"Windowing Operator"

VikasVikas MemberPosts:12Contributor II
edited May 2019 inHelp
大家好!

Can any one guide me about Windowing operator ,when we can use this and how can we decide the size of window?

Thanks
Vikas:(
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Answers

  • fxtrader2011fxtrader2011 MemberPosts:2Contributor I
    I have problems with using the "Windowing" , "Sliding Window Validation" and "Forecast Performance" Operators.

    The PredictionTrendAccuracy is much too high.

    This is the XML Code for generating the Prediction.

    The PredictionTrendAccuracy is always >0.8 and I think this is too high.

    Almost every Trade would be a success. Which parameter or Settings have to be changed that the Results will be more realistic ?

    I used the labeled Data from "Apply Model (2)" to test in a Java-Program the Prediction with a simulated Spread of 4 Pips per Trade to verify the Prediction Results from the Testing Data. The Results are not realistic.


























































    < portSpacing端口= " source_model”间隔= " 0 " / >























































  • haddockhaddock MemberPosts:849Maven
  • fxtrader2011fxtrader2011 MemberPosts:2Contributor I
    thank you for your fast answer, but my problem is, that the Prediction is too good.

    Is there any error in the XML-Process-Code, which could lead to unrealistic results ?

    The prediction is too perfect.

    e.g. that the horizon parameter has to be set to 0, or something else ....

    I think there is a error in the Preprocessing for the Learner, not the learner-configuration ...
  • fritmorefritmore MemberPosts:90Maven
    hi fxtrader2011
    the problem maybe your data.
    你能把csv?
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