Neural network

In the previous section, I implemented a model using two classes. In reality, it might be possible that traders do not want to enter trade when the market is range-bound. That is to say, we have to add one more class, Nowhere, to the existing two classes. Now we have three classes: Up, Down, and Nowhere. I will be using an artificial neural network to predict Up, Down, or Nowhere direction. Traders buy (sell) when they anticipate a bullish (bearish) trend in some time and no investment when the market is moving Nowhere. An artificial neural network with feedforward backpropagation will be implemented in this section. A neural network requires input and output data to the neural network. Closing prices and indicators derived from ...

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