|
Optimal Sigma for PNN
Hello there
I have been reading the post and following them for a while, I have used Erics idea for pnn from FXreal.ru with some changes. It works fine now in the expert, however, you have to optimize it for say two months to get the sigma and stop loss to get good results. I have been looking at the posts and have seen the RBF-DDA algorithm, seems much better and it looks you do not have to find optimum sigma for each pair(by the way sigma will change depending on time).
Looks interesting, does anyone has the code for RBF-DDA?
By the way if anyone wants a separate thread opened it might be a good idea...
|