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Strategies & Market Trends : Neural Nets - A tool for the 90's -- Ignore unavailable to you. Want to Upgrade?


To: Brian Hornby who wrote (580)5/5/1999 11:43:00 PM
From: Carl R.  Read Replies (1) | Respond to of 871
 
Looks like some strange post-optimization on those models. The trades don't line up well with the neural signals. I personally won't trade models like that.

Carl



To: Brian Hornby who wrote (580)5/6/1999 11:30:00 AM
From: Optim  Read Replies (3) | Respond to of 871
 
Brian,

Your models seem to be doing well. It is interesting to see the charts generated from others models because I have noticed that the neural signals differ significantly in character. For example, at Daniel Wilson's site (http://www.wildcattrader.com) his model has an unusually smooth neural signal that makes me wonder what his predicted output is. My models are much choppier, which leads me to believe that I am modeling too much of the markets noise and not enough of the underlying trend.

I have noticed that systems of models tend to smooth out signal, but you need to have a minimum number of models before it occurs. Usually about 30 models or more.

Just an observation anyway.

Optim