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

To: Brian Hornby who wrote (16919)	2/28/1999 5:08:00 AM
From: Patrick Slevin	Read Replies (2) \| Respond to of 44573

Model 9 is positive all the time but if you look at the other one it oscillates around the zero line. There are 2 other models up at that site as but we never "fixed" the format on the Stat page. The models were run out of sample optimized. The predicted is the SP9x at tomorrow's Close. I have to check it later to see what special ratios I may have programmed into it, I don't pay much attention to the models these days to be honest. So unlike most Neural buffs I don't have the programming etched in my head. I do run them every night and then laugh and say "No way, who's the idiot who wrote the code for this stuff". Of course they have been mostly Short since the market peaked a few days ago. But I have to fire it up later for another reason and I'll look at the input variables. I do have a file on it but I never wrote all the code down. It does not appear that I used WinZ or Chg, but RSI with a 10 period lead/lag -1 day is in the notes. The hyperbolic tangent of the moving z-score is scribbled down. Then I stopped writing, at least legibly. I did most of the programming on a plane and my notes look like a 4 year-old's attempt at a Picasso.