BPNN Predictor plus

There is a library with mods for the BPNN Predictor Plus.The library allow to use different inputs for the neural net.

beathespread.com

The BPNN Predictor uses for training algorithm the

Improved Resilient back-Propagation Plus (iRProp+).

The method is described on this address:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.17.1332

The idea is to use as inputs different averaging algorithms. One of the mods includes as inputs the Singular Spectrum Analysis. In fact I use two types the normal one and the end - pointed version. 

You can choose from many different averaging algorithms.

List of MAs:

MA_Method= 0: SMA - Simple Moving Average
MA_Method= 1: EMA - Exponential Moving Average
MA_Method= 2: Wilder - Wilder Exponential Moving Average
MA_Method= 3: LWMA - Linear Weighted Moving Average 
MA_Method= 4: SineWMA - Sine Weighted Moving Average
MA_Method= 5: TriMA - Triangular Moving Average
MA_Method= 6: LSMA - Least Square Moving Average (or EPMA, Linear Regression Line)
MA_Method= 7: SMMA - Smoothed Moving Average
MA_Method= 8: HMA - Hull Moving Average by Alan Hull
MA_Method= 9: ZeroLagEMA - Zero-Lag Exponential Moving Average
MA_Method=10: DEMA - Double Exponential Moving Average by Patrick Mulloy
MA_Method=11: T3 - T3 by T.Tillson
MA_Method=12: ITrend - Instantaneous Trendline by J.Ehlers
MA_Method=13: Median - Moving Median
MA_Method=14: GeoMean - Geometric Mean
MA_Method=15: REMA - Regularized EMA by Chris Satchwell
MA_Method=16: ILRS - Integral of Linear Regression Slope 
MA_Method=17: IE/2 - Combination of LSMA and ILRS 
MA_Method=18: TriMAgen - Triangular Moving Average generalized by J.Ehlers
MA_Method=19: VWMA - Volume Weighted Moving Average 
MA_Method=20: JSmooth - Smoothing by Mark Jurik

Anyway you may see that the predictions varies a lot and it changes from time. There is nothing you can do about that. In fact the Forex time series have a lot of local optima and the neural net may constantly bounce from local optimum solution to another.