The Evolution Of NN with C# (Page 4) - NinjaTrader Programming | futures trading

Go Back

> Futures Trading, News, Charts and Platforms > Platforms and Indicators > NinjaTrader > NinjaTrader Programming

The Evolution Of NN with C#
Started:June 12th, 2009 (05:27 PM) by wh Views / Replies:16,399 / 31
Last Reply:September 23rd, 2009 (08:43 PM) Attachments:2

Welcome to

Welcome, Guest!

This forum was established to help traders (especially futures traders) by openly sharing indicators, strategies, methods, trading journals and discussing the psychology of trading.

We are fundamentally different than most other trading forums:
  • We work extremely hard to keep things positive on our forums.
  • We do not tolerate rude behavior, trolling, or vendor advertising in posts.
  • We firmly believe in openness and encourage sharing. The holy grail is within you, it is not something tangible you can download.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community. It's free and simple, and we will never resell your private information.

-- Big Mike

Thread Tools Search this Thread

The Evolution Of NN with C#

Old September 8th, 2009, 12:36 PM   #31 (permalink)
Elite Member
Austin, TX
Futures Experience: Advanced
Platform: NT/Matlab
Broker/Data: Interactive Brokers
Favorite Futures: FX majors
sefstrat's Avatar
Posts: 285 since Jun 2009
Thanks: 20 given, 735 received

I primarily use wavelets because Fast DWT (wavelet) algorithm is much more computationally efficient than SVD ( O(N) compared to O(M*N) ) and the improvement offered by SVD is marginal in most cases.

SVM and SVD are very powerful techniques though, to be sure. You can perform real-time training of SVM using CUDA, see cuSVM which has a cuda optimized c library and matlab wrapper.

It is pretty well documented that SVM outperforms Neural net (simple feedforward NN anyways) for many tasks but NN is generally more flexible and lends itself better to hybrid techniques such as neuro-fuzzy as well as ensemble techniques.

Reply With Quote
The following user says Thank You to sefstrat for this post:

Old September 23rd, 2009, 08:43 PM   #32 (permalink)
Elite Member
Futures Experience: Advanced
Platform: NT
Favorite Futures: Futures
Posts: 6 since Sep 2009
Thanks: 23 given, 4 received

My first day here and I really enjoy this thread. Lets hope that NT7 comes out with future bars plotting..

Reply With Quote

Reply > Futures Trading, News, Charts and Platforms > Platforms and Indicators > NinjaTrader > NinjaTrader Programming > The Evolution Of NN with C#

Thread Tools Search this Thread
Search this Thread:

Advanced Search

Upcoming Webinars and Events (4:30PM ET unless noted)

An Afternoon with FIO trader bobwest

Elite only

NinjaTrader 8: Programming Profitable Trading Edges w/Scott Hodson

Elite only

Anthony Drager: Executing on Intermarket Correlations & Order Flow, Part 2

Elite only

Adam Grimes: Five critically important keys to professional trading

Elite only

Machine Learning Concepts w/FIO member NJAMC

Elite only

MarketDelta Cloud Platform: Announcing new mobile features

Dec 1

NinjaTrader 8: Features and Enhancements

Dec 6

All times are GMT -4. The time now is 12:56 AM.

Copyright © 2016 by All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts

Page generated 2016-10-25 in 0.06 seconds with 19 queries on phoenix via your IP