Recent content by doh

Exited Long @ 7046 - 95 points profit

Reverse Trade Closed short @ 6951 - 11 point profit (better than nothing - just) Opened long @ 6951

New Trade Short at 6962

No current DAX trade. If the last trade had not been stopped out the NN would still be signalling short.

No I'm afraid not - sounds interesting though. If it was successful someone probably bought it or kept it to themsleves.

I would pull the plug at 5 losses in a row. Fortunately I don't just trade the DAX - I might have up to 20 trades concurrent at any one time. Sounds like a lot of risk, but if they are poorly correlated instruments the risk is pretty much the same as a single trade. The S&P for example is...

NNs I've seen quite a lot of discussion about NNs and just to add my bit - it's all about the inputs. Good inputs and a dishwasher will deliver a decent system. Fussing about NN internals is largely a waste of time in my opinion. PS Don't be discouraged by the previous loss - even with 75%...

Current trade stopped out 350 points loss

Eurusd Anyone following this will also find a neural network for the EURUSD at my web site fickut dot com. The DAX will continue to be published here.

This trade is now (just) in profit. I let it run until the NN gives an exit signal - might still be a loser, but I don't second guess.

Chart below as requested. Latest trade went deep into drawdown - but is in profit as I post this (hence the big stops). I should add that there are some small changes when compared with the first chart cos I've changed the stop level to 6% - but broadly it is the same.

Current Trade The current trade has been quite a ride so far - price moved around 5% against me. But FTSE and SP long trades have just shown an exit (no shorts though) and so hopefully the DAX will head toward my entry.

I might be missing something, but I saw no mention of forward testing - or out of sample. Getting a fit over in-sample data is fairly easy, the optimisation just curve fits. Getting similar performance out-of-sample is much more difficult. I'd be interested to know how you forward test - what %...

Thanks for the link - I have Bigalow's books too - along with a hundred others. This is discretionary trading - at which I'm totally hopeless, and the reason I persisted so long with the NNs. System trading is the only way forward for me since it takes the emotion out of it and having to...

I use Neuroshell, Peltarion and Tradecision - all fairly expensive I'm afraid. The problem with NNs is that they will curve fit almost anything - you could thrown in next weeks weather forecast and they'd make something of it. But of course the out-of-sample (foreward test) would look like a...