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[amibroker] Re: AB and Neural Networks [was: The Transcendental use of Data in Optimizations]



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At 11.50 13/02/03 +0000, you wrote:

>I'd like
>nothing better then to see for example the results of using NN's to
>trade NDX/QQQ.  Set it up to use whatever input data you want for as
>long as you want prior to 9/11/01 as train / test etc. data and when
>you are satisified with the results run it on out of sample for
>9/11/01 to current and post the results.

as I said, I'm an italian trader and, so, I've trained my network with 
italian data and what you're asking to me is exactly what I've done:
trained network with 70% of data available and, then, tested it with AB 
with the last 30%, with good result.
This week end I'm not free, but if you wait another week, I'll try to see 
what kind of permormance may I achieve with american stock exchange.

>As far as what this product wants in terms of file format, it's
>nothing more then a comma delimited file is it ?  Setting it up
>through NExpert is pretty simple.

try to use neural solution builder, not NExpert, because yes, a simple 
comma delimited ascii file is what you've to use, but you must pay a lot of 
attention in order not to commit any error: for example, strange caracters 
in the first line of the file, numbers in correct format, every line with 
all the inputs available, and so on. The first time I used neurosolutios I 
spend a lot of in time in order to understand why it was not working.
If you want, my neural plugin provides export() function, which export data 
in the correct manner: if you want it, write me.
When I'll have some free time, I'll write documentation about my plugin and 
so I could make it public available.

regards
Buttha


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