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An interesting ref was at<A
href="">http://groups.yahoo.com/group/amibroker/message/33830thanks
to jnk1997 research.Lieutenant Jason Kutsurelis thesis gives many details
about the 5-year training period.He does not mention how long was the tested
period AFTER the NN training.If NN is to approximate the past, then there
are simpler methods.I have an excellent oscillator since Jan2000. It
touches gently the edges of its horizontal channel, when the main N100 changes
occur.Sometimes anticipating and, in general, with insignificant lag.It
gives nice 6/6/0 results with a simple up/down level system.Does any body
know the future behavior of this fine oscillator ?Certainly no !!We may
only hope to see a repetition, statistics is on our side.2 years later,
another statistical project will explain, AFTER THE REAL FACTS, if the
oscillator was good or not.We are in the wild world of real trading, not in
a university classroom.
Dimitris Tsokakis
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