Generating Custom Models with the Custom Solution Wizard

TradingSolutions comes with several general neural network models that will satisfy the requirements of most types of user predictions. However, advanced neural network users may want to try their own neural network designs. To do this, use NeuroSolutions to design your neural network topology, then use the Custom Solution Wizard to generate those designs as Dynamic Link Libraries (DLLs). These programs are separate from TradingSolutions, but greatly extend the users ability to work with non-standard neural network designs.

Limitations of Using Custom Solution Wizard DLLs

TradingSolutions is limited to using Custom Solution Wizard DLLs that are capable of learning. Specifically, generation of these DLLs requires the Developers level of the Custom Solution Wizard. It also requires that the NeuroSolutions breadboard not be recall-only. TradingSolutions will check any DLLs automatically to make sure that they meet this requirement.

Since custom neural networks can be of any design, TradingSolutions cannot be used to customize the neural network in the Custom Solution Wizard DLL. The number of hidden layers, number of processing elements, memory depths, and learning rates all must be configured through NeuroSolutions. Because of this, genetic optimization is also not available from within TradingSolutions for Custom Solution Wizard DLLs.

Ä    Note: DLLs produced with Custom Solution Wizard version 1.02 or earlier have additional limitations. The number of inputs and outputs must be set in the breadboard. Also, the "samples per exemplar" setting must be set manually to be compatible to with the total number of training samples for dynamic networks. In addition, the learning curve and other training information will not be available.

Creating Predictions Using Custom Solution Wizard DLLs

By default, TradingSolutions selects an appropriate pre-configured model for the type of prediction you are making. If you would like to use a Custom Solution Wizard DLL instead of an internal model, select View or modify the neural network model for this prediction from the Predict a Value Wizard: Select Options page while you are creating a prediction. Then, on the Configure Model page, set Model Type to Use a Custom Solution Wizard generated DLL.

TradingSolutions will automatically look for a weights (.nsw) file with the same name as the DLL in the same directory as the DLL. This file is typically not required, but is used to restore any weights from the NeuroSolutions breadboard that may have been set manually and are not updated during training. When moving or renaming the DLL, be sure to include the weights file.

Training Custom Solution Wizard DLLs

Static networks will be trained using the settings on the breadboard.

Dynamic networks will be trained using the Online/Batch and Samples Per Exemplar settings on the breadboard. However, if the number of samples per exemplar in the DLL is larger than the number of samples in the training set, the number of samples per exemplar will be lowered to the number of samples available.

&  For more help with the Predict a Value Wizard, see the help for the Predict a Value Wizard.

&  For more help with predictions, see Predicting and Modeling Financial Data.