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Equalizer, I can't tell you the number of NN's used, because that info is not available. But I can say that Profit is more than just a NN, although it does incorporate them. As far as the average number of inputs goes, I used an average of about three, although you can use as many as you want...

That was about a 4.4% adverse excursion. About 10% of the trades exceed that level of MAE. Of course, most of the data for this analysis comes from backtesting, as I only have a couple of months out-of-sample on this system. In general, my experience is that systems tend to trade worse in...

Got a LONG signal tonight, so exited the short position at exactly $950.00, for a gain of 15.75 points, or $787.50. I forgot to mention this earlier, but I'm not going to fool with commissions in this thread. Everyone's commissions are different, and it just creates more work for me. But...

It has generated about 10 points average per trade in the past. In terms of reward to risk, that's obviously not very good, but the disaster stop gets hit very rarely. (once in the last 16 months, which of course was one of the biggest drops in decades) The short was filled at tonight's open...

I'm starting a journal to post some trades I'm making using BioComp Systems' Profit 8 product, which is a fairly advanced modeling product incorporating neural networks and other technologies. I thought I would post 30 trades or so, using a system for trading the ES that I developed a few...

That sounds pretty neat. To the degree that divergence is caused by the added random noise, I agree that adding more averaging should help filter that. The money management strategy sounds interesting also. I use volatility-adjusted stops now, and I think they work well. I had been...

Congrats on being back in the black again, hope it stays that way! (the addition of stops should help)

Ok, it's late and I'm probably missing something, but why are you selling 3 cars? Don't you just need to sell 2?

That sounds like an excellent idea to me! I'll be looking for it...

Kevin, That's interesting. When you say a 3% stop, do you mean that if the S&P is at 1,000, you'd have a 30-point stop? That seems pretty tight for this type of trading, but if it's working for you I can't argue with it. But I certainly agree (I think we all do) that trading...

Got an OUT signal on the ES trade tonight, exited @ 1,220.75, for a loss of 10.75 points, or -$537.50. That was no fun, because this was a trade that was making good money up until the Lehman fiasco. But, that's the way the markets go. So, after the 30 trades and two months of time, I find...

Got an LONG signal tonight on the ES contract, and executed it at 1,231.50. I guess this will be the last trade, as it will be number 30. The current status is as follows: Open Positions: S&P mini (ESU8) - LONG @ $1,231.50 Closed equity: - $1,798 Open equity: 0 29 down, 1 to go.

Thanks, Sellingrich. I don't have anything to sell, it's commercially available software. And I have no relationship with the manufacturer, other than being a satisfied customer. Unfortunately, these test results are showing that if you use the software without money management tools...

Got an OUT signal tonight on the ES contract, sold it for 1,264.75, for a loss of 8.75 points, or -$438. The current status is as follows: Open Positions: None Closed equity: - $1,798 Open equity: 0 29 down, 1 to go.

Thanks, very helpful.

New signal tonight: LONG on the ES contract, filled at 1,273.50. The current status is as follows: Open Positions: S&P mini (ESU8) - LONG @ $1,273.50 Closed equity: - $1,360 Open equity: 0 28 down, 2 to go.

Whimsy, Thanks for your helpful comments. You are right as to why I chose 30 trades. And I think you are also correct that it would be fairer to continue posting until each instrument has traded 30 times. I also agree with you that dropping gold skews the validity of the testing. On the...

Great trading, and nice journal. To help put the profits and trade quantities in perspective, can you tell us what the starting account size was, roughly? Thanks.

Got an OUT signal on the Tbond contract, and exited at 118 - 0.5, for a gain of 2/32nds, or +$63. The current status is as follows: Open Positions: None Closed equity: - $1,360 Open equity: 0 28 down, 2 to go.

Got a signal tonight to cover the ES short, which I did at $1,284.50, for a gain of +$575. The current status is as follows: Open Positions: 30-yr bond (USZ8) - LONG @ 117 - 30.5 Closed equity: - $1,423 Open equity: -$641 27 down, 3 to go.