Thread: Neural Networks
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Old 07-21-2009, 02:47 AM
avinashsringeri avinashsringeri is offline
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Neural Network :- How to select the right network

Hi Guys,

I have created a neural network trading system based on the strategies I used in manual trading. The profit and equity curves are amazing in the training.But on live data I am not able match the exact performance that I got with training set, but its not bad.

I have some questions.
1) How to avoid overfitting?
2) What is the right way of evaluating a neural net? While optimizing I get lot of good results I dont know which one to pick.
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