Changeset 9213 for branches/HeuristicLab.Problems.DataAnalysis.Trading

Timestamp:

02/08/13 21:57:33 (12 years ago)

Author:

gkronber

Message:

#1508: changed the ranges for buy/hold/sell signals (1/3, 1/3, 1/3)

File:

• branches/HeuristicLab.Problems.DataAnalysis.Trading/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/SymbolicTradingModel.cs (modified) (1 diff)

branches/HeuristicLab.Problems.DataAnalysis.Trading/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Symbolic/SymbolicTradingModel.cs

@@ -50 +50 @@
       ISymbolicExpressionTree tree = SymbolicExpressionTree;
       return from x in interpreter.GetSymbolicExpressionTreeValues(tree, dataset, rows)
-             select x > 0.5 ? 1.0 : x < 0.5 ? -1.0 : 0.0;
+             select x > 0.66 ? 1.0 : x < 0.33 ? -1.0 : 0.0;
     }
   }