jackmack
334 posts
msg #139062
- Ignore jackmack |
11/3/2017 6:49:02 PM
Hello and good evening
I was just wondering if you were ever able to get your XIV NN system back up and running?
Thank you
|
Kevin_in_GA
4,599 posts
msg #139064
- Ignore Kevin_in_GA |
11/3/2017 7:08:01 PM
Yes - the developer has his own data server that the software taps into each night. No data costs (nice).
I did have to rebuild my NN filters from scratch, but no big deal. I look at it each night and trade off any new signals from it, but rely mostly on my SS multisystem for my XIV trades lately. The NN systems have been fully invested in XIV for a while (smart) but that gives me no new signals to use.
|
simplegolpadia
11 posts
msg #139065
- Ignore simplegolpadia |
11/3/2017 9:54:48 PM
Hi Kevin, can you please share your settings for NN filters? Regards
|
jackmack
334 posts
msg #139066
- Ignore jackmack |
11/3/2017 10:58:04 PM
Thank you
Cheers
|
jackmack
334 posts
msg #139079
- Ignore jackmack |
11/4/2017 3:36:35 PM
Kevin_in_ga
Another quick question
Were you able to back test your NN system back
as far as you were able on the ^VIX (XIV/VXX) Stratasearch
system you shared with us previously?
Just wondering
Thank you
|
Kevin_in_GA
4,599 posts
msg #139080
- Ignore Kevin_in_GA |
11/4/2017 4:02:04 PM
The software does not really do backtesting as SS does. IT only gives you a final return and win%, the simple things. It does not even show you an equity curve (you can construct one from the trade data, though, if you have the patience).
I built the NN models using the last 2 years of data, withholding the final six months for OOS testing.
Unless you have the software, the model parameters are probably meaningless as the specific NN rules and filter code are not accessible. Really poor support from the developer as well - he only tries to sell you more stuff if you email him with questions or for support.
|
jackmack
334 posts
msg #139142
- Ignore jackmack |
11/7/2017 4:02:05 PM
Kevin_in_ga
Will you be setting your new signals up from the NN in Collective2 as a subscription based trading filter set?
Just wondering
|