Quote from: bitfreak! on February 19, 2014, 05:42:57 AM

I am not using any libraries other than the libraries I have created myself. The fitness of each net is calculated as a percentage of profit or loss with respect to the starting balance. If the net starts with a balance of $1000 and it makes a profit of $10 during the virtual trading test then it gets a score of 1.01 but if it makes a loss of $10 then it gets a score of 0.99. If it were to double its starting balance then it would obviously get a score of 2. A set number of nets with the highest scores are placed into the elite group for breeding (although the parent pairings and offspring mutations are random). To make the process faster I also included a mechanism which allows nets to "die" if they aren't performing well enough. For example if the net seems to be making a consistent loss or if it isn't placing enough trades then the testing process will be cut short and that net will incur a large score penalty to make sure it isn't included in the elite group. Doing that helps speed up the training process by a large degree and it also mimics natural evolution where the subjects who are bad at surviving die quickly.

Interesting design, does it function well? It seems a tad bit simplistic in its parameters to function effectively but I could see it working given enough backdata and hidden neuron count.

I'm currently converting all of my members and functions into openCL kernels, as I've recently mastered (or mastered enough) openCL over the weekend and I plan on optimising the shit out of my algorithims. I have a plan on having a 3 layered network with 1 output each, however the first network will have something on the order of ~350 inputs and ~250 hidden neurons, so it could definitely get messy, however I'm confident my openCL design will still make short work of the computation time.

However this shit-storm with mtgox probably won't be able for any bot (that I can think of, at least) to be able to predict the mtgox price collapse, however I think I could get really close if I have multiple exchange data with trading bots running on all and communicating with each-other on an even higher tier neural net.