Does anyone uses ANNs?

Hi guys
For the last couple of months I'm trying to utilize ANNs in order to use them in my daily trrades - for exsample, I'm trying to predict the movements of the indicators for 1-3 days ahead, or optimize parameters for my trading strategies in order to make them suitable for changing market conditions before this conditions happened. But I wonder - does anyone here has an experience with ANNs?

Artificial neural network? I have tried some EAs based on the neural networks - they tended to get overoptimized for particular market conditions and would not adapt to the new ones fast enough to cover the losses during the adaptation period.

Have you used them as black boxes or you've developed your own ones?

I've developed my own and also used NNs developed by others - but they weren't "black boxes" due to the open source code.

Got it. And do you have any statistics - like what ANNs architectures work for what, which ones are not? I'm currently trying to work with ANNs with single hidden layer and in general I' getting some intermediate results in form of possibility to predict moving averages of the day close for 1-3 days ahead. But sometimes these predictions are not very accurate - so I'm thinking on how this can be imporved.