Neural Network Indicator (NNind)

Category: momentum

A neural network based indicator that processes price action through a pre-trained multi-layer perceptron to output a normalized signal (0-100).

Formula

NN(CLV) \text{ where } CLV = \frac{(Close - Low) - (High - Close)}{High - Low} \text{ processed via 3-layer MLP (17 inputs, 5 hidden, 1 output)}

Inputs

• interval (default: 12)
• MA (default: 5)
• BuyLevel (default: 54)
• SellLevel (default: 74)

See signal primitives, usage in published strategies and more on WOBR StrategyVerse.