TrainMode

Training method; affects the way how parameters and factors are generated in the training process. The following flags can be set :

Range:

TRADES Optimize taking in account the trade size (Lots). Large trades get more weight. Otherwise trade sizes are ignored in the training process.
PHANTOM Optimize ignoring phantom trades. Otherwise phantom trades are treated as normal trades in the training process.
PEAK Look for peaks in the parameter space, rather than hills.
ALLCYCLES 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.

Type:

int

Example:

setf(TrainMode,TRADES+PEAK);

See also:

mode, optimize, OptimalF, TrainCycle, setf, resf
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