Forums ProRealTime English forum ProOrder support Machine Learning in ProOrder ProRealTime Reply To: Machine Learning in ProOrder ProRealTime

#126081

Thanks for the feedback @GraHal. I found it easier to paste all the settings into the very top of the system code, so Algo 3 (bandedge) can be found at line 49. Reps3 and Max3 are at lines 53 and 54 respectively.
I had so many different versions going last night, — multiple versions and alterations to the ML2 and ML3 systems — that I was copy and pasting them into blank text edits to preserve different versions I was working on and then going back to after figuring out how to get the cycle limit working. I probably posted the a version where I hadn’t taken out the bottom line 284 Algo 3 settings.

HAlgo3 cannot use any commands from HAlgo2 and HAlgo2 cannot use any commands from HAlgo1 … else the ML would all get screwed up. Reading later on your last 2 posts …  you knew above, but are you certain it is not happening??

It’s very hard to know… but I expect Juanj is correct in that it’ll make it difficult for the system to know what is increasing its profit expectancy. But I just had to see what would happen and experiment with it….
Below is the evolution with coffee, (I thought I’d test ML on something I never trade, have no bias towards or feeling about its volatility that would influence me in my settings prefernce).
The base, non ML system is using long entry at -0.8 crossover / short at 0.8 cross under with a 100 bandedge, (setting that have worked well on other instruments). Pls see image and results.
The next one up, ML 2 doesn’t use heuristic cycle limit, just algo 1 and 2 for the entry exits with a fixed bandedge of 100.
System ML3 Old is my non heuristic cycle limit “see what would happen” 3 algos all added together.
System ML3 New is with the heuristic cycle limit for algos 1 and 2. Algo 3 is still not being monitored by the heuristic cycle limit although the algo 3 is altering its bandedge judging by Graph ValueZ.
Is that 3 x heuristic cycle limit initiation and the rest of the heuristic cycle limit code I posted above correct, I ask because when I try to use an “If HeuristicsAlgo3 = 1 Then” command at the beginning of Algo 3 (at the bottom of the code, that controls the oscillator bandedge), it doesn’t take any trades at all. Can anyone clear up the issue of the incorrect syntax (despite no PRT warning) because there is a float of code from the right margin (see previous post)? I suspect once that’s cleared up it’ll run fine. It would be good to get this triple ML system working using and amending the code I posted above! When that is done @bertrandpinoy I can itf the code. If you want to play around with the code above (ML3 New) here it is plus the Ehler’s Universal Oscillator indicator:
Edit: I don’t see the itf’s despite attaching them to this post?

1 user thanked author for this post.