I ve been developing a NN based EA for about a week now. Mine uses an external dll, it is running in the strategy tester optimizator as I write this. I strongly suggest you keep it simple, because very complex models may work on test data but fail in live trading.

"predicting MA"s makes no sense; predicting price is more like it... but if you read the literature on the issue (You could start with edward gately's "neural networks for financial forecasting") you'll soon understand that predicting change is less error prone.

If i am not wrong, Mr. Better said that he uses Moving Averages as inputs,not that he predicts them.

There are a number of tools that will actually train and write the code for you: statistica's neural network module, neuralworks, tiberius... im just afraid that their predictive results are a bit overrated

someone mentioned there's another thread on neural nets; where is it? I have 4:43 more hours to wait until this optimization run finishes...