Curve Fitting With Neural Net

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rlygangesh
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Location: Mumbai, India
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Curve Fitting With Neural Net

Post by rlygangesh » Mon Nov 28, 2016 9:27 am

Hi All
Optimization or Curve fitting of chart/indicator is a double edged sword but if done tactfully will helpful in trading.

Artificial intelligence like neural network is a advance tool helpful in curve fitting too.
as far as my understanding Neural net choose best population from its own results so results will be same or better than original indicator.

I have tried neural net with Exbar1 for curve fitting for better indicator , i have taken taken 7 Exbar1 indicator with same default length 30 with various Qual (3,4,5,6,7,8,9) as input
My Output was Exbar1(6,30)

neural net was trained with 10 day 5 min chart.
& after applying this net on 2 month chart i have only 4 false signal in more than 60 signal.
i was using future data so i have not more than 3 month data for one non-continuous future contract

now i m new in artificial intelligence so i request to Erik & all please guide me to be an expert with Artificial intelligence
rlygangesh@gmail.com

rlygangesh
Posts: 39
Joined: Sun Oct 02, 2016 3:40 pm
Location: Mumbai, India
Contact:

Re: Curve Fitting With Neural Net

Post by rlygangesh » Fri Dec 16, 2016 6:20 am

Hi Earik
My above Neural network plotting one bar behind.
are there something missing in setting ?
how can i print it live?
rlygangesh@gmail.com

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earik
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Re: Curve Fitting With Neural Net

Post by earik » Fri Dec 16, 2016 6:18 pm

The nets plot right at the close. That's actually not one bar behind, it's just not every single tick. This is a question I used to get a whole bunch at one time, and which forced me to add the update-every-tick option in QScript. You really don't want your indicators to be updating every tick. That's a good way to get a bunch of false signals. Just select a time frame you are comfortable with, and trade on the close of those bars.

Regards,

Earik

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