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RE: [amibroker] to buy and sell?



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DT:

Some use NN quite successfully in real time.  One example (hope it comes through) is shown below in which equity increased by a factor of 3 in a year or so.  The software is one of the standard packages but I don't recall which one.  Charts are at the MSN Group "MaxProfit."  As with any NN, this is not a canned output and requires quite a bit of work to get a profitable, stable model.  But it can be done.

Bill


  ----- Original Message ----- 
  From: DIMITRIS TSOKAKIS 
  To: amibroker@xxxxxxxxxxxxxxx 
  Sent: Saturday, September 04, 2004 3:38 AM
  Subject: [amibroker] Re: Neural Netowrks in AmiBroker


  I have tried some [most promissing] NN in the past.
  My test was quite simple : I ran the algorithm for a 1000-bar famous 
  stock and saved the result. Then, 10 min later, I ran the same test 
  on the same stock. The new result was quite different ["quite" means 
  a "Sell" instead of "Buy"]. I repeated 2-3 more times the test. I 
  also noticed differences in the NN training series. I carefully 
  copied my tests and sent them to the NN company with my Best Regards. 
  I still wait for their reply. I am patient enough but, I am afraid 
  they will not send any kind of reply. Then I sent a suggestion for 
  their own use. Instead of running 100 individual NNs for the 100 N100 
  stocks [and enjoying, perhaps, the perfect 50%-50%], it would be 
  better to run a composite StochD for the whole N100 market. It was 
  the day of a bearish MeanStochD divergence and, my NN-less prediction 
  was the beginning of a [new] downtrend. They didnt make any comment. 
  I suppose they make money selling NNs. I also suppose they trade the 
  MeanStochD divergences. But, I have not received any kind of 
  confirmation for these thoughts. The [absolute] silence of these NN 
  vendors is, perhaps, the best way to communicate in the 21st century.
  Dimitris
  PS : If anybody knows an NN which give the same output for 10 tests 
  on the same 1000-bar data series, please let me know...
  If you also know any NN software "understanding" the directionality 
  of the market, please respond.

  --- In amibroker@xxxxxxxxxxxxxxx, Yuki Taga <yukitaga@xxxx> wrote:
  > I'm afraid I have to agree about the worthlessness of NN.  Here in
  > Japan, with *very* powerful computers, people have attempted to use
  > NNs to extract money from the stock market.  The market has 
  extracted
  > money from them instead.  Mostly, the effort here has been abandoned
  > until sometime in the future when there is some kind of fundamental
  > change in computing power.  Other than that, there are the usual
  > collection of hustlers selling black boxes that are just about
  > guaranteed to be next to worthless.
  > 
  > The idea that these programs can "learn" in any real sense is simply
  > not true. Not in any real sense, and not compared to even how
  > chimpanzees learn, let alone human beings.  The state of computing
  > does not appear to be anywhere near this realm yet.  Maybe in 
  another
  > (human) generation or more.
  > 
  > Yuki
  > 
  > Sunday, September 5, 2004, 10:32:07 AM, you wrote:
  > 
  > m> I also vote NO on Neural Networks.  The Neural network you were
  > m> born with is thousands of times better than any digital Neural
  > m> network can ever be.  We simply fail to use it as well as 
  Einstein
  > m> used his.  Ron D   ----- Original Message -----    From:
  > m> Michael.S.G.    To: amibroker@xxxxxxxxxxxxxxx    Sent: Friday,
  > m> September 03, 2004 6:52 PM   Subject: RE: [amibroker] Re: Neural
  > m> Netowrks in AmiBroker




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