Exporting Data for Use in NeuroSolutions

TradingSolutions can export the training, cross validation, and testing sets of a prediction field to files for use in NeuroSolutions. This is useful for developing your own neural network models for use with the financial data. Once created, most neural models can be generated into DLL’s using the Custom Solution Wizard and used directly from TradingSolutions. The created models can also be used directly from within NeuroSolutions.

Exporting Data Associated with a Predicted Field

To export the data associated with a predicted field, view the Modify Field Dialog: Training Settings page for that field and press the Export Training Data for use in NeuroSolutions… button. This will display a file selection dialog labeled Export Training Data As. This dialog allows you to specify the name of the main file to export the data to. Once you have selected a file name and directory, press the Save button.

&  For help with the file selection dialog, see the help for the File Selection Dialog.

The data for the training set will be saved in the file name selected. If a cross validation set is allocated, the cross validation set will be saved in the same file name with "_CrossVal" added. If a testing set is allocated, the testing set will be saved in the same file name with "_Testing" added.

Ä    Note: Field names with characters that cannot be handled by the NeuroSolutions file component will automatically be converted for use in NeuroSolutions.

Using the Exported Data in NeuroSolutions using the Neural Wizard

On the Training Data page of the Neural Wizard, select to use the training set file by pressing the Browse… button and selecting the file using the file selection dialog. Only the training set file should be selected from this dialog.

&  For help with file selection dialogs, see the help for the File Selection Dialog.

Once the file is selected, the exported fields should be listed in the Training Data page. These fields include both the input fields and the desired output fields. Any conditional input fields are handled in TradingSolutions. Prior to continuing, the desired fields should be tagged as Desired using the Desired button.

Ä    Note: The Prediction checkbox should be left unselected. Selecting Prediction mode would indicate that the neural model should predict future values of the inputs, rather than predicting the desired output.

The next page that should be displayed is the Cross Validation and Test Data page. Select to read the cross validation and testing sets from a separate file and using the Input CV… and Input Test… buttons to select the appropriate files. Once these files are selected, NeuroSolutions will automatically detect that the desired values are also in these files.

After the files have been selected, continue to use the Neural Wizard as normal.

Using the Exported Data in NeuroSolutions from an Existing Breadboard

To use the exported data in NeuroSolutions from an existing breadboard, you will need to place file components on the input axon and the criterion and attach the files manually.

·      Adding a File Component to the Input Axon

Select the File component from the Input tool palette and stamp it on the pre-activity access point of the input axon. The pre-activity access point is on the lower left of the input axon.

·      Adding a File Component to the Criterion

Select the File component from the Input tool palette and stamp it on the desired signal access point of the criterion. The desired signal access point is on the right side of the criterion. If you cannot locate this access point, stamp the file component on the pre-activity access point and use the Inspector for the newly added file component to change the access point to Desired Signal using the Access tab.

·      Selecting the Input Files

Use the Inspector for the file component on the input axon and select the File List tab. Any current files should be removed. Press the Add… button and use the file selection dialog to select the exported training set file. Press the Open button, then associate the file with the "ASCII - Column" translator and the Training data set. Press the Close button.

Since this is the input file component, you will want to skip the desired output columns by selecting the desired output column and pressing the Skip button. When you are finished, press the Close button. The selected file should now be listed in the File List for the file component.

Repeat the above process for the cross validation and testing files. It is not necessary to specify which columns to skip for these additional files.

·      Selecting the Desired Output Files

Use the Inspector for the file component on the criterion axon and select the File List tab. Repeat the process used for selecting the input files, except indicate to skip all of the input fields and leave the desired output field.

The NeuroSolutions breadboard is now set up to use the exported data.