: Forum Machine Learning in ProOrder ProRealTime

03/13/2020 at 12:13 AM #122011

Jan

Good evening Grahal,

As far as I understand it, StratAvgA = StratAvgA + (((PositionPerf(i)*countofposition[i]*100000)*-1)*-1) as coded in https://www.prorealcode.com/topic/machine-learning-in-proorder/page/3/ count the total profit of 3 trades of Strategy A and averages it ,

but the 100.000 seems to much to me.

You can graph PositionPerf to check whether you really need this fraction to multiply by 100.000

By the way, in the code of Juanj I can not find a strategy at all, I miss StratAvgA

For i = 1 to Reps Do
If positionperf(i) > 0 Then
WinCountA = WinCountA + 1 //Increment Current WinCount
EndIf
StratAvgA = StratAvgA + (((PositionPerf(i)*countofposition[i]*100000)*-1)*-1)
Next
StratAvgA = StratAvgA/Reps //Calculate Current Avg Strategy Profit
//Graph (PositionPerf(1)*countofposition[1]*100000)*-1 as "PosPerf1"

For i = 1 to Reps Do

If positionperf(i) > 0 Then

WinCountA = WinCountA + 1 //Increment Current WinCount

EndIf

StratAvgA = StratAvgA + (((PositionPerf(i)*countofposition[i]*100000)*-1)*-1)

StratAvgA = StratAvgA/Reps //Calculate Current Avg Strategy Profit

//Graph (PositionPerf(1)*countofposition[1]*100000)*-1 as "PosPerf1"

Jan

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