Need to know if Neural Networks can achieve my goal
in [Matlab]
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From: Franco on 23 Jun 2010 06:35 Hey there, I want to start learning neural networks to help me with trading. But before I do that I want to confirm that this is the method I need to learn. For example, see below for the images: http://img101.imageshack.us/i/patternr.gif/ http://img227.imageshack.us/i/pattern2.gif/ Both images contain a pattern also known as a whipsaw or a sideways pattern. The price is not really going anywhere it is just oscillating up and down. Sometimes tis happens with an overall upwards on downwards trend, other times there is no trend is just oscillates up and down. Now I need to detect those anomalies mathematically. Is this possible with neural network pattern recognition? Regards Franco
From: us on 23 Jun 2010 08:02 "Franco " <fjmocke(a)gmail.com> wrote in message <hvso0o$r6e$1(a)fred.mathworks.com>... > Hey there, > > I want to start learning neural networks to help me with trading. But before I do that I want to confirm that this is the method I need to learn. > > For example, see below for the images: > > http://img101.imageshack.us/i/patternr.gif/ > http://img227.imageshack.us/i/pattern2.gif/ > > Both images contain a pattern also known as a whipsaw or a sideways pattern. The price is not really going anywhere it is just oscillating up and down. Sometimes tis happens with an overall upwards on downwards trend, other times there is no trend is just oscillates up and down. Now I need to detect those anomalies mathematically. > > Is this possible with neural network pattern recognition? > > Regards > Franco unfortunately, our firewalls do not allow us to access these images... us
From: Franco on 23 Jun 2010 08:38 "us " <us(a)neurol.unizh.ch> wrote in message <hvst3s$o9b$1(a)fred.mathworks.com>... > "Franco " <fjmocke(a)gmail.com> wrote in message <hvso0o$r6e$1(a)fred.mathworks.com>... > > Hey there, > > > > I want to start learning neural networks to help me with trading. But before I do that I want to confirm that this is the method I need to learn. > > > > For example, see below for the images: > > > > http://img101.imageshack.us/i/patternr.gif/ > > http://img227.imageshack.us/i/pattern2.gif/ > > > > Both images contain a pattern also known as a whipsaw or a sideways pattern. The price is not really going anywhere it is just oscillating up and down. Sometimes tis happens with an overall upwards on downwards trend, other times there is no trend is just oscillates up and down. Now I need to detect those anomalies mathematically. > > > > Is this possible with neural network pattern recognition? > > > > Regards > > Franco > > unfortunately, our firewalls do not allow us to access these images... > > us Ok that is a problem, there is no way for me to upload an image here so I'm not sure how to get the images displayed. But anyways let me ask the question from a different point of view. Imagine a sinusoidal wave, and directly after the sinusoidal wave a wipsaw (instant trend changes up and down) wave. Can Neural Networks, if properly trained, recognize when the wipsaw pattern starts, or recognize a wipsaw pattern in previous historic data points? Remember the situation is not as easy as this illustration, there will be a lot of noise in the signal. Regards Franco
From: Greg Heath on 23 Jun 2010 11:38 On Jun 23, 8:38 am, "Franco " <fjmo...(a)gmail.com> wrote: > "us " <u...(a)neurol.unizh.ch> wrote in message <hvst3s$o9...(a)fred.mathworks.com>... > > "Franco " <fjmo...(a)gmail.com> wrote in message <hvso0o$r6...(a)fred.mathworks.com>... > > > Hey there, > > > > I want to start learning neural networks to help me with trading. But before I do that I want to confirm that this is the method I need to learn. > > > > For example, see below for the images: > > > >http://img101.imageshack.us/i/patternr.gif/ > > >http://img227.imageshack.us/i/pattern2.gif/ > > > > Both images contain a pattern also known as a whipsaw or a sideways pattern. The price is not really going anywhere it is just oscillating up and down. Sometimes tis happens with an overall upwards on downwards trend, other times there is no trend is just oscillates up and down. Now I need to detect those anomalies mathematically. > > > > Is this possible with neural network pattern recognition? > > > > Regards > > > Franco > > > unfortunately, our firewalls do not allow us to access these images... > > > us > > Ok that is a problem, there is no way for me to upload an image here so I'm not sure how to get the images displayed. > > But anyways let me ask the question from a different point of view. Imagine a sinusoidal wave, and directly after the sinusoidal wave a wipsaw (instant trend changes up and down) wave. Can Neural Networks, if properly trained, recognize when the wipsaw pattern starts, or recognize a wipsaw pattern in previous historic data points? > > Remember the situation is not as easy as this illustration, there will be a lot of noise in the signal. The link is to time history plots, not images. I don't have a clear idea of what I am looking for. It would help if you just used 1 graph with two colors: 1 for the original data and the other for the parts of the waveform that peaks your interest (pun intended). Hope this helps. Greg
From: Franco on 23 Jun 2010 14:00
> The link is to time history plots, not images. > > I don't have a clear idea of what I am looking for. > It would help if you just used 1 graph with two colors: > 1 for the original data and the other for the parts of > the waveform that peaks your interest (pun intended). > > Hope this helps. > > Greg > Ok, let's try this. See below for image of a new graph: http://img143.imageshack.us/img143/5809/chartu.gif As you can see, between the red horizontal lines is a wipsaw pattern, almost looks like a disformed sinus wave. I need to identify such patterns. At the start of the graph is also one. It is a graphical pattern as you can see, it is very difficult to identify with normal mathematics that is why I am trying to find an alternative like neural networks AI. Regards Franco |