Taking Neural Networks to the next level - page 31

yes they are but you don't trade them as reversals in the Chaos Trading System

I have a question on this subject. I hope to write as clearly as possible.

I have been trading with neural networks (LSTM, to be precise) and when I trained them, the data was normalized.

But if the data is normalized, should I normalize it every time I perform live operations? I currently do it, but now I have my doubts about whether it is a good idea or not.

I mean ... if the data is normalized every time a new candle is formed, every time the values would be different because I am adding a new candle, and if it is normalized, then the candle that had a value of 1 (for example )  could not have it anymore. Isn't there an inconsistency?

Neural Network

Neural Network: discussion/development threads

1. Better NN EA development thread with indicators, pdf files and so on.
2. Better NN EA final thread 
3. taking NEURAL NETWORKS to the NEXT LEVEL - very interesting thread
4. Neural Networks thread (good public discussion)
5. How to build a NN-EA in MT4: usefull thread for developers.
6. Radial Basis Network (RBN) - As Fit Filter For Price: the thread 

Neural Network: Indicators and systems development

1. Self-trained MA cross!: development thread for new generation of the indicators
2. Levenberg-Marquardt algorithm: development thread

Neural Network: EAs

1. CyberiaTrader EA: discussion thread and EAs' thread.
2. Self learning expert thread with EAs' files here.
3. Artificial Intelligence EAs threads: How to "teach" and to use the AI ("neuron") EA thread and Artificial Intelligence  thread
4. Forex_NN_Expert EA and indicator thread.
5. SpiNNaker - A Neural Network EA thread. 

We are not talking about Fractal Indicator by Bill Williams.

We are talking about the Fractal geometry researched by Benoit Mandelbrot, the father of Fractal Research in the world.

https://en.wikipedia.org/wiki/Benoit_Mandelbrot

Fractal indicator by Bill Williams are just one of many technical indicator freely available nowdays.

It is based on reapting pattern but not based on Fratal Wave itself.

Peak Trough Analysis (or Peak Trought Transformation) is the Fractal transformtion that turns entire price series into Fractal pattern helping us to make advanced prediction on financial market. 

Never confuse Fractal Indicator by Bill Williams with Fractal geometry research done by Benoit Mandelbrot.

If you want to go for more advanced market prediction, I will recommend to study Peak Trough Analysis that brings most of mathematical algorithm opened by Benoit Mandelbrot including Fractal Dimension described here.

https://en.wikipedia.org/wiki/Fractal_dimension

Since it is easier to use Fractal Indicator, you might study this first. Then study Fibonacci Retracement and Expansion. Then use Peak Trough Analysis finanally. Then it would open up new trading strategies using price action and patterns.

Never stay in th fractal indicator forever if you want to become more serious trader.

Must move on to more advanced Peak Trough Analysis soon or later.

I  am not an expert on the subject.But as  far  as  I  know    you should normalize your  data(z score,mini max etc..)  and  neural  network   should  predict the percentage change of the price series.    .    

If you have medical database or sales database or whatever with seasonality and trends you can use all the ML you want.

Markets have not even 1 chance to be tamed and 'learned' by AI, simply because THERE ARE NO PATTERS.