Basic Neuroshell Day Trader Questions

[Skyhr]

Hi,

I have a few basic NST questions I hope you guys can answer. If you need any clarifications, feel free to ask.

Thanks!

1. How do I conduct a proper Walk Forward Analysis? Do I use the past optimization settings or do I ignore them and assume that optimizing in the future will yield robust parameters?

2. Do the predictions have any form of reinforcement learning in back testing and real time? How does this work? Because neural nets are supposed to have an element of self-optimization.

3. How to trade multiple systems with MT4 and NST link up?

4. How do I continually optimize for future performance? Manually? For robustness?

5. Can anyone provide the custom indicator for ATR for Neuroshell?

 

[bashatrader]

Is this a good program? I'm interested in a second-hand license at a reasonable price. Pls send pm.

 

[Hwyman]

Nst

Hi,

I have a few basic NST questions I hope you guys can answer. If you need any clarifications, feel free to ask.

Thanks!

1. How do I conduct a proper Walk Forward Analysis? Do I use the past optimization settings or do I ignore them and assume that optimizing in the future will yield robust parameters?

2. Do the predictions have any form of reinforcement learning in back testing and real time? How does this work? Because neural nets are supposed to have an element of self-optimization.

3. How to trade multiple systems with MT4 and NST link up?

4. How do I continually optimize for future performance? Manually? For robustness?

5. Can anyone provide the custom indicator for ATR for Neuroshell?

1. Open a chart for a particular time period, say Jan 2004-Dec 2006. Insert a system, optimize it all you want,and insert a system equity indicator. When you are happy with the system, in the chart properties, expand the chart period to be Jan 2004-Dec 2008. The out of sample period will appear with system equity based on the predefined rules. be careful, 90% of the neural net systems will generate a steep equity when optimized but will perform very very poorly in the out of sample period 9after expanding the chart)
2. Backtesting is somewhat imaginary in the world of neural nets. It will be a somewhat complex step by step scenario similar to what I described above
3. MT4 and NST can link by way of MT4 producing a real time ascii chart and nst reading it, i suppose. I don't know what NST can send to MT4
4. NST offers Turboprop which is indicators that continually optimize. It is a little tricky and time consuming to get to know them. With them there is no need to backtest anything, whatever you see is always out of sample.
5. Open the description of ATR. Create it in Neuroshell and save. I have done it myself.