You need to be careful when to switching to the new net, because if you were long in the old net, for example, the new net didn’t know that. You should probably wait until the old net sold, or adjust the back-test until the new net is long.
April 2021 Newsletter – Choosing Effective Inputs for Forecast Models
March 2021 Newsletter – Convert Turning Points to Profit
December 2019 Newsletter – Ensemble Estimators to Increase Correct Signals
September 2018 Newsletter – Neural Networks When You Don’t Know Trading Rules
Troubleshooting Your Model – What to Do if You Feel You Haven’t Been Successful
What Type of Problems Do Neural Networks Solve?