Comments on: Stock Signal Reviews – Boeing and The S&P500

By: Tom

Tom — Sat, 08 Mar 2008 16:42:08 +0000

Oh ok, I retrain the models maybe every few weeks. It really depends on how well the signals perform. I usually use the predict on the last 15 days of data if I’m trying to doing intra week swing trading.

I’m sure you’ll find that this little program is pretty powerful and neat, I really like it a lot.

By: ric

ric — Sat, 08 Mar 2008 16:38:15 +0000

hi tom, i actually purchased the software. after you generate signals with a walk forward of, say, 1 day and then predict for, say, 15 days, sometimes the model’s signals generate a negative return or just around breakeven. i then attempt to create another model to see what the signals do for the most recent 15 days. i find it difficult to create a model that tests well when you select the walk forwards (15, 30, 45 days, etc.).

i guess my question is, when or how often do you re-train the nets? sometimes i would guess that the signals start becoming inaccurate after a while.

thanks.

By: Tom

Tom — Sat, 08 Mar 2008 12:11:55 +0000

@DD: A platform independent data downloader? I use TraderXL Pro for that and it dumps it into Excel. I suppose you can build a MySQL database and a php script to download data from places like Yahoo or PCQuote.

@Ric: I’m not sure I understand your question right. Once the data is downloaded and you generate your Buy/Sell signals from the prediction button, say for 15 days, it signals should remain even when you update the model with new data.

By: ric

ric — Sat, 08 Mar 2008 06:11:59 +0000

tom, am curious how often do u retrain your stock neuromaster nets for 1 day walkforwards?

By: Digital Dude

Digital Dude — Fri, 07 Mar 2008 23:01:57 +0000

Hi Tom,

I’m looking for “open” and platform independent solution to the issues of downloading OHLC data, and wrangling the data for use by rapidminer.

It would also be nice to have a vehicle to sanity check things like Monte Carlo simulations and other fun stuff.

So far R looks very interesting ;-)

Do you have any other suggestions?

Cordially,

-Digital Dude-