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This is exactly why I dislike so-called "IQ-tests". They simply assume too much and prescribe one specific way of understanding the patterns, while ignoring that the samples are just too few to extrapolate rules with high degree of certainty. Somehow, assuming one way of thinking, disregarding...

I don't use any type of NN for trading, nor do I plan to. However, whatever "performance" you'd like your trading system to have will have to be designed in from you. This is usually not a top-down waterfall approach, but an iterative process of trial and error where you have to rework all parts...

The beauty of automation is, it exposes all the little flaws and discretionary assumptions in your logic. You may trade well manually, but when automated, every little potential trade and position becomes very binary at every point in time. Unlike the brain, a computer must be pre-programmed...

Man, I'm a patient man, but you beat me soundly. Curious if anything constructive will come out of this, but if it does, it's entirely on you :rolleyes: Wouldn't keep hopes up though. Garbage in. Garbage out. NN or not.

Causality order have reversed too. Also depends if you feed absolute values or relative values.

Sorry, 20 period change then. I'm guessing you are not "sorting" the prices, but just making it reverse. How? Do you make the numbers negative, or do you divide by the factor between periods? If there's differences, it could be explained by how you do it. If you make the change in percent...

Easy. For a generally uptrending stock I'd expect the reverse to outperform the "going with the MA breakout"-type. Learn trading first before deciding the computer is smarter than you :p

You're all in on it!

Stop yer filthy manipulation!

Better q: When is ES not manipulated? Inserting smiley here for fun ---> :D

If you do meaningful 150% / year, there's no need to ask the plebs.

Got it :sneaky: Investigated longer timeframes. All possible timeframes in fact, and nothing special beyond daily TF in regards direction and borders :) It's never about an absolute recipee on how to achieve success. All great masters of life are only pointing the direction. ;)

I believe the best advice from experienced traders to be to start from the longest timeframes and get that right first. Not necessarily becoming amazingly profitable from it, but as a base for further narrowing down background context. It's faulty thinking to use an indicator period of X and...

RSI and MA are lagging data derived purely from price. They may provide a sort of foundation to compare price action against, but so could anything, like static price levels. What instrument to buy/sell, when, how much & where, would be more interesting questions. No reason to believe an alpha...

ML is naturally a part of TA, when done as analysis of "technical" price-volume data. Any more, and you start to include the fundamental realm of markets. This is simplified understanding and everything can be mixed together also, probably even favourably so. I think the consensus here is...

Some reasons people might coach or provide some trading-related services.. Trading/investing is risky, time-consuming and requires quite a diverse implementation in order to become consistent. Some people might be suited to sell their product or services. For them, it's actually less stress...

What Nyquist Didn’t Say I won't say much more in this discussion about this, for fear of other more knowledgeable experts, who may bring their insights on the table. Since I'm no expert, I leave it to the proper authority.

For generic ML algos, data feed and setup is key. For raw data, transformation and ML algos are key. For trading, I believe in human learning! (Sorry, couldn't resist! :p)

Ideal leverage is dictated by the market, your trading plan, your ability to follow it, how much you can lose and how many times it affords you to lose. "Stop loss" is actually an uncertain "loss guarantee", so everything follows from there plus slippage.

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