Len,
Thanks for challenging my findings on this subject. Because of your replies, I took a much closer look at my testing process and found a flaw in it. I'm a bit embarrassed to say what it was, because it's something that I should noticed right away. I suppose I was looking for complexity when I should have been looking for simplicity. Anyway, it turns out that for some reason , when you open certain nets, the volatility bars in the verify periods are not restored to the point at which they were when the net was closed. Other nets seem to open perfectly. { I have no idea why this is and at this point I'm not sure that I even want to know } This does not seem to effect the final prediction, it never changed on any test net. At any rate, I found that if I trained the net with the original training dates intact for 100 cycles, and then opened the other net and removed the sliding window, restoring the original training dates, and trained this net for 100 cycles, the verify periods became identical or nearly identical, depending on which net comparison I was looking at.
So, apologies to all for making an issue of this. I generally don't type until I am absolutely certain, and although I thought I was certain at the time I posted, I should have double and triple checked all the results before I started to type.
I have deleted all of my test nets and am now returning to "simplicity". This lunatic is now officially back to normal. Thank God.
Jay |
