Example 13 – Semi-optimized Prediction of FOREX

Example 13

Semi-optimized Prediction of FOREX

There are two differences between this chart and the last one (Example 12) other than that we hide the close and the regression slopes. You should carefully examine how we made these differences, because they are important concepts.

We still did not optimize these models in the usual sense, but we did use the optimizer to find the optimal threshold rules for buying and selling based on the net’s predictions. Take a look at the Positions tab in the Prediction Wizard.

We added an equity curve that sums the equity of all the stocks in the chart. For this we used an indicator in the Chart Page Calculation category.

Many new users want to know which statistics they should examine to decide if a model is a good one or not. Opinions on that vary quite a bit, but our opinion is that the best way to decide is examine the equity curve. Look for smoothly rising curves, with no large drops or spikes.

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