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Mike - important to know exactly WHAT did you feed the system ?
stochastics, trend definitions, etc, etc. ???
Results look good, but the sample size is a bit small.
Can you run it thru the S&P 500 - 1997 to 2001 ?
> -----Original Message-----
> From: MikeSuesserott@xxxxxxxxxxx [mailto:MikeSuesserott@xxxxxxxxxxx]
> Sent: Thursday, January 31, 2002 4:53 PM
> To: omega-list@xxxxxxxxxx; realtraders@xxxxxxxxxxxxxxx
> Subject: [RT] Neural Nets
>
>
> 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.
>
>
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