Training method; affects the way how parameters and factors are generated in the
The following flags can be set :
||Optimize taking in account the trade size (Lots). Large trades get more weight. Otherwise trade sizes are ignored in the training process.
||Optimize ignoring phantom trades. Otherwise phantom trades are
treated as normal trades in the training process.
||Look for peaks in the parameter space, rather than hills.
||Generate individual OptimalF
factor files for all WFO cycles, instead of a single file for the whole
simulation. This can reduce the factor quality due to less trades, but
prevents backtest bias.
TrainCycle, setf, resf
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