This post is a recap of the pleasance system. I’ve just finished checking the pleasance system on the EURUSD and GBPJPY trading pairs. This is in addition to the GBPUSD that I usually work with. I had found a logical error in the nn-for-ga.lisp file, and it has now been fixed. It made no difference […]
The ‘lucifer’ project is out. Its available at its Github page. It should be a good basis for most of the trading simulations that I have planned. The next step is to create a seperate project with all the trading system simulators on them. That should be fun. I’ll find enough ideas on the forums.
The Pleasance project currently has everything it needs within its own package. That should change. The reason is that the data-mgmt and indicators files provide functionality that isn’t specific to this implementation of a predictor. So the solution is to put those 2 files and their functionality into a package of its own. Then their […]
In the last few weeks I’ve been trying to think about how to make a system that has a way to finding out robust trade parameters. I recently just got a paper and pen and started thinking about it freely and noting everything down. Perhaps its time I break out the ‘Thinkertoys’ book again. This […]
> 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 […]
> So I hit an interesting place a little more than a month ago. My program worked. But it didn’t give results that were terrible helpful. Talk about an anti-climax. First, the good part. The good part is that the GA+NN combination works wonders. I had it crunching through 50 different chromosomes for about 30 […]
>With the reading of the Yu, Wang & Lai book (Foreign-exchange-rate forecasting with artificial neural networks), I decided to implement a Genetic Algorithm (GA) to figure out which indicators are actually useful for predicting the future price. This involved further refactoring of the code. Genetic algorithms A GA works by sampling and scoring different possible […]
Algorithms Refactored code So far I’ve been (Naively) making a new symbol for every node in the neural net. Then, whenever I have to change the number of input or hidden nodes, I have to do it by hand. This is time-consuming, and I don’t like it. So I spent about 2 hours trying to […]
> Finally, a discovery After months of reading through articles online and searching for books in the public library, I finally hit upon a book that explains neural nets to me in a manner that I understand and can implement. It explained things to me in a clear manner, and I finally got it. This […]
>I’ve broken apart the time frames that I’m studying, and so I now have a better idea of the sort and variety of results I can expect from the random-entry system. First I divided the data into 2 parts, and then I divided it into 6. For both studies, I performed the same simulation and […]