Neural Networks MetaTrader 4
In this excellent article you can see an implementation of neural netwotk code for Metatrader 5. In the article all the basic concepts for neural networks are explained in a use friendly manner. At the end a code is given for neural net implementation.
This code is different from the basic Reshetov code we used to build our networks. In fact I was expecting somebody to do this in the mql5 community.
Finally we have mql5 template for neural net expert advisers. I think we may improve it because the standard neural net have known weaknesses.
As you can see, you end with many weights to optimise. The common weakness of this standard architecture is that it produces ovefitted stuff that would fails out of sample without much effort. Take the article for what is for: a brilliant and concise explanation and very good code implementation.
This last comment reveal just my understanding of the process you can see my blogpost for more detail.
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