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Strategies & Market Trends : Dow Jones Futures -- A free paper trading service -- Ignore unavailable to you. Want to Upgrade?

To: Patrick Slevin who wrote (239)	3/9/2000 7:10:00 AM
From: fut_trade	Read Replies (1) \| Respond to of 797

...a Neural Net Model No, I haven't tried anything that complex. I'm using a momentum oscillator that is in the market 100% of the time. The model works when the market is in a trend and gets whipsawed when the market is in a tight channel. I think most models get whipsawed at one point or another. Perhaps intraday models are better when the daily chart of an index is choppy. I have an understanding of Neural Nets, but I have never seen their performance in market trading. As a matter of fact, I have seen very few charts of model performance over many years like the one I showed earlier. I am very interested in seeing how other models perform over a stretch of many years. So far I have only one model that gives an average return of greater than 20% for the SPX over many years.