Posted By: AndrewAMD
Advise method with custom trade-based objectives. - 11/09/23 12:52
For adviseLong, we have this convenient method:
Similar to this, I'd like to see one, maybe call it +TRADEOBJECTIVE, so that a user can set an objective value on a trade-by-trade basis, maybe call it TradeObjective. So the script can set TradeObjective on a trade-by-trade basis and that will serve as the Objective training target for adviseLong/Short.
Uses include:
- Train for minimal trade drawdown
- Train for a trade profit / trade volatility ratio
Quote
+RETURNS - use the subsequent long or short trade for the training target, instead of the Objective parameter. The target is the profit or loss including trading costs of the immediately following trade with the same asset, algo, and matching long/short trade direction.
0 or omitted - use the method and signals of the last advise call. Only when signal parameters and trade returns are used.
0 or omitted - use the method and signals of the last advise call. Only when signal parameters and trade returns are used.
Similar to this, I'd like to see one, maybe call it +TRADEOBJECTIVE, so that a user can set an objective value on a trade-by-trade basis, maybe call it TradeObjective. So the script can set TradeObjective on a trade-by-trade basis and that will serve as the Objective training target for adviseLong/Short.
Uses include:
- Train for minimal trade drawdown
- Train for a trade profit / trade volatility ratio
