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

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To: Optim who wrote (70)4/8/1998 11:25:00 PM
From: tulsainvest001  Read Replies (1) of 871
 
Thanks for the info on NS Trader V1.4...it looks like a definite improvement (those dialogs always bugged me as well).

I am training a new model in the background as I type this; so far it looks promising. I don't get enough trading off the BA model so I'm also working on QCOM and SLB. I did notice on my first attempt at QCOM that the prediction "train 1 yr return" column was much higher than the "train 1 yr eval" which could indicate overtraining (???). Maybe this will be clearer in V1.4. Some of the tutorials seem to indicate that it is especially good if the eval %return is better than the train %return, don't know if that means the inverse as well(eval %return << train %return = bad).

Do you know how the training works when you add a new stock to a chart? It looks like it is retraining but is it training the same inputs on each charts data and keeping a separate prediction for each or making one net which is applied to each stock?

I got a sell signal on BA today, which represents a full long
(paper) trade after training (working on new data):

buy - 50.50 (3/30)
sell - 55.625

I also abandoned the volume-weighted moving averages in favor of the Bollinger Bands %B and Width (less tweaking) and VIX (cboe volatility index). It look like an improvement, although time will tell.

Good luck with the Newbridge Net' Net...it sure looks rocky enough for some good patterns...and you have to love those volume spikes ;-)
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