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Strategies & Market Trends : Systems, Strategies and Resources for Trading Futures -- Ignore unavailable to you. Want to Upgrade?


To: ynot who wrote (31290)8/24/1999 10:21:00 AM
From: F Robert Simms  Read Replies (1) | Respond to of 44573
 
<what concept do you use in modeling today's close?>

I just use inputs like OEX-P/C ratio, NYSE Declines, VIX, Yen, TYX and others to try to predict the smoothed momentum at tomorrow's close. My net software looks over 32 inputs and builds models with subsets of the inputs that predict that future momentum accurately.

I just use that for positional trades and for deciding the direction to daytrade during the day.

I have only been doing this a year and don't have net models for other time frames yet.

Best Wishes,

Bob


EDIT: Most of my input data is market sentiment data. That seems to be good for predicting the near term.