Well, I can choose to use whatever structure in terms of number of layers and hidden neurons. The question is do you think there is SOME structure...
5 days I am using at the moment. And currently I have 3000 rows.
Great! We are on the same page. My testing confirms that is does NOT matter. Here is the next "thought experiment". I am trying to predict the...
That's exactly my line of thinking! I believe you should get the same answer when input is 8 - in each case.
It was your second example: 8,6 9,8 13,9 11,13 10,11 And I can choose to use between 100 and 3000 training samples
Yes, that sort of thing
1 day forward change
I train on the first part of each dataset independently, but with the same inputs (except reversed data of course)
I am just reversing the bar order - no other changes. And Stock A is in a strong rally through the period, and therefore Stock AR is in a strong...
This is a NN, not a MA breakout type rule.
Here's an interesting thing. I have created a simple neural net with 1 input (20 day price change) on a stock A that go UP over time. I then...
What accuracy are you targeting? 70% actually sound very high. AlphaGo only get 57% accuracy on matching a human's decisions. And many...
I want to trade my simple neural net across 20 stocks. In simulation I could Train "walking-forward" based on a single stock - train for x months,...
I have introduced early stopping into my system. I do this by measuring the slope of the recent values of MSE over the past x iterations. However,...
Of particular interest would be comment from somebody actually running a NN for live trading. Across a portfolio of currency pairs or stocks.
Perfect
Getting back on topic. Has anyone managed to build a simple NN that gives a reasonable trading performance across a set of instruments?
For comfort, I think it should work on out-of-sample data of 2 years. AND it should work across a set of instruments (say 5+) that have been...
I am sure I am misunderstanding you when you say 100% accuracy. Can you clarify what you meant please.
OK thank you. One issue I grapple with is that it is relatively "easy" to create a model (simple heuristic - not NN) for a particular Stock. When...
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