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"Pre-processing" can be nearly anything. A moving average is a form of
pre-processing. It helps you filter out noise. Wilder RSI is
pre-processing. I gives you a ratio of how much a time series has moved up
or down over a given period. Stochastic is pre-processing. It tells you
where the current price is in relation to previous prices. The goal in
pre-processing whether it is to feed an artificial neural net or the neural
net between your ears is to amplify a particular feature in the data so that
it stands out from everything else.
Kent
-----Original Message-----
From: Cab Vinton <cvinton@xxxxxxxxxxx>
To: L_Omega <omega-list@xxxxxxxxxx>
Date: Friday, February 04, 2000 9:28 AM
Subject: RE: FL - NN - Other Systems
> the primary problem with all methods of trading lies in the data.
[SNIP]
> data manipulation is the scarcest know issue in trading, and the most
> dull and boring i might add. however it is just as much a part of
> trading as money management.
So what do you mean by pre-processing, Mark? Detrending? Applying digital
filters? What?
Thanks,
Cab Vinton
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