Did anyone here used custom neural network based systems in trading forex? The literature i found is mostly the attempts to predict the daily/weekly stock market returns (as represented by SP500 or Dow). The studies showed that the best neural network solutions predicted the sign of the market (if it is up or down) with something like 80% correctness. Together with trading rules those NN solution gave way to trading systems that outperform SP500 or Down by 2-3% annually. Did anyone here applied NN in forex? If so, what are the results.
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