08
Mar
2008
Posted by Tom as Futures, Neural Nets, Products, Stocks
I wrote in my Stock Signal Reviews - Boeing and The S&P500 post yesterday that you can use Stock Neuromaster to create buy and sell signals for Futures data as well. If you can download your quote data into a CSV format (or at least transform it to CSV), then you can import that data into the program, build a neural net model, and generate buy and sell signals. The only downside is that you have update the model manually by downloading the next day’s, or week’s, data in CSV format.
Here’s a snapshot of the Gold Continous Futures Contract model I built using one year of data through the close of 3/5/08. You can clearly see that the Gold model closed out the short position for 3/6/08’s open. Probably a wise move since Gold might move higher over the next few days.
Next is a snapshot of the Gold model updated with 3/6/08 data loaded in from CSV formated data. You can see that it generated a BUY signal for the market open on 3/7/08. Unfortunately Gold closed down at $973.20 on 3/7/08 and you’d be sitting on small loss if you went long but the model issued a HOLD signal for Monday’s open so we’ll see what happens.
You can even load in Currency Futures data for all of us Forex traders out there! In fact, I just did that for AUDUSD currency data!
Tip: Read the help instructions on how to format the CSV data (especially for the date format) before you load it into Stock Neuromaster. If you don’t formate the CSV data correctly, it won’t load and you’ll stare a blank screen wondering what happened.
4 Responses
Jim
March 8th, 2008 at 6:38 pm
1Hi Tom,
Where do you get your futures/currency data from?
Jim
Tom
March 8th, 2008 at 6:56 pm
2Jim, I download my Futures/Currency data from PiFin via TraderXL Pro.
Digital Dude
March 9th, 2008 at 12:30 pm
3Hi Tom,
Is there any way to build a Rapidminer model that will sanity check your TraderXL Pro signals?
Now that could make a great tutorial
Cordially,
-Digital Dude-
Tom
March 10th, 2008 at 5:29 am
4DD: Rapidminer has a plugin where you can stream data and apply your models in real time. Check out the comment section on my post about High Frequency Trading, http://www.neuralmarkettrends.com/2007/10/16/modeling-high-frequency-data/
RSS feed for comments on this post
Leave a reply
previous post: links for 2008-03-07
next post: links for 2008-03-08
to top of page...