Model’s tuning

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Long time no see! I’ve been busy, reconsidering the structure of r.Virgeel. I come up that we need more signals and this led me to split the Position indicator, having signals from the long positions and from the short positions, separated. In effect, the Position indicator has been split since its inception, but I’ve always considered that the single Position array was sufficient, because it was the exact replica of the two split vectors. But, on the other side, and now I realize it, having both signals in overlapping bars can be a significant advantage. So now we have it.

Also, I have cleaned the learning database and simplified the algorithmic learning, it should be now in optimal conditions. All the models have a global instruction, easy to maintain.

And, finally, I added some new data lines and revived some others that, having errors, were not considered in the model. Now, the single model components are:

  • monthly model 54 components
  • weekly model 109 components
  • daily model 71¬†components

I concentrated to enlarge the weekly database, that is performing quite well, and probably some new data lines will follow soon. The database is never large enough!

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