2. I know why you changed to a supply, as I generally look at quartile breakdowns in my own research. However, it's still hard to exchange out of a supply. What about using real trading choices as the output signal? There might be three variables; an action variable for buy, hold or sell with worth (-1,0,1), an SL value in pips and a TP value in pips (since your inputs are measured in pips that I believe).
When you back-propogate, then you'd be comparing the real outputs with the perfect outputs. By way of instance, if over the course of the evaluation interval, price reached a low of 37 pips below the close of the previous output and 19 pips above that near, then the perfect trade could have turned into a sale with a stop of 19 pips and a TP of 37 pips, i.e. an outcome signal of (-1,19,37).
I have never worked with NN software and that I only know the basics of the concept and structure of nets, so this may actually not make sense.
What do you believe?