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You're thinking about this the wrong way, in my opinion. Win/loss percentage is worthless in isolation. You must consider the symmetry of your winners and losers. You can have a win % of only 40% and still have a wonderful strategy if your your winners are significantly larger than your losers (this is the classic trend follower PnL distribution). So, you ...


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You will find that the level of success you have using Neural Networks (NN) as a tool for financial market prediction is strongly dependent on what initially appear to be some quite subtle factors. In particular: Input data: You mention using "certain technical indicators". I assume that you mean the standard TA set of price-based indicators such as Moving ...


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50 elements input vector is actually a small one. For example, in this tutorial the size of the input vector is 784 (parameter 'nvis'). So your problem lies somewhere else. I would recommend to start from taking these two courses on Coursera: Neural Networks for Machine Learning Machine Learning They will provide you with some practical guidance ...


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"Success rate", in the sense of winning (W) vs. losing (L) percentage of trades, is almost completely meaningless if taken alone as a trading metric. With a trend-following (TF) trading strategy, where you quickly exit any trades that start to become losers (i.e. cut your losses fast) but let your profits run, a typical win-rate would be around 35% or so, ...



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