Re: [amibroker] Artificial intelligence

Coolman 09.13

Ron,

I have used NN with Amibroker, via R.

Generally, i have tried a three tier prediction classification - BUY, SHORT, DO NOTHING. If you are looking to just square off via NN, you could train the NN on SELL,COVER,DO NOTHING. You need to define the output condition that will cause a cover or sell trade. It could be a very specific condition- if the market moves 1% higher, i will COVER and if it moves 1% lower, i will SELL. I have generally found a more ambiguous condition to be easier to model - eg. if NN predicts an upbar, i will SELL and if NN predicts a downbar, i will COVER. The conditions to define the output variable are many, it is probably a function of your strategy... I have generally never achieved accuracies of >70% in prediction, which result in a 40%-45% win-ratio in real life.

Rgds,

Pankaj

On 30-Jan-16 1:26 AM, 'Ron J' ronj@san.rr.com [amibroker] wrote:

My programmer is going to apply neural networks to our systems. What I have directed him to do is to use our entries and let the AI Software come up with an exit strategy.

So far when he tried to build a trading model with AI the only outcome is his learning about them.

Has anyone tried this approach?............Since a lot more effort goes into entries than exits I figure is might be worth a try.

Regards

Ron

RonJaenisch.com

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Posted by: Pankaj Sharma <sharma.pankaj.kumar@gmail.com>

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