About This Journal
This will be my personal journal detailing my development of an artificial neural network to attempt to gain a statistical edge on the market on multiple time frames. I will post my progress as I reach milestones, and we will see together whether it is in fact possible to gain a statistically significant edge with a machine learning method.
I will also discuss how I approach money management with respect to whatever statistical edge I might gain with my learner. I will post probabilistic simulations of my learner's performance using various money management techniques.
Please note that I currently trade fairly successfully (on a small, ~4K live account) using simple chart patterns and S/R analysis. I am also a full-time engineering student, however, so it would be highly preferable to have an automated agent either trade in my absence or alert me of high-probability setups. If my development of this indicator/EA is successful in gaining an edge, perhaps I will release it to the community in some form.
I would appreciate your thoughtful input to the thread. Development functions best when there are watching, constructively critical partners - or so the open-source software movement has taught us. So if you have something valuable to add, please by all means post it.
This will be my personal journal detailing my development of an artificial neural network to attempt to gain a statistical edge on the market on multiple time frames. I will post my progress as I reach milestones, and we will see together whether it is in fact possible to gain a statistically significant edge with a machine learning method.
I will also discuss how I approach money management with respect to whatever statistical edge I might gain with my learner. I will post probabilistic simulations of my learner's performance using various money management techniques.
Please note that I currently trade fairly successfully (on a small, ~4K live account) using simple chart patterns and S/R analysis. I am also a full-time engineering student, however, so it would be highly preferable to have an automated agent either trade in my absence or alert me of high-probability setups. If my development of this indicator/EA is successful in gaining an edge, perhaps I will release it to the community in some form.
I would appreciate your thoughtful input to the thread. Development functions best when there are watching, constructively critical partners - or so the open-source software movement has taught us. So if you have something valuable to add, please by all means post it.