|
PureBytes Links
Trading Reference Links
|
Have been playing around a little with a neat present I had bought for
myself last Christmas - Neuroshell Daytrader (www.neuroshell.com). Here are
the results of one system that came up in testing. As you will see from the
attached chart, neural nets are by no means perfect, but it looks like they
can make money for you.
This very crude QQQ system is based on 30-min. data starting Jan. 2001. It
doesn't use stops and is always in the market. The net was trained on data
up to Oct. 9, 2001, then tested on out-of-sample data from Oct. 10 through
Oct. 24. Following that, it was retrained using the additional two weeks of
data up to Oct. 24, and applied on the out-of-sample data from Oct. 25
through Nov. 7. In this manner, a series of 2-week-long walk-forward tests
on out-of-sample data was produced, with the net being retrained every two
weeks the way it would have been done in real trading, too.
In spite of some whipsaw, the system proves quite profitable with an
annualized return of 193.9% (statistics attached). While I still reserve
judgment on the general value and applicability for my trading, I must say
the results of testing so far look promising.
Best regards,
Michael Suesserott
Disclaimer: I have no connections with Ward Systems except as a customer.
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Get your FREE credit report with a FREE CreditCheck
Monitoring Service trial
http://us.click.yahoo.com/ACHqaB/bQ8CAA/ySSFAA/zMEolB/TM
---------------------------------------------------------------------~->
To unsubscribe from this group, send an email to:
realtraders-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
Attachment:
Description: "stats.gif"
Attachment:
Description: "Neuroshell.gif"
|