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Profitable Neural Network Strategy
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Profitable Neural Network Strategy

  #41 (permalink)
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@tortexal, yes -- but what did you black out on image 4 of your attachment?

Mike

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  #42 (permalink)
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Big Mike View Post
@tortexal, yes -- but what did you black out on image 4 of your attachment?

Mike

i added money management code to the strat to do what i talked about in my previous post. the blacked out part covered input names and settings

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  #43 (permalink)
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AGAIN


The purpose of this posting is as follows:

a) demonstrate our use of Chaos Hunter as we apply it to an intra-day scalping strategy for the ES;

b) generate interest and possibly gain support from other forum members;

c) collaboration with the objective of designing a better predictive algorithms; better money management & risk rules.


////Tortexal

Those are the first few lines in our initial posting, restated above for your EXCLUSIVE benefit. Note:

a) We have a very detailed MM system for Ninja Trader; we don't have the same for EL. In order to improve our models, we have to code up our NT MM system in EL; and we have to migrate all the custom functions and indicators from EL used in Chaos Hunter to NT; it's allot of work as you can imagine, so please forgive the nature of our basic strategies. Users can improve upon them with their own work. Reference item {b} and see where we are trying to generate interest(based on the potential of NN) and support.


b) We are trying to design better predictive algorithms; better money management & risk rules, reference item {c} above.

c) We have no idea how long neural models last; whether they're good for all types of market conditions etc. , so we're still in the learning phase as noted previously.


So this is what I understand from your postings:

1) MM rules are important.

2) In order for any system to be "robust" it should be profitable under all market conditions over the duration specified by you.

2) We should consider slippage. {When we get the chance, we'll statistically evaluate slippage vs trades. The results of same will be included as slippage.}

3) You think that our systems are losers.

4) You blocked your screenshot to obscure information that could be used by others.

5) You're a good poker player.

While we sincerely appreciate your postings and your interest in our work; we really need substantive critiques aimed at improvement.

RANGER










































































































































can you provide that

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  #44 (permalink)
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pot calling the kettle black here. Cant improve much on the code bc the functions you included are token filed and expire in Dec. So before you get up in arms about my blocking out added inputs, consider allowing others to actually contibute with access to code.

so to review what you like to repeate:

Quoting 
a) demonstrate our use of Chaos Hunter as we apply it to an intra-day scalping strategy for the ES;

we see it


Quoting 
b) generate interest and possibly gain support from other forum members;

as evident by 4 pages in this thread, there is interest


Quoting 
c) collaboration with the objective of designing a better predictive algorithms; better money management & risk rules.

you havent shown *any* algorithms for anyone to collaborate above and beyond what i already posted which is my own analysis of what you have provided. Based on what you have attached, they dont hold up in any lookback period regardless of what duration i used. Not sure on what type of collaboration you're looking for exactly when there is minmal information to work with to begin with. However based on the performence of the systems, there is a great deal to gain from collaboration.

You've made a valiant effort here and disagree with my analysis which you have the freedom to do. In that case turn on your system on a live account and make a million bucks, prove me wrong. I'll gladly buy/lease the system from you and run client $$ on it. We'll split profits. until then gl w your project.


Last edited by tortexal; November 10th, 2010 at 01:56 PM.
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  #45 (permalink)
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tortexal View Post
pot calling the kettle black here. Cant improve much on the code bc the functions you included are token filed and expire in Dec. So before you get up in arms about my blocking out added inputs, consider allowing others to actually contibute with access to code.

so to review what you like to repeate:

we see it


as evident by 4 pages in this thread, there is interest


you havent shown *any* algorithms for anyone to collaborate above and beyond what i already posted which is my own analysis of what you have provided. Based on what you have attached, they dont hold up in any lookback period regardless of what duration i used. Not sure on what type of collaboration you're looking for exactly when there is minmal information to work with to begin with. However based on the performence of the systems, there is a great deal to gain from collaboration.

You've made a valiant effort here and disagree with my analysis which you have the freedom to do. In that case turn on your system on a live account and make a million bucks, prove me wrong. I'll gladly buy/lease the system from you and run client $$ on it. We'll split profits. until then gl w your project.


What are the system requirements?

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  #46 (permalink)
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There are actually 3 different strategies posted here.

2 are open source and only 1 has a locked function. As previously noted, we're more than happy to unlock the function for anyone willing to help us - that seems fair, right?

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  #47 (permalink)
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I'm curious...do I need to purchase Chaos Hunter to work with you on this effort? If not, I'd like to get whatever I need to check it out.

Thanks,
Mike Winfrey

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  #48 (permalink)
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tortexal View Post
1) pot calling the kettle black here. Cant improve much on the code bc the functions you included are token filed and expire in Dec. So before you get up in arms about my blocking out added inputs, consider allowing others to actually contibute with access to code.

2) you havent shown *any* algorithms for anyone to collaborate above and beyond what i already posted which is my own analysis of what you have provided. Based on what you have attached, they dont hold up in any lookback period regardless of what duration i used. Not sure on what type of collaboration you're looking for exactly when there is minmal information to work with to begin with. However based on the performence of the systems, there is a great deal to gain from collaboration.
You've made a valiant effort here and disagree with my analysis which you have the freedom to do. In that case turn on your system on a live account and make a million bucks, prove me wrong. I'll gladly buy/lease the system from you and run client $$ on it. We'll split profits. until then gl w your project.

1) Obviously you were able to contribute. The one locked function didn't stop you from running the strategy and improving it's one year performance. Modifying the locked function will not improve the strategy. It will only break the function. Only adding to the strategy will improve it, as you showed with your custom money management code. What we created is far more complicated then a money man. system.

2) Again, obviously we DID show our algorithm. Otherwise you would not have been able to back-test our system. As I said above, modifying the locked function will not improve the strategy. It will only break the function.

Quoting 
Not sure on what type of collaboration you're looking for exactly when there is minmal information to work with to begin with

- How much more info do you need? An encyclipedia? You were able to fully back-test the strategys, and ADD your own improvements. What "minmal information" do you mean?

Quoting 
, there is a great deal to gain from collaboration.

- That's the purpose behind futures.io (formerly BMT). Are you here to take and not contribute? That type of attitude is why we locked ONE function. So, someone with your skill couldn't take our strat. and not help out. Everything you have posted is nothing we don't already know from the strategy reports. Your one year report shows on the five year report we first posted(see attached image).

Quoting 
You've made a valiant effort here and disagree with my analysis

- I assume you are talking about slippage. I agree there is some slippage, but Not 100% slippage per side ( I can only assume that Panama's brokers introduce this slippage you experience). In watching our strategies running on real-time data(in sim mode) I witness approx. a max. of 25% slippage per side($12.50 per 2 round trips).

Now that I'm done defending and responding. I want to thank you for your poker analogy. Why not just come out and share(like everyone else does on this site) the money management idea you hid in the poker analogy? Anyways, thanks. I got the basic concept you described. We will write our own version and test it. As a side note. If the one locked function is such a concern to you, you could have locked your money management system and PM it to us. But, I guess it's Top Secret.

Milk-a-What?
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  #49 (permalink)
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Hi Mike

No you don't need Chaos Hunter to work with us.

If you're interested in Chaos Hunter for your use, I'd be happy to demo it for you. You can ping me on skype - search "sunxinternational".

RANGER

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  #50 (permalink)
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Folks why don't you post open code oc ChaosHunter?
It has more sense and more interesting work on original NN, and upgrade it.

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