In the latest versions of neuro indicators, I began to use VIX3M, VIX6M, TOTALPC, VVIX as input layers. I bought DataExtensions specifically for this. But I noticed that the signals of strategies with these neuro indicators change retroactively. Maybe this is because this data is updated late? I launch the strategy monitor at EST 20:00
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I noticed this comment for the CBOE Provider in our code -
// don't request data for today, CBOE is always delayed one day
I doubt if that constraint is necessary, but I also have no idea if CBOE data for the current data is ready at 20:00.
For now, you can't get "today's" CBOE data until "tomorrow". You need to wait for 12:00am (at least).
I'll run some checks to try to discover when the data are available.
// don't request data for today, CBOE is always delayed one day
I doubt if that constraint is necessary, but I also have no idea if CBOE data for the current data is ready at 20:00.
For now, you can't get "today's" CBOE data until "tomorrow". You need to wait for 12:00am (at least).
I'll run some checks to try to discover when the data are available.
That is, when training a neural network, it is better to use a Bar Shift "-1" for CBOE data in order to receive relevant signals?
Better - who knows? Give it a try.
(or just run it in the morning with the update)
(or just run it in the morning with the update)
I use this for futures strategies, so I can't wait any longer.
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