Bill,
If you go to the NeuroStock website, log in and go the the FAQ page, the last question and answer on this page refers to a test you can do. You will have to download a couple of files. Make a net with the files and use these settings and you will see.
NeuroStock Verify Period Test Parameters
5 Short Term, Price
1 Long Term, Price
Training Start 2/1/95
Trining End 12/2/96
Training Alg: Back Prop Only
Neurons: 10
Test CSV: neurostock.com
If you want more particulars on exactly how other tests were conducted, join the club at Yahoo and message Mark, handle KE4PRF, with your questions. He is much better able to answer the technical stuff.
Most of my participation in this, involved training nets and adding data in variety of ways and observing the results. One test that nearly floored me was a test that simulated the daily market, where I would add data one day at a time to the verify period while keeping the training start and end dates constant. At one point in time Neuro was recommending sells as the stock started to go up. As I added each day's data, it continued to say sell. After I had added 5 days of data, Neuro suddenly decided that it had entered the stock six days prior. If I took the last data entry away the net returned to it's prior sell recommendation for that day. This proves to me that the net was looking at and using future data to calculate a previous prediction. We sure don't this kind of stuff happening in our nets.
Jay
|
