How to build a NN-EA in MT4 - Page 3

gbolla · #21 (**permalink**) 12-07-2007, 12:59 PM

newdigital can I forward test with indicator? which are the differences from with and without indicator?
thanks

Bolla

newdigital · #22 (**permalink**) 12-07-2007, 04:28 PM

Quote:

Originally Posted by gbolla

newdigital can I forward test with indicator? which are the differences from with and without indicator?
thanks

Bolla

When you are backtesting this EA in visual mode with attached #_i_e_MTC_Etalon indicator to the visual chart so you are training this EA using some particular data. For example, if you are visual backtesting with attached indicator on EURUSD M5 so you are training this EA to trade EURUSD M5.

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Trained EA can be forward tested using trained pair/timerame. I only not sure about this Vasya;64;64;7 fuile: should be copy this file from /tester/files to experts/files after training? Is it written smething in this file during the training? If yes so it is written in the file placed to /tester/files (because we are having the traing based on backtesting). And in this case we must copy this Vasya;64;64;7 file from /tester/files to experts/files after training. because during forward testing EA will use the file placed to experts/files.
I think programmes may say something. I don't know, sorry.
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Klot (author) said that it is possible to use the other indicators for trading. It can be included in the following code inside EA:

Code:

//---
        for( i=0; i<=NN-1; i++)
        {

            ind_collect[i]=iBWMFI(NULL, 0, i+1);

        }

newdigital · #23 (**permalink**) 12-07-2007, 04:58 PM

Quote:

Originally Posted by gbolla

newdigital can I forward test with indicator? which are the differences from with and without indicator?
thanks

Bolla

Author (klot) suggested this website (in English) concerning practrical implementation of NN Practical usage of neural networks for the tasks of classification (clustering) - BaseGroup Labs

newdigital · #24 (**permalink**) 12-07-2007, 05:48 PM

I am on the 3rd page of that thread.

It is kohenen script to predict the price movement for the current day (in the morning for example).

Place library file to library folder and the other file to script folder.
How to use.
Attach the script to the chart (timeframe is less than H4) and you will see something like that:

kohennen1.jpg

According to my limited NN/programming understanding we are having 11 scenarios/patterns/situations of the price movement. The script is analyzing the price and giving some forecasting about price movement situation.
For example: on my image price with situation #6 was developed under the situation/patterns as it was on the history in the chart.

Once you get the number on the chart so scroll the chart back to find same number on the history and you will know how the price will move.

newdigital · #25 (**permalink**) 12-07-2007, 06:09 PM

For example we see this number for EURUSD (H1 timeframe). I saw it late but just imagine that this number came to the previous bar.
So, which price pattern/situation we will have?

kohennen2.jpg

So, it will be like this one:

kohennen3.jpg

kohennen4.jpg

With some probability of course.
The probability as higher as many bar on the chart.

newdigital · #26 (**permalink**) 12-07-2007, 06:24 PM

But some people said that this script can re-draw last number.
Any way it is just a probability.

newdigital · #27 (**permalink**) 12-07-2007, 06:36 PM

The same but indicator (with library file).

alp · #28 (**permalink**) 12-07-2007, 06:41 PM

This one has Kaufman MA as an input.

newdigital · #29 (**permalink**) 12-07-2007, 07:02 PM

Quote:

Originally Posted by xan023

Hi
NN kohenenn
experts\
NS2-32.dll
KOHENENN v15.mq4
KOHENENN v15.ex4
c:\Koh_2007.def

As to this post.

Place NS2-32.dll to C:\Windows\system32\

As to Koh_2007.def file so I am not sure: may be c:\Koh_2007.def, or create folders and place: C:\NeuroShell 2\EXAMPLES\Test\Koh_2007.def
I have no idea, sorry.

BluePearl · #30 (**permalink**) 12-07-2007, 07:16 PM

i'm training this EA on M5 eur/usd. i checked the time stamp on Vasya;64;64;7 in the tester/file directory with the time stamp in the Vasya;64;64;7 in the expert/file directory and there is a difference. so there must be some writing to it.

How long should you train this EA? i've got it started to 2004. is that too long? what is the training, re-training process?

Quote:

Originally Posted by newdigital

------------------
Trained EA can be forward tested using trained pair/timerame. I only not sure about this Vasya;64;64;7 fuile: should be copy this file from /tester/files to experts/files after training? Is it written smething in this file during the training? If yes so it is written in the file placed to /tester/files (because we are having the traing based on backtesting). And in this case we must copy this Vasya;64;64;7 file from /tester/files to experts/files after training. because during forward testing EA will use the file placed to experts/files.
I think programmes may say something. I don't know, sorry.
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