Max number of features allowed in Signal0 in adviseLong /Short

Posted By: aw5

Max number of features allowed in Signal0 in adviseLong /Short - 09/15/16 12:22

Just wondered if there is any chance of increasing the limit from 20? I realise just chucking loads of variables at a machine learning technique is not the right way to go about things, but I find using Signal0 in conjunction with the SIGNALS method a fantastically efficient way of assembling a set of features. I can then open the resulting CSV file in R and quickly test those features with RFE, stabsel, Boruta etc etc. No worries if not possible - even with the 20 limit it's much more efficient than cobbling it all together in R! Thx
Posted By: jcl

Re: Max number of features allowed in Signal0 in adviseLong /Short - 09/16/16 08:03

The number can be relatively easily increased when using not the next trade result, but the Objective parameter as training target. I've made a notice for a future implementation.
Posted By: aw5

Re: Max number of features allowed in Signal0 in adviseLong /Short - 09/20/16 17:59

Much appreciated. Thx
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