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Strategies & Market Trends : NeuroStock

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To: Optim who wrote (260)10/21/1998 5:55:00 PM
From: CatLady  Read Replies (2) of 805
 
Optim,

"I have also found that 1 year might be a little short for some issues. I have started to experiment with this also, and am finding a sweet spot of 1 1/2 to 2 years on *most* issues. I think I might have lucked out on the first few."

FWIW, I took one stock that I had a good net for, "forgot" all the previous training and retrained it with 1, 2 and 3 years of training data. The 3 year version trained much faster. Has anyone else tried this? What did you find?

I don't really see a downside to using 3 (or more) years of training data. That should, in theory, expose the net to the most variety of conditions. Hopefully, then it won't be surprised by changes in trading patterns.

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