A mapped reference for neural network strategy — how it runs, how to configure it, and where it runs aground under load.
Mechanics
The mechanics of neural network strategy form one pipeline: raw market data in, computed signal out, decision routed to the order engine.
Waypoints (Configuration)
The neural network strategy setup exposes a few documented knobs. Begin at defaults, then adjust against measured behaviour, keeping a written record.
Wreck Record (Failure Modes)
Recorded failures for neural network strategy include regime changes, missed heartbeats, and positions that could not be exited cleanly.
Navigation Checks (Evaluation)
Test neural network strategy with fixed, look-ahead-free evaluations, then stress the operations side before trusting it live.
Configuration Reference
# Neural Network Strategy tested configuration mode: production timeframe: auto risk_limits: max_drawdown: 15 percent max_position: 3 percent monitoring: alert_threshold: 0.5 report_interval: hourly
Parameter Impact
| Parameter | Effect | Trade-off |
|---|---|---|
| timeframe | Signal frequency | Higher means fewer but more reliable signals |
| risk_limit | Maximum exposure | Lower means safer but slower returns |
| lookback | Indicator sensitivity | Longer means smoother but lagging |