Silicon Investor (SI) -- The First Internet Community

STOCKTALK

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor. We ask that you disable ad blocking while on Silicon Investor in the best interests of our community. If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.

Strategies & Market Trends : NeuroStock -- Ignore unavailable to you. Want to Upgrade?

To: Jay Hartzok who wrote (332)	11/3/1998 11:38:00 AM
From: Solon	Respond to of 805

Thanks, Jay. Will do so, but not today. Already spent a couple of hours with another program transferring portfolio data, etc. All the best, Barry

To: Jay Hartzok who wrote (332)	11/3/1998 5:03:00 PM
From: Bill Scoggin	Read Replies (2) \| Respond to of 805

Jay, Len, anyone, Do you generally train your networks for a while after you load the new day's data each night, perhaps using the Batch mode? Or, once you start getting acceptable performance from them, do you leave them alone and not retrain them anymore - just use the predict mode, again perhaps with the batch mode? Which seems to work the best for you? Thanks, Bill

To: Jay Hartzok who wrote (332)	11/3/1998 6:06:00 PM
From: Len Giammetta	Read Replies (1) \| Respond to of 805

Jay and all... I'm beginning to realize that a there's more to the prediction and accuracy of a given net than the signal and the confidence rating. I was goofing around with the volatility #'s and beginning to formulate some theories. For what it's worth here's some thoughts regarding their calculation and predictive value... Calculation... simply solve for X for the high value when the stock closes higher, and the low value when the stock closes lower, then add the results to the prior days close to get a probable trading range for the next 1-10 days. Repeat after every close to determine a predicted trend. Example.., for a stock that closed at $10 yesterday and has volatility of .8 and -.2, and today closed down .50... let .2X = .50, which results in X = 2.50. Now multiply the .8 (high value) x 2.50 (.8 x 2.50 = 2.00). Now add the high result to yesterdays close (10 + 2.50 = 12.50) and subtract the low value from yesterdays close (10 - .50 = 9.50) Based on this calculation, it seems to suggest a probable trading range of 9.50 - 12.50 over the short term. If the stock closed higher instead of lower solve for the higher value X instead and then calculate the lower based on the result. I would guess that the calculation should be done after every close and the range will change, but I think it will help to predict trends and give some insight into buy and sell stops. I have no idea how to interpret the 0 values, since I don't believe that any stock has no upside or downside. Also I doubt that this would have any value on any net that's not accurate, although it may help to see other nets, that were thought to be inaccurate, in a different light. I also noticed that the volatility bar on the graphical chart, for stocks over $20, seem to indicate by their lengths, the probable path the price will take, and on a great many of my nets are very accurate. I simply visualize a straight line from the top and bottom to the right and have a pretty good idea what range the stock will be trading in. It doesn't work so well with the pennies and those under $20. Any thoughts or observations are welcome.