The subject of Kohonen neural networks was approached to in some articles on the mql5.com website, such as Using Self-Organizing Feature Maps (Kohonen Maps) in MetaTrader 5 and Self-Organizing Feature Maps (Kohonen Maps) - Revisiting the Subject. They introduced readers to the general principles of building neural networks of this type and visually analyzing the economic numbers of markets using such maps. However, in practical terms, using Kohonen networks just for algorithmic trading ...
Table of Contents IntroductionCustom StopsModification of Stop LevelBreakevenTrailingstopTrailing TakeprofitImplementationCTrails (Container)Extending CTrailExamples more...
Contents Introduction1. Creating features 1.1. Feature transformation 1.1.1. Transformation1.1.2. Normalization1.1.3. Discretization1.2. Creating new features2. Choosing predictors 2.1. Visual evaluation2.2. Analytical evaluation2.3. Neural networkConclusionApplication more...