10-31-2018, 01:05 PM
Hi xm33,
I really looked at your link for a long time, but I did not find the solution of the issue. People are talking about it, but I don't know what to do.
I do think the solution is in a modification in the following code :
// sell only if the price is higher than the buying price or if the price drops below the threshold
// a hodle_threshold of 1 will always sell when the NN predicts a drop of the price. play with it!
let signalSell = candle.close > this.prevPrice || candle.close < (this.prevPrice * this.hodle_threshold);
let signal = meanp < currentPrice;
if ('buy' !== this.prevAction && signal === false && meanAlpha > this.settings.threshold_buy) {
// log.debug("Buy - Predicted variation: ",meanAlpha);
return this.advice('long');
} else if ('sell' !== this.prevAction && signal === true && meanAlpha < this.settings.threshold_sell && signalSell) {
// log.debug("Sell - Predicted variation: ",meanAlpha);
return this.advice('short');
}
I really looked at your link for a long time, but I did not find the solution of the issue. People are talking about it, but I don't know what to do.
I do think the solution is in a modification in the following code :
// sell only if the price is higher than the buying price or if the price drops below the threshold
// a hodle_threshold of 1 will always sell when the NN predicts a drop of the price. play with it!
let signalSell = candle.close > this.prevPrice || candle.close < (this.prevPrice * this.hodle_threshold);
let signal = meanp < currentPrice;
if ('buy' !== this.prevAction && signal === false && meanAlpha > this.settings.threshold_buy) {
// log.debug("Buy - Predicted variation: ",meanAlpha);
return this.advice('long');
} else if ('sell' !== this.prevAction && signal === true && meanAlpha < this.settings.threshold_sell && signalSell) {
// log.debug("Sell - Predicted variation: ",meanAlpha);
return this.advice('short');
}