The PRIMARY input to the NN Score component is a signal line within an OmniTrader Strategy - that is, a line populated with trading signals.  The SECONDARY inputs, which are used for training, can be any trading system(s) and any indicator or difference between indicator or price values, such as Close (Today) - Close (Yesterday). 

The component takes the inputs at points the given signals occur, and creates a Neural Network to optimize a given target, such as "Profit 5 bars in the future." A Score is generated based on "fitness" of the inputs to the given target.  Within the component, the Score can be set to a threshold, so that only the best signals are sent on to the next step in the Strategy.

Here are some statistics on the Volatility Breakout System, before using the Neural Network enhancement, and after.  You will see that the overall hit rate for the profile went fro 69% to 82%, and many unprofitable signals have been eliminated. 

Virtually any system in OmniTrader can be improved the same way.  We are using NN Score to boost the performance of ARM3.  Clearly, we are very excited about this new technology!

Performance Reports (S&P 100)

BEFORE using the Neural Network
 

AFTER using the Neural Network

Charts from the Profile (Before and After)

Before using the Neural Network
AFTER using the Neural Network
Before using the Neural Network
AFTER using the Neural Network
Before using the Neural Network
AFTER using the Neural Network
Before using the Neural Network
AFTER using the Neural Network
Before using the Neural Network
AFTER using the Neural Network
Before using the Neural Network
AFTER using the Neural Network
Before using the Neural Network
AFTER using the Neural Network

NN Score improves virtually any trading system to generate fewer, better Signals!