Barry Cohen Idol   Posts: 2308 Joined: 1/1/1900  User Profile | NN stands for Neural Network, so those methods come with ARM from the Nirvana Club. From the ARM User Guide... ARM-enabled versions of OmniTrader have access to allocation methods within the Portfolio Simulation mode that make use of the NN Score prediction. These methods, called NN Trade Size and NN % of Equity are derived from the Fixed Trade Size and % of Equity methods, respectively. In the NN Trade Size method, the number of shares used in the simulation is calculated for each signal as a linear function of its Neural Network Score. The parameters for this method define the linear function by providing the Trade Size for two different Score values (Low and High). Because a higher NN Score implies a prediction of a better signal, the allocation should increase with the Score. Similarly, in the NN % of Equity method, the percentage of equity used in the simulation is calculated for each signal as a linear function of its Neural Network Score. | |
