Once we've completed the neutral network in trading by Ernest chan, what we been doing is that :
- get new features & target variable to try
- cleanse data
- backtest and get negative result
- repeat
We feel that we are stuck in these kind of infinite loop, and we are not making progress
We tried keeping track of what are the attempts/experiments/tweaks that we did, and its just theres too much moving variables in this, ans this neural network seems like a black box the more we go in-depth in to it, that we are not making any progress
Is there any tips or solid framework to make sure that we are walking to the right path that we are improving to make profitable neural network ? (better to walking the right way, than running the wrong way)
Thank you