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Kubilai, You said: --------------------------------------- In an effort to pick better trades, I setup an optimization for the estimated profit for each trade. Over a few thousand trades in my backtest, the correlation between model profit vs actual profit is 0.18, applying the model...

Isn't Landmark a reincarnation of EST? I didn't know they where into trading systems. What kind of profitability does their system produce in stocks? Isn't that the group that won't let you go to the bathroom for 10 hours at a time? Some comments form the Internet: "To round things...

I don't know anything about the specifics of the people and event in question, but I'd like to add a question of my own. Why do people who either state or imply that they have both a expert understanding of the markets AND an ability to trade it with consistent and outstanding returns bother...

sjfan, The academic studies section at this site should get you started on using neural networks for time series forecasting. http://www.optimaltrader.net/neural_network.htm#studier Let me know when you are ready for more material. Jerry

Sjfan You said when I asked what your background was: "How very presumptious of you." *** I was just trying to figure out your level of expertise as you didn't appear to have much understanding of how Data Mining is done in sophisticated implementations in the corporate or government...

Sjfan You said that you’ve used predictive software on projects and said "Neural networks can't generate code." What kind of projects, in what industries, and what grade of software? I'll grant that an application you buy on the Internet for a few hundred dollars or an Excel...

Kevin, OK, thanks. Ones eventual net profit is more correlated to trade frequency than W/L ratio. If you can trade every 10 bars at 60% you'll make more, depending on the impact of drawdown’s, than trading at a much higher percent but only every 500 bars. You might have noticed in...

Kevin, In term of the price it may have been one of the books on the subject, the New York Times or the Internet. Does the exact price matter? The point being they made a ton of money using advanced computing methods and were worth a good deal of money to a very large bank. That's...

------------------------- so basically most of the 1GB are just logs. I was going to say...unless there are tons of graphics there is no way the actual code base could reach 1GB, at least not anything written by 1 person. 1GB is approx 10,000,000 lines of code in java...

Kevin, -------------------------------------------------------------------------------- Quote from Jerry030: created with different DVs (Dependent Variables) for the same IV (Independent Variable) or goal functions, say percent of change over the next 5 bars...

To explain what I meant by the 1 GB of executable code: My system is based on a NN/GA data mining application, with the option to export the final model into C++ or other executable format. The application is a general purpose commercial application in contrast to something designed for...

Crisis, I've responded via a private message. Jerry

RWK, Jerry, I think you are at least partially right. I have been saying for a long time now that if we do the same things everybody else does, we will get about the same results. Where I disagree is that simple, rule-based concepts can work. I have been making a living at it for over four...

C?C, Jerry, When you talk about neural networks and such, are you suggesting a way to bridge the gap between technical analysis and fundamental analysis? *** Not exactly. I personally ignore all fundamentals and instead believe that all necessary information is contained in price...

C7C, I assume what you mean by trading strategy is a defined rule set: A made up example: IF Close of bar > average of prior 3 close AND derivative of RSI < .33 AND Japanese Candlestick - Shooting Star AND….. …….. ........... For years I tried this kind of thing but...

Actually there is no need to write a program unless you want to for the fun of it, as TextCapture selld for $39.95 is very efffective at turing any text or numbers on any screen into alpha-numerics in your calling program. Additionally things like MarcoExpress give easy assess to capturing...

Roger, I may be getting a response similar to you from the brokers/ATS Vendors, I don't know. They start out about telling me how easy it is to set up a trading system in their script or macro language. I tell them, no thanks, I already have a complete trading system. Then they tell me that I...

Can't fit it into my schedule today but many thanks for the heads up.

I'm in the same boat. Please keep me posted on what you find. To Expand: I've automated price acquisitions, running neural network models on each new bar, optimizing a trade strategy for the models using GA. Now what I'm looking for is a simple way to automate the execution of the trade...

You might try brokerageconsultants <dot> com They supply IT professional to the brokerage and hedge fund industry. Ask for Tony Pietrzak and mention my name, Jerry Nowatzke