Search found 7 matches
- Tue Nov 25, 2003 1:48 pm
- Forum: Custom C++ or Java Platforms
- Topic: What Language to Learn ? (VB / VC / C# ... or ?
- Replies: 26
- Views: 43076
programming is not a trivial task.. there's a reason skilled developers make a good living.. here in the midwest, where cost of living is cheap, decent/experienced developers make around 80 grand a year ( a good OO architect does a lot better). I dont' know of any developers at my employer that make...
- Mon Nov 24, 2003 9:18 pm
- Forum: Testing and Simulation
- Topic: "back-testing" vs "trading systems"
- Replies: 2
- Views: 4470
- Sat Nov 22, 2003 8:37 pm
- Forum: Testing and Simulation
- Topic: Synthetic instruments, based on indicators
- Replies: 11
- Views: 10059
- Fri Nov 21, 2003 3:19 pm
- Forum: Testing and Simulation
- Topic: Synthetic instruments, based on indicators
- Replies: 11
- Views: 10059
I see what the poster was alluding to when he was talking about trading the indicator.. creating a synth position that tracks the indicator is not unlike using options to create synth positions. Imagine trend following something with a price chart as sedate as a 20 bar sma - definately sparked my in...
- Mon Nov 17, 2003 3:32 pm
- Forum: Testing and Simulation
- Topic: Neural Networks
- Replies: 16
- Views: 14465
I'd use a multi-layer perceptitron with a training set that contained winners as well, and use a binary output. Then include input nuerons for things such as momentum, ROC, volume, etc.. let the ANN figure out the weightings of the inputs to arrive at the output. If there is any predicating signals ...
- Sun Nov 16, 2003 10:44 pm
- Forum: Testing and Simulation
- Topic: Neural Networks
- Replies: 16
- Views: 14465
bringing up an old thread like this may be a no-no, so I appologize in advance... I burned many many hours trying to get an ANN that tested successfully, to no avail.. they either never trained, or those that did never tested well. I eventually put it on the back burner. However, I was thinking of w...
- Sun Nov 16, 2003 7:45 pm
- Forum: Testing and Simulation
- Topic: Win/loss ratios
- Replies: 3
- Views: 4400