Kevin_in_GA
4,599 posts
msg #140344
- Ignore Kevin_in_GA |
12/23/2017 11:16:24 AM
I really can't put things like the MA(20) into the system, as that is not how the NN systems work - they may include MAs as part of the inputs into the models, but I cannot be sure. In the advanced settings you can add in moving averages but I doubt they would be able to improve on the current system results (not one less than 95% win rate and all are quite solid ROIs).
Drawdown - this software does not generate an equity curve, so seeing the drawdowns or calculating the Sharpe ratio needs to be done manually. I considered doing that to help determine optimal allocation weightings, but in the end I think I'll just trade a set amount to each signal as they are generated. Over time as the results come in that might be an area for further refinement but for right now I plan to keep it as simple as possible.
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shillllihs
6,089 posts
msg #140350
- Ignore shillllihs |
12/23/2017 2:17:03 PM
I know the losses are negligible, but if I were to guess, most if not all have occurred
shorting the long right?
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davesaint86
726 posts
msg #140354
- Ignore davesaint86 |
12/23/2017 6:36:14 PM
Kevin,
Your wrote, "Yes and no - the model is re-learned but retaining the previous model settings as a starting point. Thus it begins with a very similar structure and advantage (maybe) over a naïve learning model."
Are you using Advanced settings is that what you mean about retaining the previous model settings as a starting point or are your referring as the previous model settings like weekly versus daily and the start date of the model?
Thanks,
Dave
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Kevin_in_GA
4,599 posts
msg #140356
- Ignore Kevin_in_GA |
12/23/2017 8:46:54 PM
Batch -> Learning -> AfterLearn (if you own the software).
Let's try to keep Shills thread clean on these types of software questions. You can email me if you are an owner of the software and I will do what I can to help. If not, I will be posting the systems signals in the other thread. Kevin
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davesaint86
726 posts
msg #140361
- Ignore davesaint86 |
12/23/2017 11:56:12 PM
Will do. Sorry Shills!
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shillllihs
6,089 posts
msg #140388
- Ignore shillllihs |
12/26/2017 1:42:15 AM
No problem Dave.
May cover my Dgaz and Uslv trades morning.
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shillllihs
6,089 posts
msg #140389
- Ignore shillllihs |
12/26/2017 5:23:17 AM
Oh super, DGAZ just made 10%
Who, didn't see that coming.
Cover that premarket. Good thing I didn't sleep well.
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shillllihs
6,089 posts
msg #140401
- Ignore shillllihs |
12/26/2017 4:27:57 PM
A nice day, making a small fortune shorting Dgaz pre M. and unloading Uslv which was dead weight.
Real good thing I caught Dgaz pre, since it did not follow thru in regular session. Sometimes it works in your favor.
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shillllihs
6,089 posts
msg #140402
- Ignore shillllihs |
12/26/2017 4:56:58 PM
Jnug will be a great short
Ugaz could throw off many filters and carnage might ensue do to split.
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shillllihs
6,089 posts
msg #140436
- Ignore shillllihs
modified |
12/27/2017 8:16:47 PM
Looks like a double digit Xiv tank in the works.
I am sometimes wrong. Let's all hold our breath together.
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