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Where does the back propogation take place? In the EA, or in a DLL?
How many inputs are there? What timeframe? What inputs?
I am not in the mood to read through a bunch of crap. My NN skills are somewhat respectable now, but not on the order of building one from scratch.
How far out are you forecasting? I noticed part of the method was training with TPs and SLs..... my guess is that you are finding patterns in the TA....
I am thinking a dynamic TP/SL for when the NN thinks the trend will change....
I like the spirit of contributions on this thread.
A few people want the information others are working on ,but they do not want to share their own resources.
Everybody should really be posting their ideas and then asking for other people to hand it to them.
It seems a few greedy people want to develop and sell the expert advisor for commercial exploitation ,the main reason for not sharing their work on this thread,whereas the others are freely sharing their thoughts
After all this is a free sharing forum and everybody who is making free contribution is expecting ,other people to share their work on this thread.Is it fair to free contributors?
Another thing I can't make my mind up is whether adding technical indicators to the NN improve it....
Afterall, all TAs derive from price, so price in its purest form is the best predictive metric compared to any TA.
I am thinking you are right. There is a commercial software doing a NN salad of any kind of technical indicator with any parameters. It's name is "SafirXP"; it is very expensive and complex. People are working for years with it, but I don't know anybody who succed to make money with it.
Well, in computer science, we have something called "functional dependency"
A problem like a NN needs to broken down as follows:
Price is the direct results of something (Central Bankers activities)
Something directly determines price.
Several neural networks try to find patterns in price alone, which may have some respectible results. I believe "Better" uses price as its only input.
But to get the TRUE PREDICTIVE quality which we seek, we must find WHAT REAL WORLD ENTITIES ARE DRIVING PRICE. Sorry to get emphatic, but that's just how it is in the real world.
Unfortunately, banks do not move at the same time.... IE) One banks agenda moves on Monday, another bank moves on Friday..... so extreme noise takes place.
It is impossible to mindread those bankers.... impossible to quantify their thought processes without insider information, so we are always at a disadvantage.....
Some items I've looked at for inputs to a neural net are COT, CPI, interest rates, and unemployment. We must find WHICH reports have a strong linear correlation with price.... IE) which ones have predictive qualities. If the report does not, it should not be put into the NN.