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Would appreciate comments, opinions, criticisms, personal stories on any one or all of the following:
1) For those who have used neural nets that are integrated into trade station: To what percent does the use of a neural network improve the net profit of a trading system above and beyond that which you can obtain from a reasonably well designed system in EL which has been optimized and cross validated on a data set other than the system development data set?
2) Does the N_train software, or other neural net software, have problems which cause ts4 to crash when you run the net and its accompanying dll on real time data for inta-day day trading?
3) How do you get from a neural net to an empirically derived set of rules and a trading system that is useful in day trading?
4) What empirical data exist to show that neural net software added to
ts4 actually produces improved bottom line day trading above and beyond what you can accomplish in EL code and existing ts4 (or ts 2000i) capabilities?
5) Are the hassles of data organization, pre-processing and massaging with neural nets worth it?
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