Warrior_EA/System/FeatureScale.mqh

18 lines
895 B
MQL5

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