In this example we created a 5 minute chart for the S&P 500 E-Mini which uses several different InterChart Tools2 indicators based on 10 minute bars (TimeBars HL2, TimeBars HLC3, and TimeBars OHLC4) as inputs to a prediction of the percent change in open 1 bar in the future from the next open. We did not optimize any input parameters.
Number of Hidden Neurons
If you using the InterChart Tools2 indicators in a prediction, it is suggested that you decrease the number of hidden neurons used to create the model to 1 or 2 hidden neurons. (In this example, we chose 4 hidden neurons.) You can make this change in the Prediction Wizard after selecting inputs. Click on the Modify Prediction Parameters button and then choose the Training Tab, Advanced Training Parameters. If this item is not displayed on the Training tab, click on the Options button and click on the Select All button.
The model shows a 15476.1% 1 yr Return on Trades for the out-of-sample period.
