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Hi, I see a lot of old posts on NN for trading, but most of them are quite old. There has been a lot of advances in deep learning (AlphaGo!) and I am researching NN for trading FX and Stocks. I would like to discuss with others also actively involved. As a starter, I have created a simple NN...

@f00011 That's a great question. Which platforms did you get different results on? And how similar was your code?

Thanks Ray, Do you have any metrics or experience that backs that up?

Hi, Can anyone let me know which platforms would be best for me to DEVELOP a trading related App? I am interested in which have the largest numbers of users. Moon

Does anybody have an idea of the numbers of users/traders on platforms like: Quantopian QuantConnect cAlgo/cTrader Just trying to get an idea of the size of the community

Is there historical implied vol data for currencies available anywhere? Moon

With so many tight price providers having sprung up in FX over last few years, how is this effecting the mix of peoples' trading styles on the spectrum from Trend-Following to Mean Reverting?

Are you able to post the individual currency charts that made up the Pnl please.

Hi Tom, I sent to your personal email

Hi Tom, Yes I figured PocketChange was a serious trader. Can you point me at the the part in your thread where it explains either how to reset the "mark" around which you trade - or how to cope with massive positions. I am testing a ShortOnly tarder in USDCHF but as that went up over the...

Thanks for that. In the RLM, are the 3 red triangles at the bottom the trendfollowing hedge? PS: Going to bed - will pick this up tomorrow. Moon

PocketChange, Unfortunately - I do not have a year's data - so I cannot run the Bot myself. It would be great if another user (or Tom) would run this and publish a total equity chart for the year.

Hi Tom & PocketChange. Thanks for expanding on the subject PocketChange. I understand what you are saying. I know it has to be a portfolo to get the effect of diversity. This issue I need to resolve is that I don't know whether your "random" data has any bearing on "real life"... I am...

OK. Now I understand Tom - thank you for taking time to explain it. Can you tell me how I could run the "bot" over 1 years worth of data please to see the result of having trained on random data. Or if you have such a NAV chart handy... This is very interesting.

Very Nice trading Tom, You say "if you want to see the results over past data - just run the bot over it". What I am trying to see is what the bot(or parameter set) you had at the START of the data period would have done. i.e. one that had not seen the data in the period. I know you are...

Thanks Tom, That's very impressive. Do you have a long term chart of that, or just equity curve for a couple of months. Again, where there has been no change of parameter during the period. As if I had invested my money in it last summer...

Hi Tom, That's very interesting indeed. Do you have any data for Ex-Post returns - that's what I was looking for.

Hi Tom, Could you explain a little further why you say your approach is radical? I thought this was a variant of swing trading?

Tom, Can you clairfy your backtesting procedure a little please. This thread is quite long and I might have missed it, but do you show a long-term backtest (a year plus) and can you tell me when the parameter selection (optimisation) was last made in that period. Moon

I am a bit lost by "user" parameter? This is a backtested system - where you have chosen the "enough" parameter isn't it?