Neural Network EMA system (NeuroTrend)

[Mazda]

Hi,
Thank-you so much for this wonderful system Aroon. I have successfully installed it and its working as of now. However, I am wondering whether I would need to update it after X amount of time. (days, weeks, months)? or do i just leave it and it doesn;t need to be updated?

In addition, I was wondering what the success rate for this system is? I just downloaded it a couple of hours ago and market is really slow right now, so not much movement. And are the alerts valid? I have received a few "Buy" alerts but there is no movement, so I did not pull the trigger. Thank-you for your input.

[MadCow]

Originally Posted by daytrader65

No the EA gave HUGHE profits on any pair, month, or year, and without any form of re-training.
The price of 1H bar0 is its closing price. If you access this bar from a lower TF eg 1M you'll have that price available for a full 59 minutes before that
1H bar actually closed..... iaw looking 59minutes into the future.
You can monitor that bar0 price in backtests and see that it is actually stable, but on foreward test the price moves with the ticks...

I agree that the bar with 0 shift may have a future-looking problem. The version of Neuro Trend that I have uses bars at shift 1 and 2. There is no 0 shift bar. Perhaps we refer to different versions? My version has no version number. inputs 15 and 16 are:
input[15] = gmThreshold((iMA(NULL,PERIOD_H1,5,0,MODE_EMA,PRICE _CLOSE,h1shift)-iMA(NULL,PERIOD_H1,5,0,MODE_EMA,PRICE_CLOSE,h1shif t+1))/(Point*10));
input[16] = gmThreshold((iMA(NULL,PERIOD_H1,5,0,MODE_EMA,PRICE _CLOSE,h1shift+1)-iMA(NULL,PERIOD_H1,5,0,MODE_EMA,PRICE_CLOSE,h1shif t+2))/(Point*10));

They do not refer to bar 0.

However, we are really discussing how many angels can fit on the head of a pin. Neuro trend is a NN that predicts the next few bars of an EMA. look at the attached image.3 Filters.jpg
Two curves are digital filters, the third is neuro trend. Which do you prefer? I cannot choose either.

Although neuro trend has a small mse, that is not very useful. The mse is measured over all samples (bars). It will be very small during smooth periods, and be larger when the ema pivots. But that is precisely when accuracy is needed. Since the pivots occur less often than smooth samples, they will have small effect on the mse. In fact, a simple linear predictor will have slightly worse mse, but be just as good at the pivots. Why bother with a NN?

[kevinx72]

Hi this is an excellent tread.
I am using neurotrend on 1 hour charts EUR/USD , much better i think with the assistance of the russian digital filters.
Does any one on here have a working copy of the stuggart SNNS Simulator.
I downloaded it from here ra.cs.uni-tuebingen.de/SNNS/
and cannot get it to work. So I download a compiled version from elsewhere it ran but crashed every time!!
Although the network is still accurate I do feel it would be a good idea to train it once in a while. Any help with this would be very much appreciated.

And finally I must say I have given up using linear indicators on forex, if it wasn't for this excellent indicator neurotrend and the digital filters. I would be trading the stock indexes, for an easier life!!! Thanks for all the input on this thread.