Hi Optim;
Yes I am a Canuck. I have all my data starting from 08/95. I thought that if I upgraded to a GA program with 100 neurons, I would obtain better results, but if you have a confidence level in the 60's, well, I don't know, maybe I should be happy with what I have. My target stock, ICA in Vancouver, is at 35 cents today. My net says that if I traded with NS since 08/95, the start of my historical data, I would have 6 - 7 million dollars now. My problem with stocks that trade so low in price and volume, to sell all ICA, I would have to sell a lot of stock(ie:$7,000,000 divided by 35 cents)and the market could not absorbe the high volume. ICA's volume today was 1000 shares although typically it is in the 25000 plus range. I think NS is better suited for higher volume stocks. That is my guess. But if I can get NS to predict the market price up to 10 days in advance, the sky's the limit. The thing is that NS must prove itself. So time will tell. I thought that if I run 5 different nets with the same target stock but with different comparable stock or index "baskets", that would be a good test. I have analysed results so far and find that nets with lower run times all say to sell.
Regards,
Alan |