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Showing posts from September, 2009

fun with encog

Out of the possibility that my computer may be able to see
through the noise of the market and accurately predict the
next bar..appears to be beyond the meager processing power
my computer currently has.

Here is the source code to a stock predictor program I wrote
which uses neural networks with temporal or time based data
to predict the next bar in the time series.

the raw data...

1,973,971.75,971.75,973.75,23537,976.88,970.62,973.75,8.33,22.22,45.45,20.83,20.83,23537,22732 2,971.75,970,970,972,6350,977.1,969.79,973.45,7.41,29.48,52.64,0,13.51,6350,13589 3,970,968.25,968.25,970.25,9316,977.38,968.55,972.96,6.58,35.92,58.1,0,6.02,9316,14281 4,968.25,966.25,966.25,968.25,4452,977.67,966.94,972.3,5.85,43.04,62.59,0,0,4452,5296 5,966.25,968.25,966.25,968.25,10861,977.5,966.25,971.88,5.2,38.26,65.29,19.51,6.96,10861,5123 6,968.25,967.75,967.75,969.75,19762,976.7,965.83,971.27,12.96,34.01,61.87,14.63,11.38,19762,14855 7,967.75,969.75,967.75,969.75,16617,976.1,965.76,970.93,11.52,30.23,59.4…

fun with encog 2.1..sine wave predictor

Hi,
I've out of curiosity I've been playing around with encog.

http://www.heatonresearch.com/encog
http://code.google.com/p/encog-java/downloads/list

Here is a program which I borrowed from encog's website..

Here is the output from my program..

-0->-0.17364 -1->0.0 -2->0.17364 -3->0.34202 -4->0.5 =0=>0.64278 >>0.6662971234778998 -0->0.0 -1->0.17364 -2->0.34202 -3->0.5 -4->0.64278 =0=>0.76604 >>0.8159551242229075 -0->0.17364 -1->0.34202 -2->0.5 -3->0.64278 -4->0.76604 =0=>0.86602 >>0.8951268774699124 -0->0.34202 -1->0.5 -2->0.64278 -3->0.76604 -4->0.86602 =0=>0.93969 >>0.9265601010306325 -0->0.5 -1->0.64278 -2->0.76604 -3->0.86602 -4->0.93969 =0=>0.9848 >>0.9349698519994352 -0->0.64278 -1->0.76604 -2->0.86602 -3->0.93969 -4->0.9848 =0=>1.0 >>0.9310725862692986 -0->0.76604 -1->0.86602 -2->0.93969 -3->0.9848 -4->1.…