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Attached is a c# app (VS2015) to train a network given a file with 10 inputs (example file attached), it saves the files afterwards etc. this is code that is converted to the latest encog 3.3 from old samples, I'm currently stuck on getting useful information out of it afterwards though.
I started playing with it in ninjatrader 8, and was surprised to see that it works. Was able to train using an addon window... created an indicator obtains the data and saves it to a .csv file, the addon trains it and serializes the network and the normalization helper, then the indicator loads the normalization helper and the network for time series prediction. You may find a problem with The serialization step, so you may need to tweak around the original Encog code in order to serialize both the helper and the network. the network does not predict worth a damn, but its a good start....
I have noticed your add on in the download section - thank you for your contribution. I am not having much time to look into it right now, but few comments - the NeuralNet Trainer window is empty upon opening it on my machine (beta 9). Another issue is the dll - I think it is important to get rid of the customised dll and instead use standard encog library that anyone can compile themself. Can you post what specific changes have you made to the library so we could maybe think of alternative (or possible pull request to main encog repository)?
For the empty window issue:
Check on Your AddOns Folder, look for a File named SampleAddonTabContent.xaml. Is it there? if it is not there, that's most likely where the error is.
for the Dll request try this:
Make your NormalizationHelper class [Serializable], when you do that, you will still get an error, because there are other classes that are not serializable, which need to be( either VS will give you this error, or NT 8). look for the classes that are giving you the errors, and make them all serializable, one by one, until you don't get any more errors.