Gamestudio Links
Zorro Links
Newest Posts
MT5 bridge not working on MT5 v. 5 build 4160
by EternallyCurious. 04/25/24 20:49
Data from CSV not parsed correctly
by EternallyCurious. 04/25/24 10:20
Trading Journey
by howardR. 04/24/24 20:04
M1 Oversampling
by Petra. 04/24/24 10:34
Zorro FIX plugin - Experimental
by flink. 04/21/24 07:12
Scripts not found
by juergen_wue. 04/20/24 18:51
zorro 64bit command line support
by 7th_zorro. 04/20/24 10:06
StartWeek not working as it should
by jcl. 04/20/24 08:38
AUM Magazine
Latest Screens
The Bible Game
A psychological thriller game
SHADOW (2014)
DEAD TASTE
Who's Online Now
4 registered members (EternallyCurious, AndrewAMD, TipmyPip, Quad), 889 guests, and 8 spiders.
Key: Admin, Global Mod, Mod
Newest Members
Mega_Rod, EternallyCurious, howardR, 11honza11, ccorrea
19048 Registered Users
Previous Thread
Next Thread
Print Thread
Rate Thread
WFO Cycles for Perceptron, Decision Tree and Pattern #467963
09/11/17 08:24
09/11/17 08:24
Joined: Jul 2017
Posts: 25
Bangkok
JoFo Offline OP
Newbie
JoFo  Offline OP
Newbie

Joined: Jul 2017
Posts: 25
Bangkok
I'm a bit confused how to use WFO Cycles.

In the manual there are some hints to use around 10 Cycles regardless the complete WFO Period in years for Maschine learning.

Some other point out that the WFO Cycles should be customized for the number of years used for the WFO.

What would be the best calculation or number for WFO Cycles used for Maschine learning in Zorro ?

Another question would be the ratio for test and Train. Did a ratio of 20:80 produce a more accurate Result in Live Trading compare to 10:90 ?

Re: WFO Cycles for Perceptron, Decision Tree and Pattern [Re: JoFo] #467968
09/11/17 11:25
09/11/17 11:25
Joined: Jul 2000
Posts: 27,982
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,982
Frankfurt
Both the number of cycles and the ratio depend on the strategy. The training cycle must not be too long, otherwise it does not properly adapt to the market situation. But it should also not be too short, otherwise you get not enough trades for training. So you have to find out the optimal number of WFO cycles for your system. The ratio of 85:15 is normally ok for most systems.


Moderated by  Petra 

Powered by UBB.threads™ PHP Forum Software 7.7.1