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Are you 100% sure HAlgo3 didn’t have any HAlgo 2 references remaining / cross referring?
ML 3 has the added self optimisation of the ValueZ bandedge setting as well as the original ValueX Long and ValueY Short thresholds (which is all ML 2 is determining, just thresholds). Is that what you mean?
Re above … did you see / understand below? I never got it to work, but you may have more success??
Sorry, not sure I’m following you? “understand below”? What didn’t you get to work?
So the ML2 “fighting it out” with ML3 (from the coffee trade image above), can be achieved with the HeuristicsCycleLimit code below: ?
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HeuristicsCycleLimit = 2 once HeuristicsCycle = 0 once HeuristicsAlgo1 = 1 once HeuristicsAlgo2 = 0 If HeuristicsCycle >= HeuristicsCycleLimit Then If HeuristicsAlgo1 = 1 Then HeuristicsAlgo2 = 1 HeuristicsAlgo1 = 0 ElsIf HeuristicsAlgo2 = 1 Then HeuristicsAlgo1 = 1 HeuristicsAlgo2 = 0 EndIf HeuristicsCycle = 0 EndIf |
So, if my triple ML3 version above was to include this HeuristicsCycleLimit code are you’re saying that the system can then be self optimising the ML2 and ML3 separate systems but now all under the cover of one system? What would the code look like specifically relating to the parts concerning the Cycle Limit? I was looking at https://www.prorealcode.com/topic/machine-learning-in-proorder/page/5/#post-121436 for ideas:
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pp=positionperf(0)*100 IF pp<-0.02 and HeuristicsAlgo2 and longonmarket then HeuristicsAlgo1 = 1 SELL AT MARKET elsif pp<-0.05 and HeuristicsAlgo1 and shortonmarket then HeuristicsAlgo2 = 1 EXITSHORT AT MARKET endif c1=average[ValueX](close) c2=average[ValueY](close) // condbuy = c1 crosses over c2 and rsi[14](close)<50 condsell= c1 crosses under c2 and rsi[14](close)>40 |
I can see that “Heuristics Algorithm 1″ and “Heuristics Algorithm 2” are used in the ML2 system and “Heuristics Algorithm 1,” “Heuristics Algorithm 2” and “Heuristics Algorithm 3” are used in the ML3 system, it’s just that I haven’t used the Heuristicyclelimit in either ML2 or ML3 and can’t quite figure the coding in my head to get the New System to self optimise between the ML2 and ML3 components? Hope that makes sense!