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The code is comprised of two functions: the usual function that implements the trading model (Model), and a procedure to prepare the neural network inputs (PrepareNeuralInputs). The procedure that prepares the inputs requires the index of the current bar (cb) and a series of closing prices (cls) on which to operate. The PrepareNeurallnputs function, given the index to the currant bar and a series of closing prices, calculates all inputs for a given fact that are required for the neural network. In the list, pbars, the numbers after the tirst zero (which is ignored), are the lookbacks, relative to the current bar, which are used to calculate the price differences discussed earlier. The first block of code, after the declarations, initializes a price adjustment factor table. The table IS tmualized on the first pass through the function and contains the square-roots of the number of bars between each pair of prices from which a difference is computed. The next block of code calculates the adjusted price differences, as well as the sum of the squares of these differences, i.e.,

The class declaration is just the blueprint from which instances of the class are created. Once a class is declared, you can create instances of the class. Classes are reference types, which, as you will remember from the previous chapter, means that they require memory both for the reference to the data and for the actual data. The reference to the data is stored in a variable of the class type. So, to create an instance of the class, you need to start by declaring a variable of the class type. If the variable isn t initialized, its value is undefined.

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CFURLRef 274 CGAffine 255 CGAffineMakeRotation 254 CGAffineMakeScale 254 CGAffineMakeTranslation 254 CGAffineTransform 250 CGAffineTransformMake 261 CGAffineTransformRotate 254 CGAffineTransformScale 254 CGAffineTransformTranslate 255 CGColorSpaceCreateDeviceRGB 258 CGColorSpaceCreateWithName 258 CGColorSpaceRelease 258 CGContext text options 260 CGContextAddArc 248 CGContextAddArcToPoint 248 CGContextAddCurveToPoint 248 CGContextAddEllipseInRect 248 CGContextAddLineToPoint 248 CGContextAddQuadCurveToPoint 248 CGContextAddRect 248 CGContextAddRects 248 CGContextBeginPath 248 CGContextClearRect 251 CGContextClip 249 CGContextClosePath 249 CGContextConcatCTM 254 255 CGContextDrawImage 259 CGContextDrawLinearGradient 258 CGContextDrawRadialGradient 258 CGContextDrawTiledImage 259 CGContextEOFillPath 249 CGContextFillPath 249 CGContextFillRect 251 CGContextFillRects 251 CGContextMoveToPoint 248 CGContextRef 244 CGContextRestoreGState 244, 251 CGContextRotateCTM 253 CGContextSaveGState 244, 251 CGContextScaleCTM 253 CGContextSelectFont 261 CGContextSetAlpha 256 CGContextSetBlendMode 256 CGContextSetFillColorWithColor 252 CGContextSetFlatness 256 CGContextSetFont 261 CGContextSetLineCap 256 CGContextSetLineDash 256 CGContextSetLineJoin 256 CGContextSetLineWidth 256 CGContextSetRGBFillColor 252 CGContextSetRGBStrokeColor 252 CGContextSetSetPosition 261 CGContextSetShadow 256

Figure 4-2 illustrates how to define the variable to hold the reference. At the top of the code on the left is a declaration for class Dealer. Below that is a declaration for class Program, which contains method Main. Main declares variable theDealer of type Dealer. Since the variable is uninitialized, its value is undefined, as shown on the right in the figure.

CGContextSetShadowWithColor 256 CGContextSetStrokeColorWithColor 252 CGContextSetTextDrawingMode 261 CGContextSetTextMatrix 261 CGContextShowText 261 CGContextShowTextAtPoint 261 CGContextStrokePath 249 CGContextStrokeRect 251 CGContextStrokeRectWithWidth 251 CGContextTranslateCTM 253 CGGradientCreateWithColorComponents 258 CGGradientCreateWithColors 258 CGGradientRef 257 CGGradientRelease 258 CGPath functionss 250 CGPathAddArc 250 CGPathAddEllipseInRect 250 CGPathAddLineToPoint 250 CGPathAddRect 250 CGPathCloseSubpath 250 CGPathCreateMutable 250 CGPathMoveToPoint 250 CGPDFContextCreate 246 CGRectMake 43 CGShadingRef 257 CGSize 379 changeColor 107 chrome, in Mobile Safari 6 CJSONDeserializer 293 294 class header file 46 implementation of 21 implementation, defining 20 in Objective-C 18, 20 22 instantiating object from 22 interface, defining 20 linking 49 new, creating 45 49 reasons to create 45 source code file 47 49 steps to create 46 class controls 51 class method 21 class object 19 CLHeading 207 208 clipping path closing 249 setting, in Quartz 255 CLLocation 200 201 CLLocationCoordinate2D 331 CLLocationDirection 208 CLLocationManager 200, 207 CLLocationManagerDelegate 200, 208 methods 201 close 165

the squared amplitude or length of the resultant vector The final block of code in this function normalizes the vector of price differences to unit length The general code that implements the model follows our standard practice After a block of declarations, a number of parameters are copied to local variables for convenient reference The 50-bar average true range, which is used for the standard exit, and the time-reversed lo-bar Slow %K, used as a target, are then computed One of the parameters (mode) sets the mode in which the code will run A mode of 1 runs the code to prepare a fact file: The file is opened, the header (consisting of the number of inputs, 18, and the number of targets, 1) is written, and the fact count is initialized to zero This process only occurs for the first market in the portfolio.

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