I’m doing exactly the same as you and going to create an automated trading system but based on Genetic Programming rather than ANN’s because you can learn more from it and it seems that there could be some evidence that GP is marginally more effective.

Anyway, going back to the automation – many brokers e.g. FXCM and Alpari are offering access through MetaTrader which is a Windows fat client application. MetaTrader has this facility to plug in your own automated traders using it’s built in language MQL4 so this makes it fairly trivial to trade automatically with at least a few retail brokers.

You can read my efforts on blog (link above), but I’ve previously used a similar method for index trading through spread betting (see http://andrewwhaley.blogspot.com) so I’m optimistic that it should produce some very good results.

Anyway good luck with your NN’s and your automation.

Andrew

you should have a read of: http://cortex.snowcron.com/forex_nn.htm

it provides some interesting reading and show you how to automate

Now I’m looking for an automated forex NN system of sorts to that I can tweak to my specifications and have it do it automatically.

While I understand the NN side of it- what do you use for automation of your NN models?

ie If you’ve got a RapidMiner model, what sw do you use?

Any suggestions?

–Q