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Strategies & Market Trends : Neural Nets - A tool for the 90's
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To: J. Salbans who wrote (31)1/1/1998 12:53:00 PM
From: Optim  Read Replies (1) of 871
 
>One quality I am interested in is the potential for having a
>system which could give not only buy and sell signals, but
>could also estimate error boundries such that one could have
>information on the estimated "range" of profit at a given point.

You could try forecasting the daily, 2 or 3 day period, or weekly price range. For example, you could set up a strategy that would only take a trade when the 1 day % change in close is above 1% and the daily range is above 2% of the share price. That way you have the trend (positive) and a completely separate net predicting your daily range (simple version of your profit potential). This would allow you only to trade the larger, more profitable moves. I am going to try incorporating such a prediction in my systems. I find many of the nets I've used get the direction of a move correct, but not the actual magnitude of the move.

Thanks for the idea! I'll let you know how it fairs.

Optim
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