Jay,
>The way it sets up my data files is confusing. In fact everything about it
>is confusing. "Inputs", "Outputs", I'm lost on this program.
Give it a chance. The data importing screen allows you to choose which columns in your data file are considered inputs, outputs or are to be ignored. The way I used this was to export all the values of my indicators (i.e. stochastics, moving average, etc.) into one big data file. Then I ignored the open, high, low and volume. I set the inputs to my exported TA indicators and the close. Then I set my last exported column to output, which was the 1 day percent change in the future (1 day change shifted back by a day).
I know that sounds confusing at first but once you do it a few times, it really becomes easy. The rest of it is a little more complicated, but it allows for *much* more flexibility in you predictions than Neurostock. You can choose to forward project an indicator, % change in price, fundamental values, etc.
There is however a learning curve. If you would like to learn how to design a trading system using all these new technologies (GA,NN,Statistics) I highly recommend the book Cybernetic Trading Strategies from Ruggiero and Associtates. It gives you a brief explanation of the technologies, but more importantly it explains how to make money with them.
Designing a good net is difficult. But if you stick with it and put the time into learning how they work, the rewards are ample.
Optim |
