D. Cooper Stevenson
October 25, 2010 0

Graphs: Executive Edition

By in Artificial Nerual Networks

I wrote the de-scaling logic and x-axis labeling for the prediction/backtesting graphs. Here’s my first draft, complete with a format readable by normal human beings:

There are a couple of things I have to fix.

First, see that spike near the “Tuesday” mark? That spike actually happened at Tuesday’s opening. The discrepancy is because my tick data is missing some ticks. This is also the reason why the blue “Observed” line is longer than the “Predicted” line. That means that I have to write a routine that preps the tick data before feeding into the ANN.

The good news is that the prediction actually “nailed” Tuesday morning’s spike–the ANN “knew” a surge was coming before the currency trust basically moved sideways for the rest of the week.

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