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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 (40247)1/30/2000 1:34:00 PM
From: F Robert Simms  Read Replies (1) | Respond to of 44573
 
My SPX net is long and staying long on Monday's close. My NDX net is short and remaining short and my NDX Component net is long and going short on Monday's close.

The market is changing and my nets look at current relationships between markets. When markets change some of the relationships that my nets depend on change and it causes my nets to degrade. I made some new nets to remove relationships that no longer are good, to add new relationships that seem to be working. There is not much data the last few days, so I have used near term data in my models. This creates an over optimization of the data which causes great looking nets that degrade quickly. My NDX net and my NDX Component net are both based on the same input, OEX P/C ratio. The difference is the type of neural net and the level which the neural output signal triggers buys and sells.

To see my new charts click on:

links4traders.bizland.com

Then click on Trader's Pit and then on FR's Neural nets for 1/30/2000

This is the direct link:

traders.eboard.com!note66.txt

Best Wishes,

Bob