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Strategies & Market Trends : NeuroStock

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To: Jay Hartzok who wrote (606)1/10/1999 1:36:00 PM
From: Bob Anderton  Read Replies (1) of 805
 
Jay, I've got a question about the days of influence for the different inputs. You wrote me once that

S/T filter is the price minus the 50 day MA
L/T filter is the 50 day MA
Price and Volume are raw data inputs.

What exactly does it mean to have "20 days" as the influence period for the S/T filter when it is the price minus the 50 day MA? I had earlier assumed that the influence period was related to how many days the program was taking an average over or something. I haven't seen the description of the filters you gave in the docs. Did andrew give them to you or did I miss them somewhere?

The price is a raw data input. Do you take that to mean that Neurostock doesn't do any transformations with the data if it goes into these inputs? What do you think it would mean to have, say, 3 days for the price input? I'm pretty clueless as to the meaning of these filters and what the influence periods mean. I would really like to know what Neurostock does with the data so that we could be smarter about what we give it.

By the way, have you guys ever tried giving the program just the target stock data and no relateds or indicies at all? I can get nets that seem to perform pretty well using only the target S/T 20, target L/T 1, and Target Vol 3 on Semiequip stocks. This says to me that the program must have a canned preprocessing routine that it uses on the data. I'm surprised that the momentum indicator helps the net as much as you have found because I would have guessed that that would be one of the things that the canned routine would have done with the data on its own.

Great information Jay. Thanks for sharing it. I'll try including momentum on something.

Bob
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