Quote:
Originally Posted by daytrader65
Didn't anyone notice that NeuroTrend is seriously flawed ??
I made a simple EA, trading on NT signals, and backtested it.
The result was amazing... profits went trough the roof in no time.
There was obviously a problem, and after a quick glance at the NeuroTrend code I found that the internal inputs 15 and 16 is taken from 1H EMAs which
will be looking at least 45 minutes into the future. Works great on backtest
where 1H bar0 is always finished and available, but obviously fails miserably on
forward test. I did forward test it and as expected the results were nothing
near what the backtest showed.
So it looks to me that NT in its current form has no future...
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I am confused by your comment. Inputs 15 and 16 refer to the previous H1 bars since shift is 1 and 2. This does not seem to look forward. All the documentation on the strategy tester used for backtest state that the ST simulates ticks one at a time, and will not allow your EA to look into the future. It is not unusual for an EA to backtest well and then fail in forward test. There are many reasons for this, but it is truly hard to get the ST to look forward.. you must fool it by using an external file with the output of the net, previously computed, but shifted forward, or something like that. Perhaps the net was trained on old data and needs updating for forward testing. Or perhaps the backtest was on the data for which the net was trained.. that's just curve fitting.
