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okay...the neuroproba has some serious problems. it seems to work fine for a while and then it will crash for no apparent reason.
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The advanced trader knows and understands that the perfect trading strategy is one that makes pips, not miracles. Build a fortune, 15 pips at a time.//"To be a successful trader you must keep your cool at all times and take money from aroused amateurs." (Dr. Alexander Elder, Come Into My Trading Room)//Fortune favors the bold, but the markets favor the disciplined. |
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Why not use external NN systems
Something like NeuroShell, TS or the open source Joone? You can call the external dll from Metatrade. The time and effort should be spent on selecting the inputs(indicators or good strategies) and training rather than writing a NN system in MQL4. I would go this way.
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Thats a good idea, ill look into that right now. Thanks.
-Tommy
__________________
The advanced trader knows and understands that the perfect trading strategy is one that makes pips, not miracles. Build a fortune, 15 pips at a time.//"To be a successful trader you must keep your cool at all times and take money from aroused amateurs." (Dr. Alexander Elder, Come Into My Trading Room)//Fortune favors the bold, but the markets favor the disciplined. |
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Quote:
__________________
The advanced trader knows and understands that the perfect trading strategy is one that makes pips, not miracles. Build a fortune, 15 pips at a time.//"To be a successful trader you must keep your cool at all times and take money from aroused amateurs." (Dr. Alexander Elder, Come Into My Trading Room)//Fortune favors the bold, but the markets favor the disciplined. |
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I think there are two ways, one is to use a Java indicator library, and feed Joone with arrays of numbers, like what this guy did: http://www.jooneworld.com/wiki/tiki-...orial#comments
Another is my idea, we can write an EA, which creates the input files(probably also the validation files) when running inside the strategy tester, then train Joone with these files. Finally, after training, when using it for real, we have to use an EA to talk to Joone. All of these are not hard to me(will just take some time). The hard one is what to be used as inputs(definately not raw data, should be a combination of indicators). The structure and number of hidder neurals are also unknown, but we could find by repeating the training process. Quote:
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For example, if you want to use MA as the input, just write an EA, which saves the MA values to a CSV file for each bar, run the EA in tester, if you get two years of history data, the CSV file would contain two years of MA values. Then you can use it as the input file.
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its all based on williams accelerator/decelerator, which the formula is
AO = SMA(median price, 5)-SMA(median price, 34) AC = AO-SMA(AO, 5) here is the code in EA extern int x1 = 135; extern int x2 = 127; extern int x3 = 16; extern int x4 = 93; double w1 = x1 - 100; double w2 = x2 - 100; double w3 = x3 - 100; double w4 = x4 - 100; double a1 = iAC(Symbol(), 0, 0); double a2 = iAC(Symbol(), 0, 7); double a3 = iAC(Symbol(), 0, 14); double a4 = iAC(Symbol(), 0, 21); return(x1* a1 + x2 * a2 + x3 * a3 + x4 * a4); so it ends up being return(35 * ac(this bar) + 27 * ac(7 bars ago) + -84 * ac(14 bars ago) ) + -7 * ac(21 bars ago) ); if it ends up being greater then 0 then it buys and if less then it sells. looks like its alway in the market as well. It only opens 1 order at a time though. It looks like a variation of the alligator by Williams but it uses 4 ACs instead of 3. how they pick the x1,x2,x3,x4 numbers? i dont know, seems random to me ![]() why they -100 from each of them? no idea, should have just enterd a smaller number ![]() |
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My 2 cents, Neural Networks don't really work as far as I can see, I have spent countless hours coding and testing such beasts with nothing really to show.
When evaluating such methods it is important to understand what is actually happening, to cut though the BS as it were. Neural Networks are not magic, just non-linear regression, as such they can do an amazing job of fitting test data but tell you nothing of the future. The other mistaken assumption which is applied to NN & Forex is that there is some type of 'hidden pattern' in the data which the NN will deduce, I have not found this to be the case. In my experence the greater the degrees of fredom of a system the more prone it is to overfitting the data, hence giving no value in data ranges outside the test data. |
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| Posted By | For | Type | Date | |
| Artificial Neural Nets (Part 2 - Bogie-NN) | Macrotactics | This thread | Refback | 08-26-2008 01:35 AM | |
| Bogie-NN-v8 vs Forex_Nn: Red Alert ! | This thread | Refback | 07-18-2008 07:04 AM | |
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