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



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I'd be happy to see the results on MIBTel.

--- In amibroker@xxxxxxxxxxxxxxx, buttha <buttha_private@xxxx> wrote:
> 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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