Leading Indicators?

[rcsingleton]

Hello,

Has anyone done the following, or know how it can be done?

I want to build a leading indicator. I currently have an indicator that calculates two values, x1 and x2.

If x1 > x2 then bar is "positive", indicating a up trend

if x1 < x2 then bar is "negative", indicating a downtrend

Is there any way to build a neural network under NT, such that it will project the NEXT bar's value of an indicator?

So, in my case, at the end of the current bar, it would project the NEXT bar's value of x1 and x2.

Anyone know of a 3rd party partner that has done anything like this?

Thanks

[NinjaTrader_Matthew]

Hello,

We will leave this thread open for other users to comment and offer any advice or share their experience. However I did want to remind you that if you have limited time or programming capabilities, you can discuss your requirements with any of our NinjaScript consultants.

• Click here for a list of certified NinjaScript Consultants

[zweistein]

It looks like a bigger project what you have in mind.
Neural networks are not complicated, but they all live from proper training. Most of the time you spend selecting/defining parameters (neurons) or even hyper parameters (intermediate layers) and the real effort is in trying out all the different combinations and test the nn for stability.
There is some info on my web site www.zweisteintrading.eu
Andreas