New article Practical Use of Kohonen Neural Networks in Algorithmic Trading. Part II. Optimizing and forecasting has been published:
Based on universal tools designed for working with Kohonen networks, we construct the system of analyzing and selecting the optimal EA parameters and consider forecasting time series. In Part I, we corrected and improved the publicly available neural network classes, having added necessary algorithms. Now, it is time to apply them to practice.
This is how testing appears on the period from July 1, 2018 - December 1, 2018.
Unity-Forecast: Forecasting the movements of silver on the Forex and gold cluster in MetaTrader 5 Tester
At times, the accuracy reaches 60 %. We can conclude that,
basically, the method works, if even it requires fundamentally selecting
the forecasting object, preparing inputs, and long-time, meticulously
Author: Stanislav Korotky