BLACKBOLT NEURAL NETWORK EA

Hello everyone, I have decided to post my new neural network EA here free for everyone to try and test. This forum has given me much help and information over the years and I would like to give back.

TRAIN INSIDE OF METATRADER

This NN ea is unique because my programmer was able to make it trainable inside of the metatrader client using strategy tester. This is great because it means you can re-train it at any time. The training file I have attached to this post was created using regular metatrader currency data that comes with every client and was trained from Jan 2004 to the present. You can go back further or use more recent data to determine what the best set of patterns is for current market conditions.

NEURAL NETWORK MULTI-LAYER PERCEPTRON TECHNIQUE

A multilayer perceptron is a feedforward artificial neural network model that maps sets of input data onto a set of appropriate output. It is a modification of the standard linear perceptron in that it uses three or more layers of neurons (nodes) with nonlinear activation functions, and is more powerful than the perceptron in that it can distinguish data that is not linearly separable, or separable by a hyperplane

At this stage I am going to become a little mathematical, but I will sum
up the salient points in a nonmathematical fashion afterward.
Neural networks vary in form, in this case a multilayer perceptron
(MLP) technique was used and can be represented by the following expression:


y=λ0 +Σλj×Φj(wj×x)


Where y is the output, x a vector of inputs, Φj a series of functions (typically
logistic or hyperbolic tangents), wj a series of weight vectors to ensure that
each Φj receives a different input, λ0 a constant, and λ1 to λM a series of
weights, known as output weights, that weight the outputs from Φ1 to ΦM.

More information on the strategy used can be found at our site.

EA SETTINGS (INPUTS):

Train -

If FALSE then the EA will fun normally (forward or backtest); If TRUE and run in strategy tester the EA will train itself on the time interval you have set.

Pattern Length -

This is the length of the price patterns you want the EA to look for. It is beneficial in differnt market conditions to either look for longer patterns or smaller ones. The number here represent the amount of bars the pattern consists of. Default is 100.

NeuronLayerDepth - This is not the amount of neurons used but the frequency of the layers corresponding to the training pattern. This number can stay at 100.

MinTrainError - This is the minimum error perctange that will be tolerated by the EA once it starts trading, this is independent of the training process. Once the training file is populated with new pattern data this input tells the EA the minimum pattern deviation that it will use for actual trading.

MaxError - This is the maximum error deviation the EA will use from the trained data.

TP - Self-explanatory, this functions as any normal take profit value.

SL - Same here, a normal stop loss.

MaxSpread - The maximum spread value the EA will trade in.

GMTDiffer - This is the difference from GMT that your broker uses. The EA is coded to trade between 22:00 - 24:00, but I have found that what works best so far for me is 23:00 - 01:00. So you can do your testing and find out what works best but know that when this value is set to Zero it means it will trade between 22:00 and 24:00.

To get the results in the backtest displayed below and with the set file attached the EA should be set to +1 GMT. If your broker is +1 GMT then the GMTDiffer option should be set to ZERO.



How to Install:

EA - goes in metatrader client\experts
BLACKBOLTNN.dll - metatrader client\experts\libraries
Datevalidate.dll - metatrader client\experts\libraries
.nnb file - metatrader client\tester\files

IMPORTANT NOTES:

- A backtest in strategy tester cannot be running when you place the EA on a chart to forward test - it will crash your metatrader client if you do this.

- Once you train the EA it overwrites the .nnb file (training file) and saves your new trained data over the last.

- The EA is run on the EURUSD 5M chart only. This is the only pair and chart it will run on.

Attached Files

BLACKBOLT EA.zip (1.42 MB, 150 views)

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Commercial Section.

Your attempt to be some sort of giving philanthropist to this forum is neatly disguised in your

DEMO FOR LIMITED TIME EA Next time mention that.

Go to the commercial section if you're looking to move people towards your website. Thanks.

__________________
http://www.Vancouver-Forex.com

http://www.forex-tsd.com/general-dis...er-create.html

Want to ask a question about fundamental or technical trading? Shoot me a PM- but do your homework first.

I will prolong the testing time if there is enough interest.

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I'm wondering if I'm using this properly. EURUSD on 5-minute chart. I've got the "train" set to true, and have run the EA several times on Strategy tester. After each iteration, a window opens and there is some mathematical process taking place (lasts about 1-2 minutes).

There was a loss on the August-Oct16 of about $511, and I was thinking that after several iterations of "training" that this value would improve. However, it has remained exactly the same. Clearly there is no learning taking place ... and wondering if it's me not doing something properly.

Interesting EA and premise though. I look forward to learning more.

Doug

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Ottawa, ON
Canada

Show us difference between training and out-of-sample data, or we'll call it fake.

All you have to do is put the "train" option on TRUE and train the EA for say only a month then turn off training and run a backtest, the results will be much different than the trained file I provided in the first post. It is better if you do it then if I was to show you.

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It does not matter how MANY times you train it but the quality of the trained data gathered from your last training attempt. As is stated in the first post, everytime you train the EA it overwrites the last trained file so training many times with the same file will not work. Also, how long is the time period you're training for? And what times are you training the EA for and testing?

These factors matter when it comes to training and getting different/improved results:

1. The time period you trained the EA - jan 04 - jan 09 for example or jan 07 - jun 09.

2. GMT - Are you training the EA for testing at the beginning of the asian session of at the end, or perhaps between the london and ny session perhaps.

3. Pattern length

4. Epoch count - you can make the epoch count or "training time" longer or shorter.

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amazing
a NN EA again
thank you

I am also testing this EA on Demo but I am having issues getting the GMT settings set right to trade 23:00 to 1:00. I am running it on JadeFx and FxPro. Is anyone else trading this EA on these brokers that can help me with the GMT settings.

I would also like to test the other EA that black-b0x has Blackbox EA but I need to get this one up and running first.

Cindians

hi there, i am using fxdd, so should i set the timezone to be +2? thank u