I am thinking how to implement this;
- Example I have data RSI, CCI,stoch%D and StochSlow%D as x0,x1,x2,x3
- I have ideal trading signal, let say 1 for buy, -1 for sell and 0 for hold as y
- Let say I have 10000 rows of data
- when i try to put into eureqa .. y=step(f(x0,x1,x2,x3)) the function resulted is f(x0,x1,x2,x3)=0
probably because most of data signal is Hold (0) values.
Should we remove 0 data from the training and kept only signal consist of buy (1) and sell only (-1)?
Any idea?
- Example I have data RSI, CCI,stoch%D and StochSlow%D as x0,x1,x2,x3
- I have ideal trading signal, let say 1 for buy, -1 for sell and 0 for hold as y
- Let say I have 10000 rows of data
- when i try to put into eureqa .. y=step(f(x0,x1,x2,x3)) the function resulted is f(x0,x1,x2,x3)=0
probably because most of data signal is Hold (0) values.
Should we remove 0 data from the training and kept only signal consist of buy (1) and sell only (-1)?
Any idea?