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

To: Jay Hartzok who wrote (357)	11/7/1998 3:16:00 PM
From: Len Giammetta	Read Replies (1) \| Respond to of 805

<Great minds think alike.> Ok, I think I'm on to something. Think influence settings!! When I first started training this model I started with 30 days for the s/t settings. The net trained slow, amd there was this damn "buy" in the verify that should have definitely been a "sell". To make a short story long... I forgot and retrained 3 more times lowering the settings (for the target AND the relateds) to 21, then 13, then 8 (love those Fibro #'s). Each time the net got better until finally at 8 days it has given me a greater profit and virtually eliminated most of the "holds" I had gotten both in the training and verify sections. The verify looks great. Jay, remember the accuracy of OMPT with those wierd settings? Could it be that by shortening the s/t day settings, the net is actually becoming more responsive to more current data? I know that the documentation states that,in general, the higher the s/t influence setting the better, but that was written, who knows how many years ago, in a different market. Today's market is much more volatile and apt to turn on a dime, so maybe the s/t settings are inversely proportional to the volatility of the targets and relateds. The greater the beta the lower the s/t settings. Kinda sounds logical doesn't it? Things are getting "beta" all the time! :)) "use one of those index share stocks" I'll have to give it a try... thanks!

To: Jay Hartzok who wrote (357)	11/7/1998 6:56:00 PM
From: Jay Hartzok	Read Replies (1) \| Respond to of 805

To all: There has been talk on previous posts discussing the value of annealing. I have always advocated using it and could only give "fine tuning" as a reason. Well, I just saw something happen that, to me, gives good reason for using annealing, and I thought I should make everyone aware of it. I was doing my weekend net training and was watching a particular net closely because I already had two consecutive buy signals from daily back prop training from last week and three is my signal to take a position. It trained on back prop for sometime and produced the third buy signal with a positive outlook of 1.0 and a negative outlook of 0. Since the weekend is when I "update" my nets completely , I continued training and allowed it to go into annealing. After training over 25000 cycles, the green volatility bars at the end of the chart had not changed. Also, I noticed that the "Performance with Neurostock" number was not changing, a very good sign that the net is no longer learning anything. So I stopped the training and hit Predict and got a Hold signal with a positive outlook of 1.0 and negative outlook of 0.6. Now I'm doing a double take because I was expecting the buy signal. Since most of the time annealing widens the line in the stats window a touch and had done so this time, I decided to tighten it up with some back prop. As soon as I started the training again, not only did the last green bar disappear but so did previous two. I trained on back prop for over 2000 cycles and the prediction did not change. Without doing the annealing training I would have probably taken a position in this stock on Monday. Now I won't touch it. Time will tell if no action was the action to take. Sorry to be so long winded, but I had nothing better to do. Jay