Discussion of article "Experiments with neural networks (Part 1): Revisiting geometry"


New article Experiments with neural networks (Part 1): Revisiting geometry has been published:

In this article, I will use experimentation and non-standard approaches to develop a profitable trading system and check whether neural networks can be of any help for traders.

Optimization and forward test results.

4 perceptron 4 tangent

Forward test date from 2021.05.31 to 2022.05.31. Out of all the results, we should choose the one featuring the largest profit factor with the maximum of the complex criterion exceeding 20-40.

Test 1

Test 2

Author: Roman Poshtar

Nice insight. I also try experimenting with neural network and have come across similar idea, not passing the prices directly to the network as prices have no valid boundaries thus I choose to pass the angle/slope of the moving averages.
Let me know if you found some progress.