The problem is stated for this automated trading system (ATS) as follows: (ATS)自动的(智能的，采用神经网络的)交易系统的问题表述如下 Let's consider we have a basic trading system - BTS. It is necessary to create and teach a neural network in order it to do things that cannot be done with the BTS. This must result in creation of a trading system consisting of two combined and mutually complementary BTS and NN (neural network). 如果我们有一个(BTS, basic trading system)，同时需要用创建一个神经网络系统并教会它做BTS所不能做的事，按这个思路就是要创建这样一个交易系统∶它由互相补充(配合)的两部分组成，BTS和NN(神经网络)。 Or, the English of this is: There is no need to discover the continents again, they were all discovered. Why to teach somebody to run fast, if we have a car, or to fly, if we have a plane? 呃，英语说，我们不需要再去发现“新大陆”，它们是已经存在的东西！进一步说，如果我们已经有了汽车，那为什么还要教人如何跑得快？如果有飞机，为什么还要教人类去飞？ Once we have a trend-following ATS, we just have to teach the neural network in countertrend strategy. This is necessary, because a system intended for trend-based trading cannot trade on sideways trends or recognize market setbacks or reversals. You can, of course, take two ATSes - a trend-following one and a countertrend one - and attach them to the same chart. On the other hand, you can teach a neural network to complement your existing trading system. 一旦有一个趋势交易系统的ATS，我们仅需要教会这个神经网络如何逆势(反趋势)交易的策略。这一点是非常必要的，因为一个基于趋势的交易系统是不能成功交易在盘整(sideways trends)，也不能识别市场的回调(setbacks)和逆转(reversals.,反向走势)！当然，你可以采用两个ATS，一个基于“趋势”，一个基于“反趋势”(逆向)，然后把它们挂到同一图表上。另一个办法是，你能教会神经网络如何与你现有的系统“互补地”协调工作！ For this purpose, we designed a two-layer neural network consisting of two perceptrons in the lower layer and one perceptron in the upper layer. 为实现这个目标，我们设计了一个两层的神经网络，下层有两个感知机(perceptrons)上层有一个感知机。 The output of the neural network can be in one of these three states: 这个神经网络的能输出下列三种状态之一 Entering the market with a long position (Entering)市场是处在多向仓 Entering the market with a short position (Entering)市场是处在空向仓 Indeterminate state 不确定的, (不明确的, 模糊的)状态 Actually, the third state is the state of passing control over to the BTS, whereas in the first two states the trade signals are given by the neural network. 实际上，第三种状态是就把控制权交给BTS，反之前两种状态是交易信号由神经网络给出。 The teaching of the neural network is divided into three stages, each stage for teaching one perceptron. At any stage, the optimized BTS must be present for perceptrons to know what it can do.
晕说了一半 吊口味啊
