Neural Network strategy backtest comparison
#4
Hey, all!

For those of you who enjoyed Part 4 about NNs, I have released 2 new parts in last week:

Part 5 - extension to part 4, where I backtest NN strats against October, August and July. I also compare how to market itself was doing, so we can keep the results in context. For example, here are results for July 240m:

[Image: 240m-Candles.png]



Part 6 - I get started on prediction analysis by trying to predict single event - huge price drop that started from November 14th. I draw the prediction lines on chart, so we can compare the accuracy, for example, here is neataptic strategy predictions with 5m candles and 900 history:

[Image: neataptic.png]

Let me know if this works for you and if any suggestions for future topics. Thanks!
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RE: Neural Network strategy backtest comparison - by deandree - 12-04-2018, 07:40 AM

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