This will probably be the last post I have regarding PAM.  All the project files can be found on my github page.   I don't think I'll be working with her anymore as I don't think theres anymore methodologies to drastically improve her error with JUST price action.  It's not worth my time and I need to move on.  I introduced some new features such as Gap, Previous ratios, etc.  They did lower the errors again. I have come a long way from validation errors of approx 0.6938 to 0.4955.  Out-of-sample pairs forecasting is still inconclusive as the model did […]

Project files repo Pamela, you can call her Pam, recently started Forex trading.  She is a complete beginner but she is extremely hard working so I believe she can be profitable soon. Pam, unlike most forex trader, is not human.  PAM's name derives from Price Action Machine, an artificial neural network that currently learns from candlestick patterns on currency pairs.  She has a simple neural network structure as such: With number of independent (feature) variables and number of nodes in the hidden layer.  The connections between input to hidden and to output consists of two matrix of weights.  We can call them […]