Quote:
Originally Posted by avinashsringeri
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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as quote
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.
if you really know how to use NEURAL network
I think you should know how to do it -- just compare with real, for the next 2 hour time frame -- to see whether thte prediction fit
what software do you sue -- for NN ??