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Bilo:
You said: "on top of that rule based system can be improved by 50-100% if utilizing
even simple FL with the right approach."
Another one of your intriguing statements! This has led me to start educating
myself on the wonderful world of fuzzy logic. Care to expand on what you consider
"the right approach" ??
Thanks,
David R
> -----Original Message-----
> From: Bilo Selhi [mailto:biloselhi@xxxxxxxxxxx]
> Sent: Tuesday, May 29, 2001 7:06 PM
> To: Omega List
> Subject: Re: ??? developing or purchasing a system
>
>
> i tried my best.
> what i tried to relate to the list is that it
> not the technique or the complexity of it that matters
> it's the approach or the concept that does.
> a bad concept ( generalizing here no offence )
> can not be saved by a
> complex technique and a sound concept
> can be supplemented well by it.
> fuzzy logic is just a simple technique that
> can supplement a good concept if you have it.
> there is no need to get overly sophisticated at
> the technique if one does not have sound concepts :-)
> that's all i have to say.
> bilo.
> ps. i would be happy to check out the new safir
> although my heart tells me that i would rather
> have a generic FL toolbox for Tradestation :-)
>
> ----- Original Message -----
> From: "pierre.orphelin" <pierre.orphelin@xxxxxxxxxxxxxx>
> To: "Omega List" <omega-list@xxxxxxxxxx>
> Sent: Tuesday, May 29, 2001 9:03 PM
> Subject: RE: ??? developing or purchasing a system
>
>
> > I may understand your position, but the way we go is the opposite.
> > We do not believe that such a simple tool will be of practical interest
> > theoretical: yes) fuzzy logic approach needs some fine tuning, what we do
> > in the Safir-X software.
> > Coding a FL toolbox for TS is going back 5 years for us, and more, we use
> > neurofuzzy logic, not fuzzy logic alone, for various reasons , among them
> > generalization and stability.
> >
> > Adding a FL toolbox to TS will bring more complexity to system
> development,
> > if you want to mix this with pure EL code.
> > I do not want to speak of the development and trial and error testing
> time,
> > we speak days or weeks, not minutes, like it is the case with the
> > standalone application.
> >
> > If I had to demonstrate the validity of the approach, I would certainly
> not
> > propose such a tool, because our experience showed ( with the early
> version,
> > 5 years ago) that this kind of approach was time consuming and
> discouraging
> > for the end user.
> > Rather post realtime result, what I will do next month.
> >
> > The way we go is to the other side , with even more complex software that
> > will automate the full process of not only setting buy sell neurofuzzy
> > rules, but also decide if you use stop or limit orders, add or decrease
> the
> > number of contracts, go flat, all of this being done with neurofuzzy
> rules,
> > 100 % automated research and multi criterion training, all of this with
> > portfolio capabilities.
> >
> > This will be the next Safir-X Professional version scheduled for Q4 2001,
> > targeted to institutional ( price will be too).
> >
> > Then you may understand why we do not have any interest to code a FL DLL
> for
> > TS, a matter of time, of intellectual interest( that I would have had 6
> > years ago), and frankly the neat impression that we are doing what should
> be
> > done in the neurofuzzy approach for trading systems development, even if
> we
> > are not the best of the best ( we are not).
> >
> > Thisis the reason why we cannot do this now, and do not want to support a
> > technique that is difficult to use without the help of a specialized
> > software, what a TS DLL is not.
> >
> > Sincerely,
> >
> > Pierre Orphelin
> > www.sirtrade.com
> > TradeStation Technologies representative in France
> >
> >
> >
> >
> > > -----Message d'origine-----
> > > De : Bilo Selhi [mailto:biloselhi@xxxxxxxxxxx]
> > > Envoyé : mardi 29 mai 2001 21:38
> > > À : pierre.orphelin@xxxxxxxxxxxxxx; Omega List
> > > Objet : Re: ??? developing or purchasing a system
> > >
> > >
> > > actually Pierre,
> > > the best thing you can probably do for all of us on the list
> > > since you are the expert in FL field
> > > is to code a generic FL dll implemented toolbox.
> > > it has to be purely generic ie. simplified functions
> > > such as normalize, fuzzify, infer, defuzzify and that's about it...
> > > this would greatly improve the rule based only TS approach...
> > > why not do that and capitalize on that instead of getting
> > > into real complex stuff that only a handful will buy???
> > > you can pick up the Earl Cox book ( i can mail you one if you want )
> > > at amazon it has most of the code you need on the CD in there.
> > > simplify it, compile it into a DLL and dump it on the market
> > > for $300 bucks or something like that... many will thank you
> > > for that i am sure.
> > > on top of that rule based system can be improved by 50-100%
> > > if utilizing even simple FL with the right approach.
> > > if you get the dll done i can demonstrate the right approach to
> > > you and to the list...
> > > i hope you understand.
> > > bilo.
> > >
> > > ----- Original Message -----
> > > From: "pierre.orphelin" <pierre.orphelin@xxxxxxxxxxxxxx>
> > > To: "Omega List" <omega-list@xxxxxxxxxx>
> > > Sent: Tuesday, May 29, 2001 2:06 PM
> > > Subject: RE: ??? developing or purchasing a system
> > >
> > >
> > > > Could you explain ?
> > > >
> > > > Pierre Orphelin
> > > > www.sirtrade.com
> > > > TradeStation Technologies representative in France
> > > >
> > > >
> > > > > -----Message d'origine-----
> > > > > De : Mark Brown [mailto:markbrown@xxxxxxxxxxxxx]
> > > > > Envoyé : mardi 29 mai 2001 18:53
> > > > > À : Omega List
> > > > > Objet : ??? developing or purchasing a system
> > > > >
> > > > >
> > > > >
> > > > > ps i already warned them that anyone who was a vendor replying
> in
> > > > <============?????
> > > > > private was most likely a scammer who wanted to get into
> their
> > > > > pockets. so if your such a legitimate vendor, you won't mind
> answering
> > > > > and or responding in public i would think? of course watch
> out
> > > > > for anything fuzzy. be nice now i am..
> > > > >
> > > > >
> > > > > Have Great Day, Mark Brown
> > > > > orgies organized
> > > > > rebellions quailed
> > > > > bs 2000 support
> > > > > fuzzy stuff vacuumed <=================???????????
> > > > > wedding cakes
> > > > > planets aligned
> > > > > anything else to make a buck, almost.
> > > > >
> > > > >
> > > > >
> > > >
> > > >
> > >
> > >
> >
> >
>
>
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