NFA-Entropy NN (による forexinvestment)
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NFA-Entropy NN 討論
Aug 23, 2012 at 12:32
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1 Replies
Apr 28, 2012からメンバー
231 投稿
Oct 01, 2012 at 20:19
Are these results derived from trading Craig's Stoltz's Entropy EA?
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Apr 13, 2010からメンバー
1 投稿
Oct 02, 2012 at 04:20
Hi,
Sorry, it is not. Entropy is a well known concept in time series analysis, do some Google on 'econophysics trading', it was mainly used in Physics but used more now in algo trading. I use an entropy indicator I developped in Matlab together with some neural nets. On multiple time frames I predict if next bar will be higher or lower.
Sorry, it is not. Entropy is a well known concept in time series analysis, do some Google on 'econophysics trading', it was mainly used in Physics but used more now in algo trading. I use an entropy indicator I developped in Matlab together with some neural nets. On multiple time frames I predict if next bar will be higher or lower.
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