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----- Message d'origine -----
De : Dave Johnson <dsj000@xxxxxxxxxxxxxx>
À : Ian MacAuslan <imacauslan@xxxxxxx>; <omega-list@xxxxxxxxxx>
Envoyé : mardi 19 octobre 1999 07:18
Objet : Re: Neuro/Fuzzy Recommendation for TS?
> To my knowledge there is no intraday/real-time neural network software
> available.
>
Wrong.
Our software is 100% TradeStation compatible and available since 1997.
It works realtilme, with intraday data and may retrain during the market
> I have discussed this with the heads of both Ward Systems(Neuroshell Trader)
> and BioComp Systems. Ward Systems is intending to come out with an intraday
> (real-time??) version of Neuroshell Trader in the next few months, but I've
> heard no definitive dates.
>
Our definitive date was october 1997.
An other neurofuzzy product has been available before from us ( Sirene F) in 1996.
In 1994, we were offering a Genetic algorithm package for TS, including NNets,
scorecards and rule base genetically evolved ( Galvano series)
> A big issue for real-time application is the computational demands of the
> software--these programs require CPU power! I cannot imagine a legitimate
> real-time neural net add-in to TS 2000i without using a Cray. (Maybe for
> use ONLY with S&P futures--i.e. one symbol).
CPU power is required for training, not for running the prdictor.
Our neurofuzzy package runs a test on 1000 bars in less than 1 to 3 seconds in TradeStation
depending of the complexity of the fuzzy predictor.
When retraining realtime, calculations are also very fast ( we retrain on recent bars).
For a realtime use, we can run dozens of neurofuzzy predictors on a classical Pentium machine
When using it outside Tradetation, we achieve lightning speed.
See by yourself with the Safir-X evaluation version that runs hundreds of tests in less than 2 minutes with
the 4000 bars database allowed with this version
> If you have info about a real-time package, please post it. By real-time, I
> do not mean a generic neural net that "can be" fed data from a DDE link;
> that approach is so time consuming and inefficient that the value of the
> software is diminished. One needs a refined package, with data collection,
> indicators and the ability to perform intraday charting included, to be of
> much value.
>
Done!
This is what we do, of course ( no DDE).
The Safir-X Tradestation ( aka Sirtrade2000) version is written as DLL's called from EL
through user functions.
Sincerely,
-Pierre Orphelin
Neurofuzzy Logic tools for TradeStation
Free evaluation versions and competitive upgrades available
web: http://www.sirtrade.com
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