iam working through this article:http://www.financial-hacker.com/build-better-strategies-part-5-developing-a-machine-learning-system/
and i lack some understanding.
In step 6 when running the function TestOOS() the neural net is pretrained with SAE and afterwards trained, with the feature file that was created before.
Later in Step7 and Step8 we dont call the TestOOS() function directly but run Zorro in training mode.
So my questions are is it neccesary to train the neural net like it was done in step 6 or is the Training by Zorro doing exactly the same?(Creating a .csv feature set, pre train with SAE and train the nn)
I dont get the bridge between those steps.
For example when i want to train the neural net for a different asset is it enough to pick the DeepLearn Strategy in Zorro or do i need to do Step6 beforehand and train afterwards in Zorro again or can i skip the step 6 and work directly with Zorro?