A.I. SYSTEM PROGRESS REPORT
Tough week.
My first thought was that unexpected news was giving my system the flux. But, imo, it should be able to recover from that sort of thing in a day to two. So, painfully rejecting that idea, I searched for a shortcoming within the system itself.
The only thing I 'found,' is what I already knew. It has plenty of recent price action data to crunch; not so much going back a few or several days. If you recall, I recently implemented changes to give it this information, but it never chose to use the data and the implementation required a lot of computer resources. So I scrapped it, after all, the system was trading well.
(I could give my system any sort of data: moon phases, lotto numbers. It will try to find obvious and hidden correlations and use the data to generate signals. If it finds no correlations, it ignores the data. But I can't just throw the kitchen sink at it as each piece of information adds to its computational burden. But new data can't hurt its trading ability as long as it doesn't excessively bog down the computer.)
Anyway, I found a way to add older price history without adding great computational burden. I tried it out and the system liked the data. It used the data.
So now, it is generating a GDX signal for Monday. I will then use the previous model to also generate a signal for Monday for later comparison. Time permitting, I will go 'backwards in time' (proper backtesting) a few days to see how the new model would have performed where the previous model failed.
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