- ago
Good Morning fellows.

I am trying to find out why my NN-based strategy did not send the order to open a position that actually appears in the simulated model. Instead, after a few bars it sent the Sell to close order.

The rules are very basic: opening Limit orders when NN indicator is above a cutoff, closing when close price is below an MA.

I reviewed the NN and there is no indicator picking into the future. Bar Shift 0 means precious bar. Wright? I mean: does it refers to the normal last closed bar as any indicator? or perhaps it refers to the "next bar"?

I am trying to identify what could possibly happened

Any insight is very welcome. Thank you!
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Glitch8
 ( 10.58% )
- ago
#1
Bar Shift for Inputs allows you to base the input data on some PREVIOUS bars' values. So, if your input is RSI(20) and you use Bar Shift 5, the input data for the analysis bar will be the RSI(20) of 5 bars ago.

It should have no impact on whether or not you get signals. It's very difficult to make a guess without seeing your Strategy and setup.
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