Originally Posted By: Mithrandir77
Originally Posted By: jcl
I can at least answer the last question: You're getting a negative result when you're reinvesting too much. You're having two assets, but are reinvesting the full capital maximum into any of it - that can work when you have a smooth equity curve, otherwise not.


Thanks for your answer jcl, but what do you mean by 'investing the full capital maximum into any of it' ? I thougth that by setting the FACTORS flag and investing the sqrt of the total profit as in workshop 6 I should be fine

Margin = OptimalF * Capital * sqrt(1 + max(0,WinTotal-LossTotal)/Capital);


And is it ok to train RULES and FACTORS at the same time or should one be trained before the other as in training RULES and PARAMETERS?


OK, I think I understood. But how can I smooth the equity? either a perceptron can't model the relationship or I have to optimize some parameters. So I Will try optimizing.

Anyway, I am still stuck with how to train FACTORS and RULES. At the same time? Or in what order?