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


To: F Robert Simms who wrote (40020)12/1/1999 12:58:00 PM
From: Brian Hornby  Read Replies (1) | Respond to of 44573
 
Robert, Thanks very much. By out of sample I mean data after the NN hold back date. I recommend you just plot the graph for the period after the hold back date, as the curve fitted in sample data can be misleading, e.g. set the trade start date to the hold back date. I am working with someone else on candle stick and other oscillators and can't tell you anything more right now. I can say that you can try just a simple binary candlestick indicator, just use a 1 or -1 for positive or negative patterns and that does help. It would be good if Profit had this in the code, I think other packages have candlestick indicators built in.

Brian