PureBytes Links
Trading Reference Links
|
<x-html><!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
<HTML><HEAD>
<META content=text/html;charset=iso-8859-1 http-equiv=Content-Type>
<META content="MSHTML 5.00.2314.1000" name=GENERATOR></HEAD>
<BODY bgColor=#ffffff>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=906481610-22012000>Brian,</SPAN></FONT></DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=906481610-22012000></SPAN></FONT> </DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=906481610-22012000>Interesting charts and out-of-sample stats...Perhaps
you could give us a feel for</SPAN></FONT><FONT color=#0000ff face=Arial
size=2><SPAN class=906481610-22012000> what your networks
predict.</SPAN></FONT></DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=906481610-22012000></SPAN></FONT> </DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN class=906481610-22012000>I see
you use Bio-comp Profit. Do you like it?</SPAN></FONT></DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=906481610-22012000></SPAN></FONT> </DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN class=906481610-22012000>And,
how do you feel about trading this model...how will you know when it (they) no
longer works and should not be traded?</SPAN></FONT></DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=906481610-22012000></SPAN></FONT> </DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=906481610-22012000>Regards,</SPAN></FONT></DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=906481610-22012000></SPAN></FONT> </DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=906481610-22012000>Robert</SPAN></FONT></DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=906481610-22012000></SPAN></FONT> </DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=906481610-22012000></SPAN></FONT> </DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=906481610-22012000></SPAN></FONT> </DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=906481610-22012000></SPAN></FONT> </DIV>
<BLOCKQUOTE style="MARGIN-RIGHT: 0px">
<DIV align=left class=OutlookMessageHeader dir=ltr><FONT face=Tahoma
size=2>-----Original Message-----<BR><B>From:</B> listmanager@xxxxxxxxxxxxxxx
[mailto:listmanager@xxxxxxxxxxxxxxx]<B>On Behalf Of
</B>Mindspring<BR><B>Sent:</B> 22 January 2000 03:43<BR><B>To:</B>
realtraders@xxxxxxxxxxxxxxx<BR><B>Subject:</B> [RT] SP 500 Neural Network
Prediction Charts<BR><BR></DIV></FONT>
<DIV>
<P>Below are the charts referenced in my previous two neural network posts.
The file names are self-explanatory. The highlighted areas at the bottom of
the "closed trades" files show the closed profit (loss) in column 3 since the
models were developed. It does not show the models open equity. The last
column in those two files shows each model’s respective cumulative equity
since the out-of-sample trading began 4-1-1999. Brian
Lee</P>
<P>The Best Single Model is not optimized in anyway nor is any other single
model in the five (5) model voting group. The System Model was optimized on a
4-day voting moving average of a correct prediction of the five (5) individual
models on the date of development. </P><B><U><FONT color=#ff0000>
<P>System Model Charts</P></B></U></FONT><FONT size=2>
<P></FONT><A
href="http://www.mindspring.com/~blee7/SP500_Best_Single_Model_Chart.gif"><FONT
size=3>http://www.mindspring.com/~blee7/SP500_System_Model_Chart.gif</FONT></A></P><FONT
size=2>
<P></FONT><A
href="http://www.mindspring.com/~blee7/SP500_Best_Single_Model_Recent_Trades.gif"><FONT
size=3>http://www.mindspring.com/~blee7/SP500_System_Model_Recent_Closed_Trades.gif</FONT></A></P><FONT
size=2>
<P></FONT><A
href="http://www.mindspring.com/~blee7/SP500_Best_Single_Model_Stats.gif"><FONT
size=3>http://www.mindspring.com/~blee7/SP500_System_Model_Stats.gif</FONT></A></P><B><U><FONT
color=#ff0000>
<P>Best Single Model Charts</P></B></U></FONT><FONT size=2>
<P></FONT><A
href="http://www.mindspring.com/~blee7/SP500_Best_Single_Model_Chart.gif"><FONT
size=3>http://www.mindspring.com/~blee7/SP500_Best_Single_Model_Chart.gif</FONT></A></P><FONT
size=2>
<P></FONT><A
href="http://www.mindspring.com/~blee7/SP500_Best_Single_Model_Recent_Closed_Trades.gif"><FONT
size=3>http://www.mindspring.com/~blee7/SP500_Best_Single_Model_Recent_Closed_Trades.gif</FONT></A></P><FONT
size=2>
<P></FONT><A
href="http://www.mindspring.com/~blee7/SP500_Best_Single_Model_Stats.gif"><FONT
size=3>http://www.mindspring.com/~blee7/SP500_Best_Single_Model_Stats.gif</FONT></A></P>
<P> </P>
<P> </P>
<P> </P>
<P> </P></DIV></BLOCKQUOTE></BODY></HTML>
</x-html>From ???@??? Sat Jan 22 07:39:31 2000
Return-Path: <listmanager@xxxxxxxxxxxxxxx>
Received: from mail.thetrellis.net ([208.179.56.11])
by purebytes.com (8.8.7/8.8.7) with SMTP id FAA00760
for <neal@xxxxxxxxxxxxx>; Sat, 22 Jan 2000 05:39:16 -0800
Received: from REALTRADERS.COM
([208.179.56.198])
by mail.thetrellis.net; Sat, 22 Jan 2000 04:33:44 -0800
Received: from mtiwmhc01.worldnet.att.net by realtraders.com
with SMTP (MDaemon.v2.8.5.0.R)
for <realtraders@xxxxxxxxxxxxxxx>; Sat, 22 Jan 2000 04:28:09 +0000
Received: from worldnet.att.net ([12.75.130.11])
by mtiwmhc01.worldnet.att.net (InterMail v03.02.07.07 118-134)
with ESMTP id <20000122123030.REFO5516@xxxxxxxxxxxxxxxx>;
Sat, 22 Jan 2000 12:30:30 +0000
Message-ID: <3889A2E2.872DC363@xxxxxxxxxxxxxxxx>
Date: Sat, 22 Jan 2000 06:30:26 -0600
From: Bob Hunt <RHunt.066@xxxxxxxxxxxxxxxx>
X-Mailer: Mozilla 4.7 [en] (Win98; I)
X-Accept-Language: en
MIME-Version: 1.0
To: <realtraders@xxxxxxxxxxxxxxx>
CC: "<realtraders@xxxxxxxxxxxxxxx> RTList" <realtraders@xxxxxxxxxxxxxxx>
Subject: [RT] Re: 20 year commodity charts
References: <001501bf6489$33f5b0e0$c531bccc@xxxxxxx>
Content-Type: text/plain; charset=us-ascii
Content-Transfer-Encoding: 7bit
X-MDaemon-Deliver-To: realtraders@xxxxxxxxxxxxxxx
X-Return-Path: RHunt.066@xxxxxxxxxxxxxxxx
Sender: listmanager@xxxxxxxxxxxxxxx
X-MDMailing-List: realtraders@xxxxxxxxxxxxxxx
X-MDSend-Notifications-To: listmanager@xxxxxxxxxxxxxxx
Reply-To: RHunt.066@xxxxxxxxxxxxxxxx
Status:
You can find some interesting longer term commodity chart studies at
http://www.chartingyourfutures.com/historicworksheet.htm
Bob Hunt
THE PATTERN TRAPPER
Web Site: http://home.att.net/~rhunt.066
--------------------------------------------------------------
> Steve Karnish wrote:
>
> List,
>
> Can anyone help me find twenty year charts of the futures contracts
> (grains, softs, meats, etc.)?
>
> Steve Karnish
> Cedar Creek Trading
> http://www.cedarcreektrading.com
|