Network iterations closeloop NarX
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Very good again, to perform several iterations ahead with closeloop to test the network out of the sample and should proceed? Is that an iteration do with the data network today and predicted data gives me tomorrow. But if you want to keep iterating as meteria knowing I have data as inputs EMA and RSI and price I want to get closure?. thank you very much
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Greg Heath
2013-3-4
Not sure what you are asking.
Have you successfully designed and evaluated the open loop net? R2trn = ? R2trna = ? R2val = ? R2tst = ?
Have you closed the loop and reevaluated? How do the closed loop R^2 compare?
Now you are ready to evaluate the closed loop net on new data?
What exactly, is the problem.
Greg
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