|
PureBytes Links
Trading Reference Links
|
You Wrote:
***************************
This is where fuzzy logic has a serious advantage over NN.
The data prsentation , through fuzzy logic, is close to a case per case
study,
where the rules are different according to the indicators ( inputs) values.
Thsi could be seen, when using neurofuzzy logic, as a NN applied in a
different
manner according to the fuzzy logic membership defined by the indicator
values
themselves. In fact, it's more complicated , but you got the general idea.
A more clever desing than the classical NN approach where the same NN has to
cope with the various indicators configuration.
Predicting or not is not an issue. We consider that the neurofuzzy logic
rules
acts as a smart data filtering tool, with the minimum lag possible and the
best
signal to noise ratio. What is enough to build winning trading systems,
without
worrying about prediction issues.
Sincerely,
Pierre Orphelin
www.sirtrade.com
Tradestation 2000i, TradeStation 6 sales and support
Safir-X, neurofuzzy logic trading system builder
==>Special offer ends 12/24/2002.
********************************
Thank you for the theory Pierre,
Got any stats or rules you would care to share.
As a note: I'm still seeing the same thing I saw before. "I think - here's
an idea - I've heard"
Guys I'm not trying to knock anyone here. Please continue to put forth the
ideas. I just would like to see some hard cold statistical data.
Regards,
Michael
|