Gambling Indicators and Artificial Intelligence.
IE 4.x users:Double clicking the left frame will collapse/expand it.
What
Gambling Indicators are
Could
Artificial Intelligence help?
Will Artificial Intelligence finally help ?
Neurofuzzy Logic at work
...
on two well known indicators: Wilder's ADX and
the DMI difference.
Why
this example?.
How
to choose the lookback periods.
TradeStation
code results using the DMI(5) difference
(no fuzzy logic, used as comparison).
SAFIR-X version 2 on ADX(14) and DMI(5)
difference.
Examining
the solutions
Testing
the basic neurofuzzy system on unseen data.
Improving our basic neurofuzzy model
Reconsidering the indicators.
Training on the SP97
10min .
Testing on Matif
CAC40 1998 10 min unseen data.
Testing on Matif
CAC40 1997 10 min unseen data.
Testing on SP500
1998 10 min unseen data.
Testing
on 100 years of daily unseen data, why not ?
Cotton
Orange Juice
Wheat
British Pound
Want to know more ?
What
the Assistant has really done in the background
Further
improvements to this system
Summary
Finally,
was it so difficult to do ?
How
a Neurofuzzy trading system behaves in TradeStation?
Credits and
additional information
| Solution
tree. (1) |
All solution results (2) | Costs, settings... Detailed Performance Summary Equity curve sometimes hidden by the Detail window below (6) |
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| Details on the neurofuzzy rules (3) | fuzzy sets for the considered rule (4) | |||
Journal file. (8) |
Detailed
Equity Curve |
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| data window | TRAIN Red=sell Blue=buy Equity =Yellow |
TEST Red=sell Blue=buy Equity =White |
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Additional information |
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