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

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To: Optim who wrote (288)11/17/1998 1:50:00 PM
From: Patrick Slevin  Read Replies (1) of 871
 
After speaking with Ed Pavia from Pinnacle then Carl then Ed once again I'm okay.

Except although Carl (and you) use DMAKER Ed seems to think it can be done with BUILD*. I'll try BUILD* first.

Noticing you use COT data, I wonder if the fact that it is weekly fouls you up a tad. After all, each Friday you have given Profit an extra 5 days of data which may result in a complete signal change for you.

I was debating whether to use Open Interest for S&P for the past week, to tell the truth. I just discarded the idea a few minutes ago by chance. Preferring instead to spreadsheet it and use it as an external indicator.

Do you think it shall skew your models? After all, Profit will be running data Monday through Thursday without it then suddenly have to go back and adjust for it on Friday.

Appears to me, training and verification will be faulty.
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