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Strategies & Market Trends : A.I.M Users Group Bulletin Board

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To: Jack Park who wrote (5225)7/30/1998 4:54:00 PM
From: JZGalt  Read Replies (2) of 18928
 
Jack,

Interesting concept. You are attempting to fool around with the internals of how the Portfolio Control is calculated using the evolutionary programming (EP) if I read your website correctly. I've only used very rudimentary neural net programs so this is quite interesting. What I didn't see is where you allowed the EP to play with the buy and sell SAFE's or the initial cash level. Perhaps you could explain what data you used as an input to the model and what variables you were modifying (or allowing the EP to modify).

You site wrote: EP also settled on an EMA of 131 day period. The trading engine uses this EMA as a trade filter: it sells only when the market is above the EMA, and buys only when the market is below the EMA.

Now that might be a very nice wrinkle.

Dave
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