I'm a trader and I'm trading forex market. After years I'm looking for something automated or something that would help me make my decisions better and my life easier. This is very hard task itself, it's probably harder to create consistently profitable automated system than to trade manually. I've came across a website http://www.neuralmarkettrends.com where the author describes how he uses Rapid-I in his trading. Tutorials helped, but I still have a lot of question. I'm new to this platform, so it's not possible to know everything. I've managed to go thru his tutorials pretty fast and they were pretty easy to understand and to do.
So as I've managed to understand concept, the best will be to move to the actuall problem and to start getting to things I'm not sure of. My objective is to predict tomorrows close or some event in the future on a given time-series data. Data is basically simple OHLCV (open, high, low, close, volume) csv sheet that I can use. For inputs I will use several relevant sources that might be supporting predictions. If I will create some model that could possibly work, I need much more than just several periods ahead prediction. I will need to backtest this model and see how it would behave on historical data. Backtests can be misleading and can not compete with forward testing, but they have some sort of reporting value. We can better understand our current model if we know it's success rate over period of time. So my first question is... If I build the model, how will I be able to backtest it?
I have excel data sheet with f.e. daily or 4 h data consisting of the following columns: Date, Time, Open, High, Low, Close, Volume. After successful model creation I can only do prediction X bars (time periods) ahead f.e. 5 days. But if I have f.e. 10 years of the data... I will use 2 years for training and then I want to predict the following X periods... how do I move on so I can automate this so it will keep retraining and retraining with fixed 2 years (x periods) training data and proceed with X period prediction and write this all to some file or summarize my model broader time frame performance without having to manually retrain it and test X period and repeat all over for all 10 years?
Would someone be able and willing to help me with this?