How to read diagrams

The blue region (left side) represents the training interval (a part of it). The red region (to the right) represents the testing interval. The border between them is Learning Border Cursor - LBC. The red curve represents the projection line generated by Neural Net, while the black curve represents the price oscillator (in the example, it is a relative price oscillator with the period of 5 price bars). To train the Neural Net, we use price bars BEFORE LBC. We vary the length of the training interval (for the  reports on this website, we take 1000, 2500 and 5000 price bars before LBC). To estimate the performance of this model, we calculate the correlation coefficient between the projection line and the price oscillator (i.e., red and black curves) for %x points AFTER LBC. We calculate it for 5, 7 and 10 price bars after LBC. Therefore, we use a bigger part of the whole price data set to train the Neural Net (the blue region is the training interval) while the rest serves to estimate the performance (we do it for the data on the red region, i.e. the testing interval). Both parts - the training and testing intervals - are independent, there are no mutual points there. The Neural Net "does not know" the future price movement (i.e., data after LBC). So, any "future leaks" are excluded.

When we change the the position of LBC, we randomize the weights of Neural Net and continue the procedure of training/calculating the performance. Thus, before starting the new portion of training, the Neural Net "forgets" all previous information.

The colored red-blue bar on the bottom represents the "forecasting horizon" of this model. Beyond it we do not recommend trusting this model.

Model : CandleStick_1_b.HYP (3/3)
Topology: 32 hidden units; Training interval: last 5000 price points before LBC; Train: 25000 steps.

LBC : 21.04.1993 09:30 WD 5 W

Training Interval: 12.07.1973 09:30 - 21.04.1993 09:30

NN Model Correlation (5 bars) : -0.3359
NN Model Correlation (7 bars) : -0.1367
NN Model Correlation (10 bars) : 0.1777

LBC : 15.12.1999 09:30 WD 5 W

Training Interval: 10.03.1980 09:30 - 15.12.1999 09:30

NN Model Correlation (5 bars) : -0.3801
NN Model Correlation (7 bars) : -0.1833
NN Model Correlation (10 bars) : -0.1035

LBC : 30.03.1992 09:30 MO 5 W

Training Interval: 16.06.1972 09:30 - 30.03.1992 09:30

NN Model Correlation (5 bars) : 0.6027
NN Model Correlation (7 bars) : 0.0108
NN Model Correlation (10 bars) : 0.1346

LBC : 16.02.2000 09:30 WD 5 W

Training Interval: 09.05.1980 09:30 - 16.02.2000 09:30

NN Model Correlation (5 bars) : 0.1418
NN Model Correlation (7 bars) : -0.1875
NN Model Correlation (10 bars) : -0.0794

LBC : 08.07.1992 09:30 WD 5 W

Training Interval: 25.09.1972 09:30 - 08.07.1992 09:30

NN Model Correlation (5 bars) : 0.4902
NN Model Correlation (7 bars) : 0.0892
NN Model Correlation (10 bars) : -0.2455

LBC : 11.10.1993 09:30 MO 5 W

Training Interval: 02.01.1974 09:30 - 11.10.1993 09:30

NN Model Correlation (5 bars) : 0.4343
NN Model Correlation (7 bars) : 0.4244
NN Model Correlation (10 bars) : 0.3254

LBC : 09.01.2002 09:30 WD 5 W

Training Interval: 26.03.1982 09:30 - 09.01.2002 09:30

NN Model Correlation (5 bars) : 0.0663
NN Model Correlation (7 bars) : 0.1610
NN Model Correlation (10 bars) : -0.0358

LBC : 21.08.1998 09:30 FR 5 W

Training Interval: 13.11.1978 09:30 - 21.08.1998 09:30

NN Model Correlation (5 bars) : -0.4047
NN Model Correlation (7 bars) : -0.4196
NN Model Correlation (10 bars) : -0.3249

LBC : 14.05.1993 09:30 FR 5 W

Training Interval: 06.08.1973 09:30 - 14.05.1993 09:30

NN Model Correlation (5 bars) : 0.5957
NN Model Correlation (7 bars) : 0.5875
NN Model Correlation (10 bars) : 0.4653

LBC : 02.10.2000 09:30 MO 5 W

Training Interval: 24.12.1980 09:30 - 02.10.2000 09:30

NN Model Correlation (5 bars) : -0.2267
NN Model Correlation (7 bars) : -0.2606
NN Model Correlation (10 bars) : 0.4041

LBC : 18.05.1998 09:30 MO 5 W

Training Interval: 07.08.1978 09:30 - 18.05.1998 09:30

NN Model Correlation (5 bars) : -0.6309
NN Model Correlation (7 bars) : 0.4062
NN Model Correlation (10 bars) : 0.4614

LBC : 09.04.1997 09:30 WD 5 W

Training Interval: 29.06.1977 09:30 - 09.04.1997 09:30

NN Model Correlation (5 bars) : -0.0193
NN Model Correlation (7 bars) : 0.0196
NN Model Correlation (10 bars) : 0.1963

LBC : 01.05.1998 09:30 FR 5 W

Training Interval: 21.07.1978 09:30 - 01.05.1998 09:30

NN Model Correlation (5 bars) : -0.1412
NN Model Correlation (7 bars) : -0.2485
NN Model Correlation (10 bars) : -0.3451

LBC : 22.06.1993 09:30 TU 5 W

Training Interval: 12.09.1973 09:30 - 22.06.1993 09:30

NN Model Correlation (5 bars) : 0.4260
NN Model Correlation (7 bars) : 0.2679
NN Model Correlation (10 bars) : -0.1556

LBC : 17.11.2000 09:30 FR 5 W

Training Interval: 12.02.1981 09:30 - 17.11.2000 09:30

NN Model Correlation (5 bars) : -0.0895
NN Model Correlation (7 bars) : 0.2305
NN Model Correlation (10 bars) : 0.2256

LBC : 22.06.1998 09:30 MO 5 W

Training Interval: 12.09.1978 09:30 - 22.06.1998 09:30

NN Model Correlation (5 bars) : 0.9042
NN Model Correlation (7 bars) : 0.7054
NN Model Correlation (10 bars) : 0.6667

LBC : 28.08.1996 09:30 WD 5 W

Training Interval: 18.11.1976 09:30 - 28.08.1996 09:30

NN Model Correlation (5 bars) : -0.1517
NN Model Correlation (7 bars) : -0.0532
NN Model Correlation (10 bars) : -0.4850

LBC : 28.10.2002 09:30 MO 5 W

Training Interval: 12.01.1983 09:30 - 28.10.2002 09:30

NN Model Correlation (5 bars) : -0.3941
NN Model Correlation (7 bars) : -0.3714
NN Model Correlation (10 bars) : -0.1306

LBC : 31.08.2000 09:30 TH 5 W

Training Interval: 24.11.1980 09:30 - 31.08.2000 09:30

NN Model Correlation (5 bars) : -0.4203
NN Model Correlation (7 bars) : 0.4786
NN Model Correlation (10 bars) : 0.2487

LBC : 17.04.2003 09:30 TH 5 W

Training Interval: 30.06.1983 09:30 - 17.04.2003 09:30

NN Model Correlation (5 bars) : 0.4036
NN Model Correlation (7 bars) : 0.2725
NN Model Correlation (10 bars) : 0.1796

LBC : 31.12.1990 09:30 MO 5 W

Training Interval: 22.03.1971 09:30 - 31.12.1990 09:30

NN Model Correlation (5 bars) : 0.0319
NN Model Correlation (7 bars) : 0.0790
NN Model Correlation (10 bars) : 0.1191

LBC : 02.04.1998 09:30 TH 5 W

Training Interval: 22.06.1978 09:30 - 02.04.1998 09:30

NN Model Correlation (5 bars) : -0.0650
NN Model Correlation (7 bars) : -0.0841
NN Model Correlation (10 bars) : -0.2387

LBC : 23.04.2004 09:30 FR 5 W

Training Interval: 05.07.1984 09:30 - 23.04.2004 09:30

NN Model Correlation (5 bars) : 0.8197
NN Model Correlation (7 bars) : 0.7546
NN Model Correlation (10 bars) : 0.5387

LBC : 13.10.1999 09:30 WD 5 W

Training Interval: 07.01.1980 09:30 - 13.10.1999 09:30

NN Model Correlation (5 bars) : 0.7514
NN Model Correlation (7 bars) : 0.8293
NN Model Correlation (10 bars) : 0.8126

LBC : 21.12.1999 09:30 TU 5 W

Training Interval: 14.03.1980 09:30 - 21.12.1999 09:30

NN Model Correlation (5 bars) : 0.5651
NN Model Correlation (7 bars) : 0.4604
NN Model Correlation (10 bars) : 0.1849

LBC : 18.08.1998 09:30 TU 5 W

Training Interval: 08.11.1978 09:30 - 18.08.1998 09:30

NN Model Correlation (5 bars) : 0.7621
NN Model Correlation (7 bars) : 0.6412
NN Model Correlation (10 bars) : 0.7306

LBC : 27.03.1991 09:30 WD 5 W

Training Interval: 16.06.1971 09:30 - 27.03.1991 09:30

NN Model Correlation (5 bars) : -0.1685
NN Model Correlation (7 bars) : 0.1744
NN Model Correlation (10 bars) : 0.3241

LBC : 24.05.2002 09:30 FR 5 W

Training Interval: 10.08.1982 09:30 - 24.05.2002 09:30

NN Model Correlation (5 bars) : 0.9703
NN Model Correlation (7 bars) : 0.9103
NN Model Correlation (10 bars) : 0.7710

LBC : 06.04.2000 09:30 TH 5 W

Training Interval: 30.06.1980 09:30 - 06.04.2000 09:30

NN Model Correlation (5 bars) : 0.5645
NN Model Correlation (7 bars) : 0.5391
NN Model Correlation (10 bars) : 0.2472

LBC : 26.12.1990 09:30 WD 5 W

Training Interval: 17.03.1971 09:30 - 26.12.1990 09:30

NN Model Correlation (5 bars) : 0.1635
NN Model Correlation (7 bars) : 0.0864
NN Model Correlation (10 bars) : 0.1508