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Strategies & Market Trends : Systems, Strategies and Resources for Trading Futures -- Ignore unavailable to you. Want to Upgrade?

To: Patrick Slevin who wrote (16913)	2/27/1999 10:16:00 PM
From: Brian Hornby	Read Replies (1) \| Respond to of 44573

Looks interesting. I note your neural signal is very positive all the time. I don't think this matters, especially if you optimize, but I wonder what causes it. Are you using something like averages of the input variables or Chg or WinZ or ratios or? I think if the input variable oscillates around 0 then the neural signal also oscillates around 0, but I don't really know. In any case, I think having all positive signals should make results before optimization poor, as 0 is the default threshold. Also are your results pre out of sample optimized, post optimized or both? And what is your predicted variable? thanks, Brian