|
PureBytes Links
Trading Reference Links
|
Dans un courrier daté du 12/03/99 19:04:03 Heure d7iver Pari3 Madrid,
K1JJ@xxxxxxxxxxxxx a écrit :
> Yo Trading Bros:
>
> I wonder if anyone has had experiences investigating RealTime neural
> network programs interfaced to TS... like Jeffrey Katzs' N-Train or
> others?
>
This is what I have done before going into our own AI product development
tools.
Most of the tools availabel at this time were able to do curvefitting, but
often poorly performedon unseen data.
I bought all of what availble at this time ( and interfaced with TS) ie:
Neuroshell2 , Ntrain, MAST, Braincel
More , all trained on the RMSE error that is not related to the preformance of
the system.
Then we deleloped a GA software (trained on NN, ScoreCards and rule base).The
product (Galvano) has been discontinued due to personal problems, not because
it was not working.
We finally opted for neurofuzzy logic, for the reason that it is the closest
technique to human way of thinking.
The current development is the result of 4 years of work.
We have made all the painful task automated ( building trainng testing from a
click of the mouse), because the more you focus on settings of the AI
software, the more you spend your time to waste it for nothing.
Computers may help to develop trading system ,in the sense that they must work
for you, unlike classical NN do.
The operation sequence that takes 1 min with Safir could take hours if you use
Ntrain, because you have to go back to TS very time that you want to test a
solution.
We think that since 1994 we have pionnered this kind of automated analysis (
at least on a commercial basis).
Currently, you have three AI software that act like this:
Safir-X ( self optimized neurofuzy logic)
Ward's Neuroshell Trader (neural nets)
Biocomp Profit (neural nets + GA)
At least , you can try ours for free
> I'm looking to take five (well working) personal, day trading S&P 500
> indicators and hopefully integrate them into one "master" indicator.
> Reason: mentally integrating them during the day is very taxing.
>
This is exactly the Safir-X neurofuzzy approach.
It's perfectly integrated (DLL's) with TradeStation realtime or EOD, and
allows retraining in TS, realtime or EOD
I believe that Neuroshell Trader is a daily software as well as Biocomp ( not
sure).
They are certainly worth to have a look, as they rely on this modern concept
of specialized AI software.
> I'm looking for software opinions of what works well with TS in Real time
> ???
>
> I've used Neurals before and realize they are optimized mush, but figure
> it's GIGO...and maybe by training on some WORKING indicators it will be
> different this time. <g> Or perhaps I'm better off just mentally
> integrating them as I do now.
>
AI is GIGO if:
- you do not make learn the Ai structure on a target performance summary field
- if overfitting takes place too much ( often a structire and training method
problem).
> Tom Cathey
>
Pierre Orphelin
www.sirtrade.com
Disclaimer: No affiliation with Ward systems or Biocomp.
Just a satisfied competitor.
|