Is this a one bar in advance model? To me the indicators look like they align on time, meaning I am not seeing the prediction. Maybe you could post another screenshot that shows the actual alignment, or I have misunderstood.
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Great to see others looking into ML for trading solutions! I haven't read your entire thread but this last post I have a few questions. It looks like you are saying your plots are made with In-Sample "training data". Is this the case? If so, it does look like your solution is starting to converge. Did you try your indicator with out of sample data? If so, how does it look?
Was this a Neural Network? If so, you might be a little under fit on your solution. You are very close to matching the desired output. You might add one or two more nodes as it looks like your topology is close. If you have a hidden layer, I would add it there first to see if you get a little better match. I would not shoot for perfect as you are likely over-fitting the data and it will not generalize so out of sample data will not work well.
Sorry I didn't see your thread before. I am not sure if it is help to you now but I would say your 2nd chart is a classic "Over-Fit" sample. The "solution" to the problem has way to many dimensions than needed to solve the problem so you started to fit NOISE.
The 3rd chart is a classic "Under-fit" example. The "solution" your NN or whatever assumed the solutions would look like did not have enough degrees of freedom. You need to find a "solution" between these two examples. Less complex solution than your first (or add dampening) and more than your 2nd example.
Used my TSI data. Have the program running in C# now.
Where have I been? Lost in life.....sigh.....Loose heart on this project when I fail or can't figure things out. Haven't found a forum or a group of link minded folks to work with. I'm just using this as a journal. Big Mike's folks are GREAT...no SUPER GREAT when it comes to Ninja and indicators and just general slap on the back "Go get em" support....not so much with C# programming and the AI program in C# when I run into a wall. The Heaton Research site is okay, but the people there don't want to work the problem, they are just interested in the quick free lunch. A person gets spoiled when they spend time on Big Mike's.....too many good folks in one family.....I trudge on.
So I am trying to refind myself. Dusted off the C# program. Re-learned some of what I forgot...the rest....GONE! Now to get this program into an indicator in Ninja.
Here is the TSI run. Data looks pretty close to the eyeball.
Last edited by gordo; October 6th, 2014 at 10:01 PM.
The following user says Thank You to gordo for this post:
I hope the trading is going well. This is just a quick note to say thanks for posting a journal. I'm currently on Page 6 and I am finding it very insightful. I can relate to so many of the ups and downs (and early discipline problems, which you seem to have sorted out. I'm still working on that).
Great job. Good luck for the future.
The following user says Thank You to Ringspun for this post:
Turns out my previous post wasn't close...it was dead on exact/duplicate/copy...which means I did it wrong...sigh...
The Heaton-Research users group...gone! The founder decided to work on his PHD. What's up with that???
A son of mine is interested in trading which has rekindled my interest. The older I get the hard it is to concentrate. I am trying to solve problems that are really out of my expertise so I struggle greatly.
I think if I can get my Sine Wave to work, I can understand what is going on with the actual program. Here's a picture of what the program calculates. Now the question is, do I believe it? I know, I know! I have been down this path before...I just am STUCK!!
Back to the TSI indicator. I just can't come up with something that is SOOOO perfect. That is wrong and I know it is...