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Old 12-10-2007, 12:58 AM
bolt bolt is offline
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There are too many limitations in the MT4 framework for intensive NN routines. The training is best handled externally so simply collect an array of the last 1000 bars together with the indicators of your choosing perhaps 3 or 4 is good and certainly needs more than one. Dump the array together with indicators values to cvs or mql and your tuning there instead. Auto split 80% learn to 20% test for validation. There are dozens of excellent c++ libraries which can tune and model this array faster then mt4 and without limitations. Finally only the wights file needs bringing back to Mt4.

However NN on its own is no good because with a GA input selector you have no idea what produces the best signals. As already in this thread you are discussing what MA's should be used if any at all?? GA selector will find the best inputs. That said in my experience GP is MUCH better then NN for financial time series and faster too. NN suffers from hill climb and easily bound to local minima providing a too easily curve fitted solution. GP never suffer this problem either they find a global solution or not. So in my opinion you should look closer to a genetic solution to input selection and global search and the resulting weights file is often much leaner and more efficient for MT4 to use after. I suspect that BEtters NN system has simply caught a sweet spot the last few weeks but you see prior he was down in the noise with all the other EA's.
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