Jure,
It sounds like you have had some experience with NN's. I have not so if I say something that makes no sense bothers me, however, had a few questions from everything you stated. I am only asking about some NN that could have backward capabilities.
You can not just make a lot of interconnected neurons, nourish it using raw cost (probably a window of previous prices) and anticipate anything useful to come out. Feeding it with multiple inputs (such as many indiors( probably derived from cost) will probably make things worse.
--Now it sounds like the curse of dimensionality is something I must be afraid of, but signs do seem redundant because there's no executable actions. Would actual trading systems with functions that make executable actions out of information help? Kind of..clear upward and refine this information?
There's also always the threat for the internet to overfit the data. The internet would literally incorporate the training set, while totally neglecting at predictions on new information.
--Would you be able to incorporate the information but dump least powerful based on a defined set of parameters, while continuously accepting new data?
I could go on, but ... the point is, there is a good deal of voodoo necessary to make anything related with NNs. A good deal of people believe a NN is some black box that magically learns to map background to future
-- noted But watching as we know the long run is and always will be that. . Based from what claude appeared to be going to get was associated with probablility. I believe he had been saying before. . Speaking about the likelihood of the subsequent 3 bars assembly purchase or sell conditions. That would not be out of the domain of an NN would it?
SO... sorry to clog the thread, you won't see me do it very often that's for certain. But claude says, a really intelligent man, constantly has more questions than answers. I am really eager to see where this goes and will tell I am gonna nead a life-jacket. Claude, Jure, Be-mac, it is going to be fun watching experienced minds woking together on this stuff.
Fantasies of appreciation and Best of luck,
Jax