Quote:
Originally Posted by tdion
I'd be interested to find out how you plan to train it.
There are so many MAs to pick from...... plus, how far into the future are you going to try to forecast?
I have EURUSD M1 backdata to 2001 if needed. My MT4 skills are good.... very concious of state persistance for power failures, unanticipated reboots, and disconnects.
One thing though..... how will you control all the TSD freeloaders getting something for nothing? Private development?
PS) I have an MT4 STP I am testing..... automation of an ECN through MT4 is also doable..... porting signals can be done pretty efficiently.
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To answers your questions, the MAs are not a big issue. Kalman EMA envelopes will be very appropriate for this job as they are for most NN inputs. Training will be done dynamically. As the EA runs it will compute past error rates and lower them to an acceptable level. If you are interested in getting involved with some mql code please PM me with your info. I also have M1 data to 1999, however keep in mind that the NN will need ticks to be fed to it like in the regular market and not M1 OHLC data. This is why the need for initial NN written in C++ so we can feed it ticks. I will need tick data not M1 data. This follows the same development path that the Better NN author has followed. MT backtester does not feed intrabar M1 ticks unfortunately since it does not record them. This is one of the reasons for the discrepancies between backtest results and forward results for EAs that are tick sensitive. Good luck to you!