How to use a customized Loss function in a Shallow neural network

Hello everyone. There are very useful functions like trainlm and traingd to train a NN, but they all use MSE loss function as default. How can I change that with a function MyLossFunction that I build?
I searched a bit but I am finding basically solution to program all network, when the command train was very quicker. And even if I have to do step by step, I found how to build a network, do the forward propagation, create my Loss function, but I miss the backpropagation part.
Thank you for the attention

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am 20 Aug. 2020

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