Suggest that adviseLong includes a centering/scaling feature so that inputs and targets do not have to be in -100/+100 range for sane behavior
Suggest adviseLong/Short returns var, not int. Result should be a gradient, not a flip between two values. graph of a predicted sine wave model is attached. advise PERECPTRON turns this sine wave into a square wave
Yes, that makes sense. The hidden layer is not so quick to realize as we then have to implement a neural net library instead of a simple formula. But an analogue output of the perceptron should be relatively easy.
With a digital signal, a sine wave can naturally only be predicted with a square wave.
As to my knowledge, no consistently profitable system has so far been realized with a neural net, despite lots of various attempts. This is of course even more true for perceptrons, hidden layer or not. So I would not have much hope of success with an improved perceptron. More interesting for trade systems are the pattern finder and the decision tree. The pattern finder is interesting because mildly profitable systems have been realized with it by some technical traders, f.i. the Asirikuy group. And decision trees have little been used so far for trading, so they are a new area and experiments with them could be interesting.
