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"David Powell" <dwpowell@xxxxxxxxxxxxx> asks:
>Is there a way in EL to write a file (ASCII) that will take the
>open/close gap out of intraday data so that it can be sent to a NN for
>training ? If you are a day trader you don't want the NN learning how
>to trade something you don't trade. I'd be willing to pay for help in
>this matter.
It's trivial to write data to a file from EL, and also trivial
to adjust that data somehow as you write it. The more interesting
question is: just what do you want to DO with those gaps?
Do you want to simply send the gaps themselves to the NN,
ignoring the rest of the data?
Do you want to start fresh each new day, write each day to its own file?
Do you want to add or subtract an offset to each price of a new day,
of such a value that its opening price matches yesterday's close?
Ditto the above, but multiplying each new price accordingly?
Your answer certainly depends on how you plan to trade, how much
history you want your system to look at, etc. Once you know how
you want to treat the gaps, I'm sure the EL code will write itself. :)
Jim
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