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were superb The average trade yielded a profit of greater than $6,000 across all order types, and the system provided an exceptional annual return, ranging from 1929% (entry at open, Test 1) to 1346% (entry on stop, Test 3) Results this good were obtained because a complex model containing 114 free parameters was fitted to the data Is there anything here beyond curve-fitting Indeed there is With the stop order, out-of-sample performance was actually slightly profitable-nothing very tradable, but at least not in negative territory: The average trade pulled $362 from the market Even though losses resulted out-of-sample for the other two order types, the losses were rather small when compared with those obtained from many of the tests in other chapters: With entry at open, the system lost only $233 per trade With entry on limit (Test 2), it lost $331.



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Figure 7-23 The pump laser in the upper left corner injects light at the opposite direction of the transmitted optical signal. Bottom right, an actual EDFA.





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There are at least two other amplification techniques in addition to EDFAs that have recently come into favor. The first of these is called Raman amplification, which is similar to EDFA in the sense that it relies on Raman effects to do its task, but different for other rather substantial reasons. In Raman amplification, the signal beam travels down the fiber alongside a rather powerful pump beam, which excites atoms in the silica matrix that in turn emit photons that amplify the signal. The advantage of Raman amplification is that it requires no special doping: Erbium is not necessary. Instead, the silica itself gives off the necessary amplification. In this case, the fiber itself becomes the amplifier! Raman amplifiers require a significantly high-power pump beam (about a watt, although some systems have been able to reduce the required power to 750 mw or less) and even at high levels the power gain is relatively low. Their advantage, however, is that their induced gain is distributed across the entire optical span. Furthermore, it will operate within a relatively wide range of wavelengths, including 1,310 and 1,550 nm, currently the two most popular and effective transmission windows. Semiconductor lasers have also been deployed as optical amplification devices in some installations. In semiconductor optical amplifiers, the weakened optical signal is pumped into the ingress edge of a semiconductor optical amplifier. The active layer of the semiconductor substrate amplifies the signal and regenerates it on the other side. The primary downside to these devices is their size: They are small, and

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Again, as has sometimes happened in other tests of countertrend models, a stop order, rather than a limit order, performed best The system was profitable out-of-sample across all orders when only the long trades were considered It lost across all orders on the short side In-sample performance was fabulous in almost every market in the portfolio, with few exceptions, This was true across all order types The weakest performance was observed for Eurodollars, probably a result of the large number of contracts (hence high transaction costs) that must be traded in this market Weak performance was also noted for Silver, Soybean Oil, T-Bonds, T-Bills, Canadian Dollar, British Pound, Gold, and Cocoa There must be something about these markets that makes them difficult to trade, because, in-sample, most markets perform well Many of these markets also performed poorly with other models.

addError("Email",er); } else { //Remove error removeError("Email", "E502"); } } #endregion Here we either add or remove validation errors for the Email property based on the retrieved error code from the validation method ValidateEmail on the web service. And there is the same kind of approach for the vds_ValidateUrlCompleted method. void vds_ValidateUrlCompleted(object sender, ValidationServiceReference.ValidateUrlCompletedEventArgs e) { if (e.Result) { //Remove the error removeError("Websiteurl", "W501"); } else { //add the error ErrorInfo er = new ErrorInfo("W501", "Website does not exist."); addError("Websiteurl", er); } } Here, based on retrieved bool value, we add or remove one validation error for the Websiteurl property. With this Consultant class, implementing INotifyDataErrorInfo is now complete. Next we need to quickly set up the user interface to make use of this class.

Downloaded from Digital Engineering Library @ McGraw-Hill (www.digitalengineeringlibrary.com) Copyright 2004 The McGraw-Hill Companies. All rights reserved. Any use is subject to the Terms of Use as given at the website.

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Out-of-sample, good trading was obtained across all three orders for the TBonds (which did not trade well in-sample), the Deutschemark, the Swiss Franc, the Japanese Yen, Unleaded Gasoline, Gold (another market that did not trade well insample), Palladium, and Coffee Many other markets were profitable for two of the three order types The number of markets that could be traded profitably out-of-sample using neural networks is a bit surprising When the stop order (overall, the bestperforming order) was considered, even the S&P 500 and NYFE yielded substantial profits, as did Feeder Cattle, Live Cattle, Soybeans, Soybean Meal, and Oats Figure 1 l-l illustrates the equity growth for the time-reversed Slow %K predictor model with entry on a stop The equity curve was steadily up in-sample, and continued its upward movement throughout about half of the out-of-sample period, after which there was a mild decline..

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