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<p class=MsoNormal><span class=EmailStyle17><font size=2 color=navy face=Arial><span
style='font-size:10.0pt;mso-bidi-font-size:12.0pt;font-family:Arial'>Jeff<o:p></o:p></span></font></span></p>
<p class=MsoNormal><span class=EmailStyle17><font size=2 color=navy face=Arial><span
style='font-size:10.0pt;mso-bidi-font-size:12.0pt;font-family:Arial'><![if !supportEmptyParas]> <![endif]><o:p></o:p></span></font></span></p>
<p class=MsoNormal><span class=EmailStyle17><font size=2 color=navy face=Arial><span
style='font-size:10.0pt;mso-bidi-font-size:12.0pt;font-family:Arial'>Tried
Neural Networks several years ago and could never achieve any real practical
results.<span style="mso-spacerun: yes"> </span>I haven’t heard about
many neural network success stories, but if you find one, let me know.<o:p></o:p></span></font></span></p>
<p class=MsoNormal><span class=EmailStyle17><font size=2 color=navy face=Arial><span
style='font-size:10.0pt;mso-bidi-font-size:12.0pt;font-family:Arial'><![if !supportEmptyParas]> <![endif]><o:p></o:p></span></font></span></p>
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12.0pt;font-family:Arial'><span style='mso-element:field-begin'></span><span
style="mso-spacerun: yes"> </span>AUTOTEXTLIST \s "E-mail
Signature" <span style='mso-element:field-separator'></span></span></font></span><![endif]--><font
color=navy><span style='color:navy'>Guy</span></font><font color=navy><span
style='color:navy;mso-color-alt:windowtext'><o:p></o:p></span></font></p>
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<p class=MsoAutoSig><font size=3 color=navy face="Times New Roman"><span
style='font-size:12.0pt;color:navy'>Paranoia...you only have to be right once
to make it all worthwhile!</span></font><font color=navy><span
style='color:navy;mso-color-alt:windowtext'><o:p></o:p></span></font></p>
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class=EmailStyle17><font size=2 color=navy face=Arial><span style='font-size:
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<p class=MsoNormal style='margin-left:.5in'><font size=2 color=black
face=Tahoma><span style='font-size:10.0pt;font-family:Tahoma;color:black'>-----Original
Message-----<br>
<b><span style='font-weight:bold'>From:</span></b>
owner-metastock@xxxxxxxxxxxxx [mailto:owner-metastock@xxxxxxxxxxxxx]<b><span
style='font-weight:bold'>On Behalf Of </span></b>Jeffrey Huck<br>
<b><span style='font-weight:bold'>Sent:</span></b> Saturday, May 13, 2000 7:30
PM<br>
<b><span style='font-weight:bold'>To:</span></b> metastock@xxxxxxxxxxxxx<br>
<b><span style='font-weight:bold'>Subject:</span></b> Neural Networks</span></font></p>
<p class=MsoNormal style='margin-left:.5in'><font size=3 face="Times New Roman"><span
style='font-size:12.0pt'><![if !supportEmptyParas]> <![endif]><o:p></o:p></span></font></p>
<p class=MsoNormal style='margin-left:.5in'><font size=2 color=black
face=Arial><span style='font-size:10.0pt;font-family:Arial;color:black'>Would
anyone care to share some good references on neural network use in
predicting stock prices? Especially any specific applications. I'd
also be interested in anyone's personal experience in using ANN technology in
the market. From what I've read in introductory texts it almost sounds
too good to be true.</span></font><font color=black><span style='color:black;
mso-color-alt:windowtext'><o:p></o:p></span></font></p>
<p class=MsoNormal style='margin-left:.5in'><font size=3 color=black
face="Times New Roman"><span style='font-size:12.0pt;color:black'> </span></font><font
color=black><span style='color:black;mso-color-alt:windowtext'><o:p></o:p></span></font></p>
<p class=MsoNormal style='margin-left:.5in'><font size=2 color=black
face=Arial><span style='font-size:10.0pt;font-family:Arial;color:black'>Thanks</span></font><font
color=black><span style='color:black;mso-color-alt:windowtext'><o:p></o:p></span></font></p>
<p class=MsoNormal style='margin-left:.5in'><font size=2 color=black
face=Arial><span style='font-size:10.0pt;font-family:Arial;color:black'>Jeff</span></font><font
color=black><span style='color:black;mso-color-alt:windowtext'><o:p></o:p></span></font></p>
<p class=MsoNormal style='margin-left:.5in'><font size=2 color=black
face=Arial><span style='font-size:10.0pt;font-family:Arial;color:black'><a
href="mailto:jhuck@xxxxxxxxxxxxxxxxxxx";>jhuck@xxxxxxxxxxxxxxxxxxx</a></span></font><font
color=black><span style='color:black;mso-color-alt:windowtext'><o:p></o:p></span></font></p>
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</x-html>From ???@??? Sun May 14 17:16:17 2000
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From: "Jeff Ledermann" <j.ledermann@xxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Subject: Nov. Beans Seasonal Trade
Date: Sun, 14 May 2000 19:59:49 +1000
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Status:
List,
Anyone giving the Nov. Soybean seasonal trade described in
Feb. 2000 TASC a go this year?
My backtesting seems to confirm the authors analysis.
I tested it on the 89-99 contracts and got 8 wins v. 2 losses.
Avg. win = 60pts
Largest win = 95pts
Largest loss = 66pts
Largest winning drawdown = 45pts
The drawdown figure implies a $2500 money management stop
is required.
My system test code is appended if anyone is interested.
For general amusement I'll let the list know how it goes this year.
Jeff.
===========================================================
Enter Short
-----------------
InSeason:=(DayOfMonth()>=15 AND Month()=5) OR Month()=6 OR Month()=7;
ShortEntry:=InSeason AND (Ref(L,-1)<=Ref(LLV(L,16),-2)-1.5);
ShortEntry
Exit Short
---------------
InSeason:=(DayOfMonth()>=15 AND Month()=5) OR Month()=6 OR Month()=7;
ShortEntry:=InSeason AND (Ref(L,-1)<=Ref(LLV(L,16),-2)-1.5);
{DEFINE ENTRY PRICE, WITH EXIT BEING -ENTRY PRICE AND NO TRADE BEING 0}
TrailingStop:=Ref(HHV(HIGH,11),-1)+0.25;
EntryPrice:= If(PREV <= 0,
{Trade entered today?}
If(ShortEntry, OPEN, 0),
{Trade entered before today. Stopped today?}
If(DayOfMonth()>=13 AND Month()>=8,-PREV,
If(ValueWhen(1,PREV=0,OPEN) > TrailingStop,
If(HIGH >= TrailingStop,-PREV,PREV),
If(HIGH >= ValueWhen(1,PREV=0,Ref(HHV(HIGH,5),-1)+0.25),-PREV,PREV))));
{EXIT IF ENTRY PRICE < 0 (MEANING EXIT)}
EntryPrice < 0
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