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Hi,
EMA cross gives lots of nice signals when the market is trending. MACD cross gives lots of nice signals when the market is doing range trading. How to filter out the false MACD signals when the market is trending strongly? How to filter out the false EMA cross signals when the market is not trending?
I played with the neural network (artificial intelligence) tonight together with MACD, and doing optimisation. I found that by difference setting of optimisation of Neural network, I can get quite lots of false MACD signals filtered out. Anyway, this just a simple ideers and use very simple one layer Neural network, and for me seems enough nice and easy to filter out the false signals.
link to original MACD+NN. However, I could not make Batohov's EA works, so I put the two ideas together and cook together this MyArtificial intelligence EA. I optimized it on the EURUSD M30 data from 2008-12-18 to 2009-01-05. (you only need to optimizes it for laste 2 weeks market trend. shall do the optimization very weekend.)
In the zip file, please find how to the optimization, or instruction on how to optimize the neural network is here .
Then from the optimization result, you can select one set that filter out less signales, or select the set from optimization result that filter out much more false signals.
I think you can do the same for the EMA cross to filter out many false signals.
I tried many way to filter out the false signals, and using the AI for me, is the simplese and effectivest way.
Little about me: This is my first post here in Forex-tsd and I am 2 weeks new user to Metatrader coding, and has been get contact with metatrader for one month ago. Whatever I do, first I google and check out the ideer first before I coding. I found the lego bites that I want very often. I use the lego bites instead of making them from scratch.
It's interesting to note, that it is becoming very rare for people to actually understand the complexity behind Neural Networks and the fact that people actually call certain EA's as having a NN network within the code are not really NN's.
It's been stated by very many good coders, that the possibility of implementing a NN center point within an EA in MQL code, is not only extremely complex, most likely beyond the knowledge of most coders, but completely impractical considering the limitations of MQL code.
I by no means have any NN background, but nonetheless, I understand the fact that a NN is constantly being optimized to predict high probability decisions for the future- which to me seems like curve fitting like mad- which is more or less the case for the many EA's being sold today with "NN" models.
Why am I posting this?
Because if you're looking for an NN to make a decisions, a question comes to mind whether you are looking for an easy way out to trade? or you are just blindly and aimlessly curious in the capabilities of "propose" theoretical properties of a Neural Network system.
Btw, I have an I-Gullible MQL Code sitting around, someone wanna pay me a billion for it?
Quote:
Originally Posted by finimej
Hi,
EMA cross gives lots of nice signals when the market is trending. MACD cross gives lots of nice signals when the market is doing range trading. How to filter out the false MACD signals when the market is trending strongly? How to filter out the false EMA cross signals when the market is not trending?
I played with the neural network (artificial intelligence) tonight together with MACD, and doing optimisation. I found that by difference setting of optimisation of Neural network, I can get quite lots of false MACD signals filtered out. Anyway, this just a simple ideers and use very simple one layer Neural network, and for me seems enough nice and easy to filter out the false signals.
link to original MACD+NN. However, I could not make Batohov's EA works, so I put the two ideas together and cook together this MyArtificial intelligence EA. I optimized it on the EURUSD M30 data from 2008-12-18 to 2009-01-05. (you only need to optimizes it for laste 2 weeks market trend. shall do the optimization very weekend.)
In the zip file, please find how to the optimization, or instruction on how to optimize the neural network is here .
Then from the optimization result, you can select one set that filter out less signales, or select the set from optimization result that filter out much more false signals.
I think you can do the same for the EMA cross to filter out many false signals.
I tried many way to filter out the false signals, and using the AI for me, is the simplese and effectivest way.
Little about me: This is my first post here in Forex-tsd and I am 2 weeks new user to Metatrader coding, and has been get contact with metatrader for one month ago. Whatever I do, first I google and check out the ideer first before I coding. I found the lego bites that I want very often. I use the lego bites instead of making them from scratch.
Actually, I start with sibus indicator (see attached picture), using HMA period 14 (type of EMA on closed price), and cross with normal EMA period 21 on closed price, and confirm with RSI >50 or RSI <50 to produce the signals. very simple. KISS.
The only headache is to filter out the signales when the market is doing wigsaw. I have tried Bollingerband, or calculated the slope of the MA, or the distance between signales, or calculate angle of the MA, or using ADX. However, this is not realy help. The only one that helped to filter out the none-wanted trading signals there, is the single layer neural network.
The idear here is to
1) use very simple and robust metod such as EMA cross or MACD signal. methmatical rules, this reduce the number of variables.
2) then use NN to enhance the results that produced by signales above. to check out the profits and loss ratio. and filter out the bad entries. so max 4 variables here.
The system shall stands solely on its own, if we do not use the NN to enhance it.
Here I got the sidus indicator attached. and the signals on the picture that I would like to filter out. .source
for sidus indicator is from Forexfactory
Is there any code that program the process of optimization? so that we can automate the optimization.
logic.
0) do only at weekend.
1) set parameters in these range, 0. 200 and with step 1.
2) get the optimization result
3) round of the result of profits factor, to 1.0 digits, so that 7.4=7 and 7.5 = 8.
4) then select the lest trading number in the catagori of top 2 level of profits factor range, that's optimization result that I want.
5) put the new setting into the expert EA and run for next week.
Is there any code that program the process of optimization? so that we can automate the optimization.
logic.
0) do only at weekend.
1) set parameters in these range, 0. 200 and with step 1.
2) get the optimization result
3) round of the result of profits factor, to 1.0 digits, so that 7.4=7 and 7.5 = 8.
4) then select the lest trading number in the catagori of top 2 level of profits factor range, that's optimization result that I want.
5) put the new setting into the expert EA and run for next week.
Sorry for my limited English. It's a neuro source code. Just download from download link of the original author site below. http://cortex.snowcron.com/cortex.zip
The fixed version(forex_nn_05b.tsc) seems worked good cause with the new weights. Who can help to convert it to metatrader indic & EA?
forex_nn new fix version?
Linear Mode
