Neural Nets - A tool for the 90's Message Board

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Strategies & Market Trends : Neural Nets - A tool for the 90's

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To: Optim who wrote ()	4/5/1998 10:37:00 PM
From: tulsainvest001	Read Replies (1) of 871

I am using Neuroshell Trader with a net fed by volume-weighted moving average envelopes, RSI, EMA (3/7/10),and the SPX+AIRDEF indexes to predict %increase in price at 5 days out. So far it seems to be giving resonable signals on BA but it has some wild predicted swings when I try to apply the model on CSCO or ORBI. I am paper-trading and playing with a separate copy of the model until it I reach a comfort-level for trading. So far I really enjoy using NS (I purchased it about 3 weeks ago) and it looks like a very useful way to manage my current indicators. My question is if anyone has any hints or guidelines for applying lagged copies of the indicators in the model. So far I am just blindly adding a 1,3,7 lagged version of each indicator. Any ideas here? Also, I am thinking of switching to Bollinger Bands from Vol-Wtd MA envelopes since I always have to "fiddle" with them for a good fit on recent price data. I am curious how helpful others have found volume data, after massaging in some indicator, in the prediction? It seems like this adds another dimension to price so I hate to abandon it, but so far I'm not sure how helpful it is. Maybe try adding a BB around volume?

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