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Strategies & Market Trends : Neural Nets - A tool for the 90's -- Ignore unavailable to you. Want to Upgrade?


To: LastShadow who wrote (651)9/2/1999 3:14:00 PM
From: Optim  Read Replies (1) | Respond to of 871
 
Thanks Lastshadow.

One question though. I don't think I follow you when you said:

you can't use the lead/lag relationship (as that gives an after the fact "enter yesterday..." signal), but you can use the close lag relationships with the wavelets and no other smoothing or technical indicators longer than 3 to 5 periods

These lead/lags I spoke of where based on EOD data. If another issue leads my issue by a day or two why can I not use it as an input? Also, why the limit on the number of periods? I have often found that mixing longer term and shorter term inputs builds the best networks as the network can see more than one timeframe/trend.

Optim