|
PureBytes Links
Trading Reference Links
|
I developed a DLL that is a fuzzy logic engine. It works off a truth
table of two independent variables. I really haven't perfected it
into a trading system, but rather as a FL test bed. My original
version was all in EasyLanguage code linked together via Global DLL.
It ran quite slow and the true DLL version was a major improvement.
I'm a bit reluctant to publish the code, but maybe in the future I
will share it with this group. FYI, Earle Cox book on Fuzzy Logic
Systems Engineering has all the info one needs to build a FL
controller or trading system.
While I'm at it let me add that Fuzzy Logic is not the Holy Grail.
It is a tool for combining a lot of disparate factors to arrive at an
answer. In other words you can intelligently add up a variety of
conflicting signals to yield a composite signal. In my case I was
looking at the rate of change of price peaks and the rate of change
of price valleys to generate a composite trading signal. I believe
it yielded good entry points (but exits stunk).
I got off on a tangent to optimize the truth table (25 variables).
Talk about over optimizing! Beautiful results until tested out of
sample.
Oh well, back to the books. I have a NASD Series 66 exam to study
for.
Marlowe
> Date: Tue, 16 Mar 1999 18:11:21 -0700
> From: "sptrader" <sptrader@xxxxxxxxxxxxx>
> To: "Tom Cathey" <K1JJ@xxxxxxxxxxxxx>, "Omega list" <omega-list@xxxxxxxxxx>
> Subject: Re: DDE LINK and Excell - fuzzies
> The DDE link is a TS option that is explained on page 235 of the Server
> manual-I paid an extra $100 in version 3.5 for it years ago and I don't know
> if it is "standard equipment" now or if you still have to pay extra for
> it-contact Omega. (works great with Excel)
> Steve
> -----Original Message-----
> From: Tom Cathey <K1JJ@xxxxxxxxxxxxx>
> To: Omega list <omega-list@xxxxxxxxxx>
> Date: Tuesday, March 16, 1999 3:31 AM
> Subject: DDE LINK and Excell - fuzzies
>
>
> >Hi Everyone -
> >
> >About 6 months ago someone mentioned a DDE Link that would interface TS to
> >Excell. Does anyone have that URL and/or person's Company?
> >
> >Also, I am looking at fuzzy logic software (not neural nets) that is
> Windows
> >based. I see a lot of software on the web available for use with Matlab. Is
> >this the way to go? Maybe this DDE will interface to Matlab. Matlab
> appears
> >to be the mathematical background for many fuzzy programs. May overload the
> >Pentium with all that running...
> >
> >I am looking for ideas on interfacing a fuzzy to TS. So far I think a TS
> DDE
> >link into Excel followed by an Ascii file into the fuzzy would do....dunno.
> >
> >I haven't come up with any fuzzy shareware or commercial stuff (reasonably
> >priced) that will do the job yet. Most is just Neural Net stuff.
> >
> >
> >Any ideas?
> >
> >Tom Cathey
> >
> >
> >BTW, Some have asked about why not do the five indicators in EL/TS as
> usual.
> >The reason is that EL is too specific and digital. I need a non-optimized,
> >interpretive system that thinks as I do with "analog" loose rules.
> >
>
>
|