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[EquisMetaStock Group] Re: Rules Management for Trading System



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Hi MG Ferreira:
Do you receive my email for the results?
I found the error of the negative value for the weighting factor, As 
I observe each value under the following
formula

PC = 0.1
DR:=(C/Ref(C,-1)-1)*C;
P3:=DR*((T3>0)-(T3<0));
W3:=If(P3=0,PREV,W3+(P3*(1+PC)));

[29 Oct 1997]
W3 = 1669.51

[30 Oct 1997]
C = 9059.9; REF(C,-1) = 10498.2
DR = -1241.25 [OK]
T3 = -1 [OK]
P3 = 1241.25 [OK]
W3 = 2365.37 [ERROR]

[31 Oct 1997]
C = 10765.3; REF(C,-1) = 9059.9
DR = 2026.42 [OK]
T3 = -0.54499 [OK]
P3 = -2026.42 [OK]
W3 = -1229.06 [ERROR]

----------------------------------------------------------------------

On the other hands, if changing W3 to PREV, then
PC = 0.1
DR:=(C/Ref(C,-1)-1)*C;
P3:=DR*((T3>0)-(T3<0));
W3:=If(P3=0,PREV,PREV+(P3*(1+PC)));

[29 Oct 1997]
W3 = 28072.17

[30 Oct 1997]
C = 9059.9; REF(C,-1) = 10498.2
DR = -1241.25 [OK]
T3 = -1 [OK]
P3 = 1241.25 [OK]
W3 = 29437.54 [OK]

[31 Oct 1997]
C = 10765.3; REF(C,-1) = 9059.9
DR = 2026.42 [OK]
T3 = -0.54499 [OK]
P3 = -2026.42 [OK]
W3 = 27208.48 [OK]

The result looks completely different, and it seems to me, the
weighting factors are growing bigger and bigger. Do you have any idea 
on how to handle the weight in a huge amount? since the pently 
function will be less effective to affect the weight as it grows 
bigger and bigger. How do I know what the maximum level of weighting 
factors will be effective in assigning value for learning? such as
I don't think the pently function [-2026] will be effective, if the 
level of weight is 1,000,000,000.
Do you have any suggestion?
Thank you
Eric :>





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