|
PureBytes Links
Trading Reference Links
|
Mike,
Congrats on making progress with Neural Nets.
How many inputs are you using and what are they?
Neal
----- Original Message -----
From: <MikeSuesserott@xxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>; <realtraders@xxxxxxxxxxxxxxx>
Sent: Thursday, January 31, 2002 2:53 PM
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.
>
>
> 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/
>
>
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Access Your PC from Anywhere
Full setup in 2 minutes! - Free Download
http://us.click.yahoo.com/wBUyOD/vakDAA/cosFAA/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/
|