Maybe try the settings from the article?
In my code set the lot size equal to one. You consider the code as a template for experimenting with CatBoost.
Do the quantization, and only then apply the seed. Each seed is different.
Thanks, I am not sure I fully understand you. Quantization and seeding is prepared in one step when setting it in the CB_bat script, right?
Anyway during night some 200-300 seeds were generated with better results, also mqh files were generated. When I backtested during the training period the equity curve nicely picking up but when I test it during the test and exam period trades are rarely taken. Ma period was 96 so now I started again from the beginning. Switched to DJI30 (for a change) used period 8 and M2 and optimized the price and MA type only. This way much more than 15k trades are generated (I even reduced the length of the period as the XXXCB_Save_pred.csv file is around 1.3Gb and 1 training cycle is 13 minutes. I set the seed parameter fro 1 to 10000 with a step of 100 which gives around 100 model. I hope there will be some result after this.
I recommend that you first find the best way to quantize by going through the different options, and then go through the seed. Ideally, you should search for your own quantization settings for each predictor, and then combine the results. Perhaps I will write about this in the next article.
Thanks very much for sharing this great article and sample codes, while I have problem Running "_01_Train_All.bat" ,
scrrenshot as below:
Files in the folder:
could you please help to figure out where is the problem, or any step misconfigured?
very appreciated for your kindly support!
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