Sample Results of Combining Morlet inputs with a Neural Network

These screenshots are from a proprietary neural network trading system.  The screen shots are to demonstrate the power of using a few carefully chosen inputs to a neural network.  The blue line is the price series.  The green line is the system profit, the yellow is closed drawdown, the red is open drawdown, and the white indicates profit or loss from individual trades. The right axis indicates the amount (in US$).  All the systems are limit systems (no slippage) and use a commission of $15.   All these systems only use inputs generated by the WaveFin package, the number of inputs is indicated above the chart. 

5 WaveFin filtered price inputs, train 0-15000, out of sample 15001-18000

6 WaveFin filtered price inputs, train 0-15000, out of sample 15001-18000,

6 WaveFin filtered price inputs, train 0-18500, out of sample 18501-21000

3 WaveFin filtered price inputs, train 0-9000, out of sample 9001-10500