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


To: Len Giammetta who wrote (444)12/1/1998 9:16:00 AM
From: Jay Hartzok  Read Replies (3) | Respond to of 805
 
Len,

Wouldn't the created files have to be set up in a similar way to the price files that we are using now, so that Neuro could read it? Wouldn't we need a five column file with the date being the first column and the indicator value positioned where the Close column is, which would look something like this with 64 being the indicator value?

Company XYZ
Date,High,Low,Close,Volume
11/30/98,0,0,64,0

Jay



To: Len Giammetta who wrote (444)12/1/1998 9:50:00 AM
From: Optim  Respond to of 805
 
Looks like we are getting back to the nitty gritty of neural networks...

There are a couple of options to make TA indicator files. If you have a charting package, most will export data in some fashion. For example in Supercharts you open the data window, then choose export to file from the pulldown menu. In Metastock you can copy an indicator and paste it into Excel. You should choose Paste Special from the menu and choose the .CSV option from the dialog box that pops up. Then you save a copy of the Excel file as a .CSV. When you need to update you open the Excel file again and OLE will update everything with your current data.

Both of these options can get tedious however. I have had to resort to these measure with my other programs as well (Neuroshell Trader and BioComp Profit). The SuperCharts route is the easiest for me.

As an alternative you can create a number of technical indicators in Excel. But this requires a bit of programming and lots of time! I made a spreadsheet a while back with about 15 indicators. It took three days and a bit of hair pulling! I also forgot to back it up when I reinstalled the OS on that machine. I won't be making it again anytime soon... Arrgh!

The trick is to also find technical indicators that provide a leading signal for the networks. You can do this by eyeballing the interaction of various indicators and the price. If a particular set tends to crossover before a significant move, that might be a good combo. You can also use a genetic algorithm (GA) package to 'evolve' a good set of predictive indicators. Not something for the meek however!

I have often thought that the market could really use a good preprocessing utility to do this sort of thing. Or the charting packages could implement a good data export feature.

Good luck with whatever route you decide to explore!

Optim