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Strategies & Market Trends : A.I.M Users Group Bulletin Board -- Ignore unavailable to you. Want to Upgrade?


To: Jack Park who wrote (5225)7/30/1998 4:54:00 PM
From: JZGalt  Read Replies (2) | Respond to of 18928
 
Jack,

Interesting concept. You are attempting to fool around with the internals of how the Portfolio Control is calculated using the evolutionary programming (EP) if I read your website correctly. I've only used very rudimentary neural net programs so this is quite interesting. What I didn't see is where you allowed the EP to play with the buy and sell SAFE's or the initial cash level. Perhaps you could explain what data you used as an input to the model and what variables you were modifying (or allowing the EP to modify).

You site wrote: EP also settled on an EMA of 131 day period. The trading engine uses this EMA as a trade filter: it sells only when the market is above the EMA, and buys only when the market is below the EMA.

Now that might be a very nice wrinkle.

Dave



To: Jack Park who wrote (5225)7/30/1998 5:25:00 PM
From: OldAIMGuy  Read Replies (2) | Respond to of 18928
 
Hi Jack,
Where have you been hiding these days? AIM doing your accounts any good?

Your efforts with the AIM studies went way beyond the call of duty! We're always looking for better methods of determining good potential AIM stocks.

Just as Value Line's Stock Price Stability sometimes identifies stocks we'd miss with just a BETA screening, Fractal analysis might just show us yet another list of potentials. If nothing else, it might show us where more frequent trading would be advisable.

Best regards and thanks, Tom



To: Jack Park who wrote (5225)7/30/1998 10:24:00 PM
From: Julius Wong  Read Replies (1) | Respond to of 18928
 
Hello Jack:

Welcome back. We know you are not dead yet, just too busy to count
your stock profits.

In TA we usually try to find the right indicators/systems for stocks.
Many experts keep looking for more complex indicators/systems. But simpler indicators/systems may be just as good if we feed the right type of stocks to the simpler indicators/systems. Then the question is "what are the right stocks for a given set of indicators/systems."
For example, what are the right stocks for divergence indicators. Higher fractal dimension stocks appeared to work well with simple divergence indicators.

We can always improve on our previous works. If you look at your
old paper, you will write one or more new papers.

Julius