Posts in category Trading

Where We Are - Stock Marketing of China

I bought a stock in Dec 7, 2007, which was delisted soon, till now, that's why I don't care recent down of China stock markets.

But it seems the stock I bought is near to be listed again, so, I did some quick computing, and here's a summary prediction of SSE Composite Index (

The index will bounce to about 5600 in April, then down to about 4000 at June/July.

But I'll be very care to rely on this prediction, because it's a quick result (a carefully result needs a lot of computing time) and looks like really no-directions in the near future.

Take a Break as Trader

Udated Dec 7: Well, I bought some stocks again today. Let's see year 2008.

I sold out all my hold on Stock Exchange of China this morning, and will take a break until end of this year. Wow, what a year.

Prediction 4 Months Ago and Actual Trends Today, by Neural Network

Today, Shanghai Security Index ( 000001.SS) touched 2100, and, from my previous neural network research on 0000001.SS, about 4 months passed. In that blog, I placed a prediction picture, and now, here it's a verification picture of the actual price trends comparing to the prediction:

The Blue line is the prediction calculated by Neural Network. The Red/Green line is the actual price trends.

Click on the picture to enlarge it


Is Neural Network Useful to Analyse Stock Market?

I'm busy on cleanup the Neural Network code after World Cup. Now the performance is acceptable, momentum and rprop learner for MLP were done too. RBF Network almost works.

The Neural Network is not magic, I just use it to do non-linear regression. The results that I got are totally based on my unserstanding to stock market other than neural network.

Anyway, as the primary motivation for BlogTrader? project, the neural network and other machine-learning tools (such as SVM) will be continually under developing. I hope to release next version of BlogTrader? Platform in later September. Maybe a sample neural network indicator will be included in this coming version. If you are interesting in these approachs, you can write your own indicator based on NN.

Again, I try my understanding on stock market for, here's a result just for joy:

The yellow line is output of neural network in training period, the BLUE line is the prediction for un-trained period, the prediction uses none high-low-open-close values of predicion period, it's a mid-term prediction:

Click on the picture to enlarge it


An Elliott Wave analyse on Shanghai Index 4 years ago

It was 4 years ago, I wrote an article about the Elliott Wave analyse on Shanghai Stock Exchange Index. At that time, the Shanghai Index dropped from the highest point 2245 at Jun 2001 to a low around 1300. I posted a picture and made some estimations:

* Be ware of that a Big C wave, which may point to around 1043 * The C wave may last to at least 65x3=195 weeks (about to June 2005)

4 years passed, the Shanghai Index arrived a lowest 998 at June 2005. I think that a new wave-1 has been in its step, and the 2007 will be a good year.

Here's the link to orginal  post (in Chinese) and the picture: