Hi,
I created an NNPredictor indicator and use it in a strategy to buy when greater than a value. Heres the design surface:
Heres the resultant chart. The first entry is late, the second two, the entry is not triggered:
What am I missing?
I created an NNPredictor indicator and use it in a strategy to buy when greater than a value. Heres the design surface:
Heres the resultant chart. The first entry is late, the second two, the entry is not triggered:
What am I missing?
Rename
Those trades certainly became NSF Positions.
If you use 100% of Equity sizing, you need to also use some margin. Read about it in the Help Guide. Search for "100%" and look in the top topic Strategy Setting > Basis Price.
Instead of Margin you can also set Basis Price to the Open of the next bar in the Position Sizing settings, but that won't (can't) be used for live trading without a crystal ball.
If you use 100% of Equity sizing, you need to also use some margin. Read about it in the Help Guide. Search for "100%" and look in the top topic Strategy Setting > Basis Price.
Instead of Margin you can also set Basis Price to the Open of the next bar in the Position Sizing settings, but that won't (can't) be used for live trading without a crystal ball.
Add some margin to position sizing, like 1.1 to 1, or reduce position sizing to something like 90% instead of 100%.
@cone @glitch Thanks Id never fully understood that. Makes sense now.
Interesting NN, what were the inputs?
@Glitch It was RSI and a VIX proxy RWVF. Great for an entry signal but its not normalised so you cant run it across a number of stocks, it has to be retrained for each one. I assume something to do with the stock price.
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