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Its the end of the year. I’m not where I wanted to be at the end of the year. On the other hand, I’m in a better place than I was at the beginning. Progress in small steps.

State of the program.

I’ve put the program up on Github.com under a GPLv3 license. This makes it easier for people to follow the progress of this project. I feel that this is a great way to get more people involved in it, and to get help on it from others. I’ve also found that its easier to stay on top of things when I know that the commit-log is publicly viewable. It gives me something to shoot for.

I named the program ‘Pleasance’, after the home planet of my favourite sci-fi character. This program takes a bunch of technical indicators and applies them to a fully-connected back-propagation neural-network using a genetic algorithm and finds out which indicators are useful. By changing the code slightly you can have the GA focus on optimizing directional accuracy or the mean error (Which takes magnitude into account).

Recent changes.

I’ve made a few changes to the system that doesn’t change the program’s functionality a great deal. These changes are meant to make the program easier to use by other people. I’ve added a macro and a function that make it easier to recalculate everything and just put all the data into a user-named vector, which removes the need to re-load the entire project and change source code if you add a new technical indicator. Small stuff to make it more user-friendly.

Next steps.

I want to get a working model out there ASAP. So I think I will not keep adding functionality from the YuWangLai book into the matrix version of the program. Instead I will mash together my trade-simulator function and a neural-net that focuses only on the 3 indicators that show promise with directional accuracy. I’ll then turn the whole thing into a function and wrap a GA around it and have the GA focus on profitability. I want a working model of the system out there ASAP.

I will leave the Pleasance project alone, and put all this new functionality into a seperate project. I feel the Pleasance project is good at what it does and I should leave it at that.