Using TradeStation to collect predictions from multiple AI models

I have met dozens of excellent data scientists and worked with them in teams. The main difficulty I encountered, which I can understand, is that they are often very protective of their know-how and reluctantly share it with their colleagues. So, I found it very useful to allow each of them to work independently while following common guidelines, such as the number of volatility classes and the .txt output of the model. I then used TradeStation to gather and process the forecasts from the different models to calculate a prediction score according to Figure 10.13:

Figure 10.13 – Pipeline to calculate prediction score

Let’s see how to perform the process described in Figure 10.13 by looking at the following EasyLanguage code:

var:Score(0);
value1=Multiple_Volatility_Predictions;
value2=Multiple_Volatility_Predictions1;
value3=Multiple_Volatility_Predictions2;
score = ((value1...