I'm new here and I just found this thread. Very interesting to read.
First, let me say "thank you" for sharing your indicator/system. I'm a longtime trader, but to be honest, I don't know a whole lot about neural nets. I plan on reading the tutorial you posted here to better educate myself.
I've installed the indicator/files/template, and going back through my 15m chart I can see that this system turns out some very nice trades.
I do have a question. If I understand correctly, the indicator must occasionally be "fed" new pricing information so that it can learn/relearn. I'm not sure how much info you feed it, but I thought I read "2 months" worth. I assume this must be done manually. Using 2 months as an example, Here's my question:
Would it be possible to program the indicator so that the new information is "automatically" fed into the system? For example, at the start of each new day (00:00), the newest information is automatically fed into the system and the oldest information is dropped/deleted. Let's say that you are using information ranging from July 1st - August 30th. At the end of the day on September 1st, the July 1st data would be dropped and September 1st data would be added, giving you a data range of "July 2nd - September 1st." This way the indicator always has the newest, most relevant information. Hopefully this isn't a stupid question. If I am misunderstanding the way this works then please just ignore my question.
As I stated before, I don't know much about NN, but hopefully I can contribute in some way. Thanks again for sharing your indicator. I look forward to following this thread.