R: 1 to 10) at the top.
    I could not replicate the results today with those from a few days ago? I had to delete the Q and R settings from the optimisation variables window first before the results then matched with those of a few days ago? Any ideas!?

    #127658

    The question though, is why is the VRT code giving different results compared to a non VRT system with the same code?

    Not sure what you mean and I can’t get anything useful from your screenshot because I don’t have a magnifying glass powerful enough.

    Do you mean that you have a strategy with the VRT code in it but turned off and an identical strategy but with no VRT code in it at all and they return different results? If so then the only answer can be because the strategy part of the code is not identical or the variable settings are not identical or they are being tested on different data samples.

     

    #127661

    I had to delete the Q and R settings from the optimisation variables window first before the results then matched with those of a few days ago? Any ideas!?

    I don’t recall the variables being called Q and R in the robustness tester – they were Qty and Random – or are you abbreviating? If not then perhaps there are variables in the strategy code called Q and R – as I say I’ve not looked at the code.

    #127664

    I don’t recall the variables being called Q and R

    I changed them to q and r cuz i’m lazy. Bard has my version of the VRT

    #127667

    Not sure what you mean and I can’t get anything useful from your screenshot because I don’t have a magnifying glass powerful enough.

    The screen relates to tradeon=1 and it not working to turn off the VRT. The screenshot was taken on a 50″ LG tv. This is it zoomed in: Pls see image.

    Do you mean that you have a strategy with the VRT code in it but turned off.

    Yes, all rem’d out and tradeon taken out of “If buy and sell statements.” The only part of the VRT I left in was the variables in the very top of the system creation window and it made a big +ve difference to the profits. (Yes they’re abbreviations for qty and random). I can also test a non VRT system against a complete (and non rem’d) VRT coded system and the results are very different compared to the non VRT version but I’m guessing that’s not meant to happen? Pls see screen with VRT version makes £211k – top equity curve whilst Bottom equity curve and not a VRT system makes £55k:

    Code otherwise identical thanks to text-compare.com

    When you said:

    Click on the avg gain per trade tab in the optimiser window to organise the results in low to high and also drag the results into Excel.

    Did you mean that the smallest numbers at the bottom and largest at the top, only reading the Robustness thread I saw GraHal had a google spreadsheet with the smallest values at the top and the largest at the bottom which threw me? I’m really looking forward to getting Excel to behave and using this great piece of kit! Cheers.

    #127680

    Did you mean that the smallest numbers at the bottom and largest at the top

    No – smallest at the top. Excel draws graphs using values from the top of the data to the bottom. You will notice that all the graphs slope up from left to right so that is low to high.

    1 user thanked author for this post.
    #127683

    I just downloaded and imported Nonetheless’s last posted ITF and added the code I posted earlier to allow me to turn the VRT on or off and it worked just fine. With VRT off all the results were identical and with it on they were all different. I then // out all the VRT code and just left tradeon = 1 in the code and it returned one result that was identical to with the VRT code in the strategy but turned off.

    #127711

    This works well for modifying the period and type of an MA. I included an on/off so can be isolated.

     

    1 user thanked author for this post.
    #127742

    Good morning,
    I find that the while loop is a duplicate with the if condition.
    You tried without the loop while

     

    #127748

    My browser e-find tells me there is 6 instances of ‘while’ on this page, but I can’t find two of them??

    Nonetheless posted code has no ‘while’ in the code?

    So I’ll have to ask … Fifi, who are you speaking to and which System are you referring to please?

    #127749

    The bard code

    The code set out on page 13
    The results are different with and without the while loop.

    1 user thanked author for this post.
    #127751

    The code set out on page 13

    It’s always best if we Quote a small / most relevant part of the post we are referring to (as I have above) else folks will assume (as I did) that we are referring to the post immediately above our post.

     

    1 user thanked author for this post.
    #127754

    I referred to the code renko 1 m ML1 stploss

    I find that the while loop is a duplicate with the if condition.
    You tried without the loop

    #127760

    So below is Bard’s code (from page 13 Line 145 to Line 155) which is the same as you show in your post?

    So what should Bard have done with the code?

     

     

Viewing 15 posts - 226 through 240 (of 455 total)

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