Back Testing Results : JapaneseCandleSticks_Interval.bt







Mode: Neural Net
Price Events: Rel. Osc.(1,10,10 Close)
Criterion: Correlation 7 pt. after LBC

Model candlestick_1_b.hyp candlestick_1_b.hyp candlestick_1_b.hyp candlestick_1_b.hyp candlestick_1_b.hyp candlestick_1_b.hyp candlestick_1_b.hyp
NN Topology 32 hidden 32 hidden 32 hidden 32 hidden 32 hidden 32 hidden 32 hidden
NN Training last 700; 15000 st. last 1000; 15000 st. last 1500; 15000 st. last 2000; 15000 st. last 3000; 15000 st. last 4000; 15000 st. last 5000; 15000 st.
Statistics +59 / -41 ChSq=1.6 +60 / -40 ChSq=2.0 +61 / -39 ChSq=2.4 +60 / -40 ChSq=2.0 +60 / -40 ChSq=2.0 +63 / -37 ChSq=3.4 +70 / -30 ChSq=8.0
Average 0.087 0.080 0.110 0.116 0.153 0.122 0.174
04.04.2001 09:30 0.686 0.784 0.804 0.799 0.761 0.701 0.775
18.04.2001 09:30 -0.138 0.010 -0.546 -0.534 0.172 0.195 0.331
01.05.2001 09:30 0.047 0.045 0.505 0.176 0.387 0.641 0.414
14.05.2001 09:30 0.034 0.051 0.351 0.030 0.213 0.187 0.758
25.05.2001 09:30 0.759 0.668 0.682 0.770 0.787 0.728 0.475
08.06.2001 09:30 -0.818 -0.880 -0.783 -0.706 -0.411 -0.481 -0.593
21.06.2001 09:30 0.105 0.424 0.291 0.183 0.724 0.415 0.415
05.07.2001 09:30 0.249 0.545 -0.208 0.267 0.365 0.730 -0.138
18.07.2001 09:30 0.273 0.415 0.484 0.132 0.426 0.605 0.476
31.07.2001 09:30 -0.386 -0.424 0.122 -0.371 -0.395 0.238 -0.370
13.08.2001 09:30 0.021 0.493 -0.341 -0.250 -0.270 0.022 0.306
24.08.2001 09:30 -0.346 -0.402 -0.313 -0.302 -0.405 0.131 -0.439
07.09.2001 09:30 -0.364 -0.513 -0.403 -0.497 -0.467 -0.484 -0.462
26.09.2001 09:30 0.386 0.671 0.862 0.681 0.585 0.836 0.710
09.10.2001 09:30 -0.017 -0.025 0.218 -0.067 -0.107 -0.060 -0.275
22.10.2001 09:30 0.055 -0.450 0.000 -0.185 -0.284 -0.028 0.039
02.11.2001 09:30 0.278 -0.287 0.020 0.060 0.096 0.106 0.857
15.11.2001 09:30 0.504 0.567 0.776 0.726 0.856 0.710 0.562
29.11.2001 09:30 -0.270 -0.600 -0.307 -0.366 -0.098 -0.218 0.199
12.12.2001 09:30 0.466 0.472 0.551 0.577 0.608 0.349 0.616
26.12.2001 09:30 -0.101 0.558 0.420 0.233 -0.184 -0.288 0.331
09.01.2002 09:30 0.250 -0.242 -0.415 -0.060 -0.235 0.359 0.138
23.01.2002 09:30 -0.392 -0.220 0.098 -0.223 0.362 -0.740 -0.588
05.02.2002 09:30 0.041 0.294 0.678 0.903 0.910 0.882 0.730
19.02.2002 09:30 -0.454 -0.743 -0.250 -0.245 -0.077 -0.507 -0.032
04.03.2002 09:30 0.584 0.657 0.519 0.520 0.708 0.325 0.379
15.03.2002 09:30 0.814 -0.142 0.224 0.079 -0.087 0.215 0.408
28.03.2002 09:30 -0.053 -0.073 -0.546 0.127 0.467 -0.306 -0.374
11.04.2002 09:30 -0.332 0.224 0.043 -0.286 -0.208 0.228 -0.049
24.04.2002 09:30 0.518 0.348 0.458 0.521 0.419 0.114 0.192
07.05.2002 09:30 0.071 -0.023 0.821 0.695 0.887 0.883 0.725
20.05.2002 09:30 -0.265 -0.261 0.319 0.000 0.117 0.378 0.271
03.06.2002 09:30 -0.602 -0.555 -0.547 0.074 -0.071 -0.381 -0.047
14.06.2002 09:30 -0.676 -0.740 -0.551 -0.706 -0.662 -0.807 -0.814
27.06.2002 09:30 0.111 0.055 0.129 0.177 0.144 0.245 0.114
11.07.2002 09:30 -0.414 -0.342 -0.507 -0.600 -0.526 -0.601 -0.520
24.07.2002 09:30 0.017 0.141 0.439 0.489 0.354 0.168 0.196
06.08.2002 09:30 0.441 0.764 0.706 0.723 0.656 0.674 0.840
19.08.2002 09:30 0.249 0.578 -0.336 -0.609 -0.208 -0.535 -0.792
30.08.2002 09:30 -0.189 -0.239 0.244 0.447 0.760 0.218 0.189
13.09.2002 09:30 -0.151 -0.516 -0.832 -0.642 -0.717 -0.871 -0.587
26.09.2002 09:30 -0.051 0.158 -0.394 -0.201 -0.282 -0.202 -0.193
09.10.2002 09:30 0.576 0.330 0.608 0.592 0.701 0.229 0.491
22.10.2002 09:30 0.764 0.808 0.792 0.666 0.328 0.723 0.460
04.11.2002 09:30 0.423 0.641 0.740 0.525 0.749 0.448 0.255
15.11.2002 09:30 -0.596 -0.773 -0.703 -0.727 -0.745 -0.541 -0.418
29.11.2002 09:30 0.403 0.202 -0.118 0.023 0.835 0.827 0.757
12.12.2002 09:30 0.623 0.323 -0.153 0.362 -0.083 0.000 -0.011
26.12.2002 09:30 0.254 0.197 0.439 0.454 0.515 0.100 0.447
09.01.2003 09:30 0.149 0.209 -0.179 -0.158 -0.250 0.099 0.158
23.01.2003 09:30 0.444 -0.067 0.652 0.180 0.334 -0.073 0.436
05.02.2003 09:30 0.074 0.478 0.247 0.562 0.405 0.421 0.356
19.02.2003 09:30 -0.462 -0.177 -0.328 0.480 0.231 0.294 0.290
04.03.2003 09:30 -0.522 -0.284 -0.020 -0.103 0.095 -0.301 0.199
17.03.2003 09:30 0.386 0.888 0.382 0.374 0.377 0.602 0.233
28.03.2003 09:30 -0.208 0.356 -0.364 0.440 -0.259 -0.146 0.638
10.04.2003 09:30 0.190 0.360 0.310 0.608 0.319 0.251 0.107
24.04.2003 09:30 0.155 0.237 0.608 0.160 0.617 0.195 0.093
07.05.2003 09:30 -0.357 -0.353 0.136 -0.296 -0.766 -0.638 -0.557
20.05.2003 09:30 -0.080 0.010 0.457 0.480 0.747 0.685 0.097
03.06.2003 09:30 0.283 0.119 0.232 -0.042 0.158 0.297 0.302
16.06.2003 09:30 0.836 0.791 0.519 0.706 0.689 0.685 0.689
27.06.2003 09:30 -0.475 -0.790 0.259 0.340 0.467 0.059 0.156
11.07.2003 09:30 -0.206 -0.711 -0.470 -0.431 -0.384 -0.104 -0.386
24.07.2003 09:30 -0.209 -0.750 -0.760 -0.847 -0.493 -0.485 -0.866
06.08.2003 09:30 0.691 0.433 0.811 0.915 0.885 0.741 0.780
19.08.2003 09:30 0.507 0.697 0.649 0.497 0.626 0.531 0.717
02.09.2003 09:30 -0.069 -0.030 0.112 0.374 0.233 0.560 0.313
15.09.2003 09:30 0.299 -0.153 -0.010 -0.167 -0.592 -0.078 -0.346
26.09.2003 09:30 0.744 0.372 0.659 0.803 0.861 0.810 0.554
09.10.2003 09:30 0.108 -0.471 0.294 0.149 -0.047 -0.104 0.163
22.10.2003 09:30 0.403 0.186 0.077 -0.193 -0.260 -0.295 -0.095
04.11.2003 09:30 -0.030 0.159 0.618 0.120 0.021 0.389 0.355
17.11.2003 09:30 -0.060 0.388 0.263 0.441 0.058 0.487 0.631
01.12.2003 09:30 0.365 -0.107 0.423 0.172 0.060 -0.098 0.118
12.12.2003 09:30 0.198 -0.730 -0.969 -0.841 -0.799 -0.837 -0.772
26.12.2003 09:30 0.503 0.460 0.492 0.479 0.520 0.407 0.284
09.01.2004 09:30 0.794 0.404 -0.103 -0.340 -0.362 -0.398 -0.181
23.01.2004 09:30 -0.268 -0.024 -0.113 0.157 0.286 0.072 0.252
05.02.2004 09:30 -0.058 0.387 0.652 0.511 0.689 0.418 0.461
19.02.2004 09:30 0.274 0.197 0.527 0.682 0.370 -0.251 -0.328
03.03.2004 09:30 0.009 0.104 -0.476 -0.051 0.445 -0.037 0.706
16.03.2004 09:30 0.069 0.304 0.372 0.178 0.184 0.265 0.254
29.03.2004 09:30 -0.163 0.251 0.088 -0.004 -0.033 0.226 -0.049
12.04.2004 09:30 -0.118 0.073 -0.037 -0.041 0.032 0.064 0.141
23.04.2004 09:30 0.552 0.879 0.311 0.460 0.665 0.501 0.371
06.05.2004 09:30 0.635 0.586 0.180 0.193 -0.150 0.468 0.549
19.05.2004 09:30 -0.275 0.333 0.558 0.402 0.598 0.662 0.155
02.06.2004 09:30 0.322 0.241 -0.481 -0.514 -0.261 -0.185 0.112
16.06.2004 09:30 -0.051 -0.034 -0.187 -0.318 0.002 0.226 0.494
29.06.2004 09:30 0.290 0.071 0.460 -0.062 0.278 0.632 0.469
13.07.2004 09:30 -0.739 -0.235 -0.800 0.554 -0.110 -0.523 0.543
26.07.2004 09:30 0.194 0.245 -0.035 0.107 0.329 0.363 0.704
06.08.2004 09:30 -0.180 -0.361 -0.236 -0.279 -0.073 -0.026 -0.292
19.08.2004 09:30 -0.352 -0.405 -0.585 -0.152 -0.158 -0.035 0.263
01.09.2004 09:30 0.020 0.112 0.312 -0.330 -0.124 -0.619 0.588
15.09.2004 09:30 0.071 0.386 -0.213 -0.083 -0.137 -0.552 -0.116
28.09.2004 09:30 0.528 -0.131 0.222 0.678 0.601 0.352 0.299
11.10.2004 09:30 -0.282 -0.544 -0.077 -0.335 -0.411 -0.476 -0.106
22.10.2004 09:30 0.348 0.677 0.508 0.596 0.429 0.117 0.292





Mode: Linear Model
Price Events: Rel. Osc.(1,10,10 Close)
Criterion: Correlation 7 pt. after LBC

Model candlestick_1_b.hyp candlestick_1_b.hyp candlestick_1_b.hyp candlestick_1_b.hyp candlestick_1_b.hyp candlestick_1_b.hyp candlestick_1_b.hyp
NN Topology 32 hidden 32 hidden 32 hidden 32 hidden 32 hidden 32 hidden 32 hidden
NN Training last 700; 15000 st. last 1000; 15000 st. last 1500; 15000 st. last 2000; 15000 st. last 3000; 15000 st. last 4000; 15000 st. last 5000; 15000 st.
Statistics +55 / -45 ChSq=0.5 +55 / -45 ChSq=0.5 +58 / -42 ChSq=1.3 +55 / -45 ChSq=0.5 +57 / -43 ChSq=1.0 +54 / -46 ChSq=0.3 +53 / -47 ChSq=0.2
Average 0.065 0.065 0.103 0.077 0.054 0.068 0.058
04.04.2001 09:30 0.650 0.641 0.385 0.434 -0.089 -0.012 -0.032
18.04.2001 09:30 0.511 0.419 -0.158 0.389 0.478 0.341 0.615
01.05.2001 09:30 0.366 0.299 0.712 0.576 0.696 0.918 0.122
14.05.2001 09:30 0.250 0.093 0.108 0.008 0.026 -0.021 0.440
25.05.2001 09:30 -0.326 0.124 -0.122 -0.477 -0.776 -0.145 -0.523
08.06.2001 09:30 0.131 -0.102 0.110 0.451 0.474 0.521 0.495
21.06.2001 09:30 -0.686 -0.290 -0.731 -0.650 0.270 -0.457 -0.387
05.07.2001 09:30 -0.395 -0.509 -0.814 -0.739 -0.485 -0.630 -0.934
18.07.2001 09:30 0.272 0.337 0.610 0.230 0.528 0.572 0.558
31.07.2001 09:30 0.491 0.438 0.794 0.752 0.833 0.750 0.871
13.08.2001 09:30 0.138 0.531 0.405 0.616 0.140 0.170 0.402
24.08.2001 09:30 0.151 0.486 0.116 0.357 0.255 0.459 0.349
07.09.2001 09:30 0.185 -0.780 -0.262 -0.497 0.231 -0.144 0.159
26.09.2001 09:30 -0.104 -0.349 -0.226 -0.266 -0.292 -0.681 0.293
09.10.2001 09:30 0.715 0.782 0.843 0.791 0.572 0.277 0.448
22.10.2001 09:30 0.366 0.031 0.819 0.504 0.432 0.706 0.694
02.11.2001 09:30 0.331 -0.260 -0.030 -0.148 -0.433 -0.438 0.296
15.11.2001 09:30 0.486 0.759 0.861 0.704 0.692 0.761 0.738
29.11.2001 09:30 -0.341 -0.564 -0.317 -0.336 -0.212 -0.222 -0.080
12.12.2001 09:30 -0.239 -0.198 0.016 -0.832 -0.419 -0.605 -0.208
26.12.2001 09:30 -0.012 0.346 0.190 0.017 -0.368 0.186 0.328
09.01.2002 09:30 0.467 0.507 0.650 0.355 0.490 0.522 0.699
23.01.2002 09:30 -0.608 -0.417 -0.573 -0.301 -0.479 -0.440 -0.571
05.02.2002 09:30 -0.493 -0.463 -0.656 -0.641 -0.664 -0.201 -0.303
19.02.2002 09:30 -0.433 -0.679 -0.691 -0.582 -0.684 -0.832 -0.902
04.03.2002 09:30 0.727 0.748 0.862 0.602 0.645 0.457 0.319
15.03.2002 09:30 0.807 0.576 0.601 0.702 0.488 0.556 0.755
28.03.2002 09:30 -0.102 0.283 -0.075 0.123 0.296 -0.142 -0.179
11.04.2002 09:30 -0.295 0.174 -0.172 -0.484 -0.435 -0.056 -0.140
24.04.2002 09:30 -0.105 -0.837 -0.318 -0.411 -0.647 -0.508 -0.337
07.05.2002 09:30 -0.754 -0.348 0.538 -0.146 -0.429 -0.121 -0.145
20.05.2002 09:30 0.409 0.383 0.524 0.579 0.389 0.570 0.402
03.06.2002 09:30 -0.518 -0.579 -0.581 -0.224 -0.388 -0.620 -0.629
14.06.2002 09:30 0.258 -0.156 0.485 0.752 0.388 0.262 -0.217
27.06.2002 09:30 -0.366 -0.610 -0.389 -0.121 -0.708 -0.420 -0.001
11.07.2002 09:30 0.884 0.580 0.672 0.546 0.885 0.800 0.292
24.07.2002 09:30 -0.469 -0.129 0.062 0.259 0.670 0.043 0.007
06.08.2002 09:30 -0.487 0.556 0.693 0.294 0.675 0.329 0.389
19.08.2002 09:30 0.606 0.902 0.577 0.581 0.844 0.648 0.584
30.08.2002 09:30 -0.743 -0.269 -0.575 -0.009 -0.523 -0.560 -0.906
13.09.2002 09:30 0.667 0.870 0.652 0.579 0.665 0.625 0.462
26.09.2002 09:30 0.413 0.251 -0.201 0.357 0.191 0.340 0.253
09.10.2002 09:30 -0.316 -0.270 -0.030 -0.482 -0.435 -0.251 -0.608
22.10.2002 09:30 0.935 0.854 0.868 0.917 0.658 0.929 0.360
04.11.2002 09:30 0.598 0.752 0.834 0.709 0.837 0.631 0.869
15.11.2002 09:30 -0.438 -0.543 -0.277 -0.539 -0.546 -0.374 -0.289
29.11.2002 09:30 0.861 0.787 0.757 0.927 0.743 0.875 0.837
12.12.2002 09:30 0.537 -0.440 -0.620 -0.261 -0.242 -0.279 -0.027
26.12.2002 09:30 0.070 -0.531 -0.819 -0.846 -0.432 -0.852 -0.709
09.01.2003 09:30 0.294 0.550 0.502 0.796 0.755 0.430 0.707
23.01.2003 09:30 -0.558 -0.523 0.126 -0.619 -0.546 -0.829 -0.648
05.02.2003 09:30 -0.465 -0.121 0.174 -0.013 0.283 0.084 0.191
19.02.2003 09:30 -0.118 0.321 0.075 0.642 0.089 0.446 0.264
04.03.2003 09:30 -0.459 -0.390 -0.110 0.002 -0.456 -0.383 -0.231
17.03.2003 09:30 0.608 0.766 0.478 0.603 0.498 0.580 0.576
28.03.2003 09:30 -0.454 -0.344 -0.715 -0.339 -0.670 -0.618 -0.731
10.04.2003 09:30 -0.498 0.157 -0.243 0.382 -0.550 -0.281 -0.806
24.04.2003 09:30 -0.526 -0.385 0.168 -0.194 0.062 0.098 -0.344
07.05.2003 09:30 -0.127 -0.293 -0.257 -0.294 -0.585 -0.551 -0.553
20.05.2003 09:30 -0.518 -0.536 -0.449 -0.305 -0.498 0.024 -0.075
03.06.2003 09:30 0.200 0.049 0.224 -0.237 0.182 0.187 0.350
16.06.2003 09:30 0.904 0.905 0.735 0.810 0.780 0.911 0.929
27.06.2003 09:30 -0.652 -0.672 -0.014 -0.455 -0.580 -0.331 -0.459
11.07.2003 09:30 0.302 -0.224 -0.022 0.201 -0.376 -0.181 -0.217
24.07.2003 09:30 0.297 -0.047 0.374 -0.275 0.310 0.502 -0.051
06.08.2003 09:30 -0.212 -0.040 0.075 0.167 -0.490 0.192 -0.362
19.08.2003 09:30 0.685 0.793 0.701 0.537 0.521 0.619 0.723
02.09.2003 09:30 0.292 0.787 0.605 0.918 0.814 0.614 0.563
15.09.2003 09:30 0.345 0.002 0.500 0.050 0.225 0.669 0.375
26.09.2003 09:30 0.023 -0.496 -0.253 0.185 -0.765 -0.424 -0.191
09.10.2003 09:30 0.691 0.080 0.525 0.525 0.611 0.661 0.472
22.10.2003 09:30 -0.138 -0.463 -0.559 -0.615 -0.554 -0.721 -0.245
04.11.2003 09:30 0.059 0.175 0.562 0.075 0.340 0.339 0.173
17.11.2003 09:30 -0.132 -0.093 -0.343 -0.451 -0.448 -0.352 -0.788
01.12.2003 09:30 0.404 0.258 -0.001 0.306 0.314 0.358 0.514
12.12.2003 09:30 -0.359 -0.603 -0.870 -0.598 -0.710 -0.701 -0.876
26.12.2003 09:30 0.398 0.542 0.544 0.127 0.275 0.453 0.077
09.01.2004 09:30 -0.101 -0.348 -0.406 -0.528 -0.848 -0.578 -0.322
23.01.2004 09:30 -0.282 0.012 0.189 0.425 0.609 0.056 0.351
05.02.2004 09:30 -0.324 -0.201 0.130 0.611 -0.073 0.003 -0.279
19.02.2004 09:30 -0.082 0.131 -0.322 -0.121 -0.312 -0.379 -0.189
03.03.2004 09:30 0.763 0.576 0.520 0.683 0.703 0.808 0.824
16.03.2004 09:30 -0.094 0.432 0.231 -0.004 -0.312 0.439 -0.363
29.03.2004 09:30 0.005 -0.195 0.038 -0.216 -0.023 -0.114 -0.129
12.04.2004 09:30 -0.152 0.164 0.482 0.184 0.567 0.160 0.389
23.04.2004 09:30 0.537 0.880 0.400 0.374 0.777 0.538 0.383
06.05.2004 09:30 0.424 0.082 -0.422 0.046 -0.415 -0.052 -0.031
19.05.2004 09:30 -0.746 -0.388 -0.073 -0.842 -0.613 -0.589 -0.792
02.06.2004 09:30 0.129 0.270 0.341 -0.234 0.102 -0.189 0.373
16.06.2004 09:30 0.189 0.220 0.319 0.305 0.004 0.371 0.275
29.06.2004 09:30 0.375 0.592 0.393 0.397 0.660 0.649 0.741
13.07.2004 09:30 0.298 0.249 0.218 0.688 0.600 0.290 0.519
26.07.2004 09:30 -0.298 0.226 -0.345 -0.442 0.084 -0.256 -0.110
06.08.2004 09:30 -0.534 -0.697 -0.495 -0.616 -0.617 -0.739 -0.492
19.08.2004 09:30 -0.152 0.032 -0.003 -0.023 0.118 0.433 0.079
01.09.2004 09:30 0.290 0.551 0.413 -0.126 0.150 0.785 0.413
15.09.2004 09:30 0.521 0.526 0.257 0.263 0.703 0.515 0.543
28.09.2004 09:30 0.296 -0.585 0.216 0.448 0.325 -0.432 -0.402
11.10.2004 09:30 0.078 -0.136 0.024 -0.243 0.147 -0.367 0.290
22.10.2004 09:30 0.069 -0.269 -0.406 -0.418 -0.590 -0.584 -0.554
 

Report created: 20/11/2004 9:28:35 AM

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