The new trainer has taken shape: it should provide a better preprocessing of the model and has just been tested. Now it will be applied to the basic SPX data to have each bar analized and ranked. More testing ahead, it is the basic process for a neural network model. This new learning model is much more rich than the previous, and I hope it will enhance the performance.
It’s a long time I’m thinking about a stop indicator. The stop is the key factor for every position and is the value at which your position will be closed. I hate stops. The stops you usually find on trading platforms have big problems of responsiveness to volatility. The stop must be a sort of safety net to protect the position profit. What I’m searching for as an agent that guesses a reasonable stop for every bar close. Now I’ve tested the new stop for the model and seems to work fine. A larger testing ahead, but as an effect of activating a stop, I noticed that a trading system is taking shape. At the moment, I’m more concentrated on having all the bits in place, but a sort of trading system may take shape soon. We will have a signal system, targets and stops, plus a view into the future: all the building blocks for an investment project.