forked from animatedread/Warrior_EA
18 lines
895 B
MQL5
18 lines
895 B
MQL5
//+------------------------------------------------------------------+
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//| FeatureScale.mqh |
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//| AnimateDread |
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//| |
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//| THE ONE SCALING FUNCTION FOR FEATURES WITH NO NATURAL RANGE. |
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//| v / (1 + |v|) is monotone, bounded to (-1, 1) and STATELESS: it |
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//| needs no training-set mean or variance, so there is nothing to |
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//| store in a model file, nothing to keep in step with it, and no |
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//| way for one fold's scale to leak into another. |
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//+------------------------------------------------------------------+
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#ifndef WARRIOR_FEATURESCALE_MQH
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#define WARRIOR_FEATURESCALE_MQH
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double FeatSquash(const double v)
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{
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return v / (1.0 + MathAbs(v));
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}
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#endif // WARRIOR_FEATURESCALE_MQH
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