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Re: Blame the manual [Re: krial057] #451366
05/04/15 15:23
05/04/15 15:23
Joined: Nov 2013
Posts: 123
Mithrandir77 Offline
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Mithrandir77  Offline
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Posts: 123
Not sure if it is a mistake but in the manual it says for the DTREE method "The signals should be in the -100..100 range for best precision." , my question is, shouldn't it be the same for PERCEPTRON -and PATTERN maybe?- because according to what I read about neural networks, inputs should be normalized.

Re: Blame the manual [Re: Mithrandir77] #451503
05/08/15 11:48
05/08/15 11:48
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

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jcl  Offline

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PERCEPTRON and PATTERN do not need normalized data. The perceptron is solved with a normal equation, not with gradient descent. Neural networks that use gradient descent or similar backprop algorithms would indeed require normalized, balanced data.

Re: Blame the manual [Re: jcl] #451727
05/18/15 06:48
05/18/15 06:48
Joined: Sep 2013
Posts: 504
California
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GPEngine Offline
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Thank you for carefully annotating many indicators with the warning, "The function internally creates series and thus must be called in a fixed order in the script." This helps me avoid Error 041: Inconsistent series calls.

Here are a few series-creating indicators/transformations which lack this annotation.

ZMA
RVI

Re: Blame the manual [Re: GPEngine] #451732
05/18/15 15:35
05/18/15 15:35
Joined: Sep 2013
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California
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GPEngine Offline
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GPEngine  Offline
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Hurst.

Re: Blame the manual [Re: GPEngine] #451812
05/22/15 08:34
05/22/15 08:34
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

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jcl  Offline

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Thanks! Will be corrected.

Re: Blame the manual [Re: jcl] #452598
06/18/15 15:13
06/18/15 15:13
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GPEngine Offline
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GPEngine  Offline
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Quote:
TrailLock
'Locks' a percentage of the profit (default = 0 = no profit locking); has only an effect when Stop and Trail are set and the profit is above the trail distance. A stop loss is automatically placed at the given percentage of the current profit. Example: A long position is currently in profit by 10 pips. TrailLock = 80 would then place the stop loss at 8 pips above the entry price, thus locking 80% of the profit. TrailLock = 1 would set the stop loss at the entry price, i.e. at break even as soon as the profit reaches the Trail value. Using TrailLock is in most cases preferable to setting a profit target.
So, which is it? Is TrailLock supposed to be a percentage [0,100] or a fraction [0,1]?

Re: Blame the manual [Re: GPEngine] #452599
06/18/15 16:04
06/18/15 16:04
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DdlV Offline
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DdlV  Offline
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Hi GPEngine. From my experience so far, a percentage.

HTH.

Re: Blame the manual [Re: DdlV] #452609
06/19/15 10:28
06/19/15 10:28
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

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jcl  Offline

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Posts: 27,977
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Probably the "1" was misguiding, but any low number greater than zero would do here.

Re: Blame the manual [Re: jcl] #452615
06/19/15 12:51
06/19/15 12:51
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DdlV Offline
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Thanks jcl. This has spawned some other thoughts:

I gather, then, that 1 isn't specifically called out in the code - it's just that 1% (or other small %) of the profit normally calculates close enough to 0 that the result is the stop being at entry?

Is this also taking into account Spread, etc.? I.e., in the example of 10 pips, that's 10 pips after costs, yes? And the TrailLock stop is placed at entry+costs+8pips?

Also, is TrailLock a one-time thing or is it re-evaluated at every tick/bar? In the example, if profit subsequently increased to 20 pips, would the TrailLock stop be moved up to 16 pips?

Thanks.

P.S. - Does it work for TrailLock >100? Can I "lock" >100% of my profit?! laugh

Re: Blame the manual [Re: DdlV] #452620
06/19/15 13:51
06/19/15 13:51
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

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jcl  Offline

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Posts: 27,977
Frankfurt
Yes, it's 1% in the example, and spread is taken into account. Slippage not, as it is determined only in hindsight. TrailLock is re-evaluated at every tick, like all exit parameters.

As to locking more than 100% profit, well it is not easy, but we're working on it laugh.

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