Steps in Advanced Settings

Hello,
   Below are the steps in advanced mode :

After hitting 'New' you enter the stock symbol and the name of your model. I then keep the historical data set to 366 days, as is the default. I use the EOD data as opposed to EOW. I then pick 'advanced mode' and hit 'next'.

  After this I get to choose the market behavior or characteristics: I tend to choose 'fast normal' as I have yet to experiment with other settings. You can choose from Chaotic, Fast Normal, Slow Normal, Inert, and 'Very Inert'.

Also, it will ask you for a setting of 'noisiness' or the preferable level of data filtration which can range from 'No Filtration' to a setting of 1 through 6. I see this, from my past experience in programming, as a way to set the different layers of processing with the current model. Then I hit 'Next'.


After this I get to choose the type of trading strategy I want to use: Speculative, Short term 'Buy and Sell', or Investment 'Buy and Hold'. I tend to choose 'Buy and Hold'. After that, I get the choice to choose the desired signals frequency from 1 day to 30 days. I choose 1 day. Then I hit 'Next'


Then I am asked about the level of model complexity & genetics implementation : The level of complexity can be Simple, Standard, Complex, or Manual. When you choose 'Manual', then you are asked about the structure of the neural network, or the number of layers of computation which can range from 1 to whatever you want. Just remember, the more complex you set this, the more time will be needed to calculate the results. The program will then ask you for the number of 'neurons' for each layer that you choose. The 'neurons' are  simply the exact same thing as neurons are in the brain... they are the nodes, or data sets' given for each 'layer' of the structure of the network. We could talk about this for hours, but let's go on right now. After choosing, you hit 'next'

Then you will be asked if you want to reserve a percentage of historical data before feeding the model forward. You can say yes or say no..use all of the available data going forward. If you do reserve some days for an "out of sample" period, I suggest no more than 7 days. I've tried 30 days before, but it didn't work out too well. 7 days worked fine for me in later testing.

After this, you are finished. Just try some experiments with different models. I was surprised with some of the results that I got. What works well for one model may not work well for another.


Have a great day,
Roger