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

To: jjs_ynot who wrote (39981)	11/22/1999 1:12:00 PM
From: Arik T.G.	Read Replies (2) \| Respond to of 44573

Market is going down. Now. The rising wedge of the last 5-7 days on the S&P was broken down and corrected to. Now down. ATG

To: jjs_ynot who wrote (39981)	11/22/1999 9:55:00 PM
From: F Robert Simms	Respond to of 44573

That is a very good question. I don't know how much detail you want. The top level answer is that, in general, good technical indicator based systems have a 60% to 65% win ratio, and good neural net system have about a 10% higher ratio. That is not from my experience, that is what others, that I consider experts, say. Often my nets do not have as good a win ratio as the nets mentioned above. My SPX nets have a 60% win ratio. When the market goes sideways, my nets will whipsaw. However, when the market moves my nets will capture most of the move. They also will deteriate with age. This causes my win ratio to be lower. This is an example of one neural net system: biocompsystems.com It has a 68% win ratio. I am not sure how much of that is out of sample though. Some of it could be due to curve fitting backtesting and not be predictive. One of the things that I like about neural nets is that they lead the market and don't lag the market. This gives me time for planning an entry with regular TA. I would be glad to tell you more if you are interested. Best Wishes, Bob