Trading Fuzzy Patterns (TASC September 2002)

You can easily implement Sherald’s Trading System with fuzzy pattern indicators
in the NeuroShell Trader by using the extra cost add-on named the Fuzzy Pattern
Recognizer. Select ‘New Chart…‘ from the ‘File‘ menu and choose
the stock of interest on the appropriate wizard screen.

The next step is to create the Fuzzy Pattern indicators. Select ‘New Indicator…
from the ‘Insert‘ menu and use the Indicator Wizard to create each of
the following indicators. Rename the indicators to BuyLongFuzzy2 and SellShortFuzzy2
as appropriate:

BUY LONG FUZZY2:
Fuzzy2(Close, 1, -2, 10, 5)

SELL SHORT FUZZY2
Fuzzy2(Close, 2, 0, 10, 5)

To create the trading system based on the fuzzy patterns, select ‘New Trading
Strategy…
‘ from the ‘Insert‘ menu and enter the following long
and short entry conditions in the appropriate locations of the Trading Strategy
Wizard:

BUY LONG CONDITIONS:
A>B(BuyLongFuzzy2(Close,1,-2,10,5),0.3)

SELL SHORT CONDITIONS:
A>B(BuyShortFuzzy2(Close,2,0,10,5),0.07)

As stated in the article, use the genetic algorithm optimizer in the Trading
Strategy Wizard to maximize profit.

File Download

tip0902fuzzy.exe

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