My friend SignalsBG make some research in Better system results and conclusions are published here^ .May be this will be usefull for you.

__________________
SignalsBG - development of trading tools for Metatrader

I parste SignalsBG‘s posts here for us discuss...just for common Target...


SignalsBG:
Many people believe that this system is based on Neural Networks, but i don't think so.The neural networks are nothing more than simple optimization.There is nothing mysterious about them.The chance of such system working good is the same as one simple system with 10 parameters which are optimized for the past.So, to create neural network with such a performance, you need good rules, and if you have such rules, you don't need neural network.

There are several things that we know about that system.It is easy to see, that there are three independent systems.They are with different Id , and slight change in their parameters.So let's take the first system.It's id is 854.
You can visualize the deals of that subsystem on M1 chart , using the script in the attachment.

It's easy to see that there is a simple rule what trade is next.
So if we have buy, the next must be sell.If we have sell the next deal must be buy.There is also fixed stop and limit of 60 points.

If have a closer look, we will see that all the deals are at local extremums.So we are adding Stochastic oscilator to the chart(M1).We will use standard parameters 5 3 3.

So, all the deals are when the oscillator is oversold.This is for both buy and sell.After that, there is some time without position.(between the two yellow lines).And after that he is starting to use only the overbought levels of the indicator for both buy and sell.

So there is a filter, which levels(overbought oversold) to use for the next signal, and a filter to choose the right signal. Such filter can be something like MACD, or simple moving average.

PNN (Probabilisti Neural Network)

Attached Images

pnn.JPG (91.7 KB, 1781 views)

Better EA results
Ìîíèòîðèíã òîðãîâûõ ñ÷åòîâ.: Ãðàôèê ñ÷åòà

Attached Images

better_EA_results.gif (22.1 KB, 1706 views)

Class 1:
Iris Setosa
Attributes:
sepal_length sepal_width petal_length petal_width
5.1 3.5 1.4 .2
4.9 3. 1.4 .2
4.7 3.2 1.3 .2
4.6 3.1 1.5 .2
5. 3.6 1.4 .2
5.4 3.9 1.7 .4
4.6 3.4 1.4 .3
5. 3.4 1.5 .2
4.4 2.9 1.4 .2
4.9 3.1 1.5 .1
5.4 3.7 1.5 .2
4.8 3.4 1.6 .2
4.8 3. 1.4 .1
5.8 4. 1.2 .2
4.3 3. 1.1 .1
5.7 4.4 1.5 .4
5.4 3.9 1.3 .4
5.1 3.5 1.4 .3
5.7 3.8 1.7 .3
5.1 3.8 1.5 .3
5.4 3.4 1.7 .2
5.1 3.7 1.5 .4
4.6 3.6 1. .2
5.1 3.3 1.7 .5
4.8 3.4 1.9 .2
5. 3. 1.6 .2
5. 3.4 1.6 .2
5.2 3.5 1.5 .2
5.2 3.4 1.4 .2
4.7 3.2 1.6 .2
4.8 3.1 1.6 .2
5.4 3.4 1.5 .4
5.2 4.1 1.5 .1
5.5 4.2 1.4 .2
4.9 3.1 1.5 .2
5. 3.2 1.2 .2
5.5 3.5 1.3 .2
4.9 3.6 1.4 .1
4.4 3. 1.3 .2
5.1 3.4 1.5 .2
5. 3.5 1.3 .3
4.5 2.3 1.3 .3
4.4 3.2 1.3 .2
5. 3.5 1.6 .6
5.1 3.8 1.9 .4
4.8 3. 1.4 .3
5.1 3.8 1.6 .2
4.6 3.2 1.4 .2
5.3 3.7 1.5 .2
5. 3.3 1.4 .2

Class 2:
Iris Versicolor
Attributes:
sepal_length sepal_width petal_length petal_width
7. 3.2 4.7 1.4
6.4 3.2 4.5 1.5
6.9 3.1 4.9 1.5
5.5 2.3 4. 1.3
6.5 2.8 4.6 1.5
5.7 2.8 4.5 1.3
6.3 3.3 4.7 1.6
4.9 2.4 3.3 1.
6.6 2.9 4.6 1.3
5.2 2.7 3.9 1.4
5. 2. 3.5 1.
5.9 3. 4.2 1.5
6. 2.2 4. 1.
6.1 2.9 4.7 1.4
5.6 2.5 3.9 1.1
6.7 3.1 4.4 1.4
5.6 3. 4.5 1.5
5.8 2.7 4.1 1.
6.2 2.2 4.5 1.5
5.6 2.5 3.9 1.1
5.9 3.2 4.8 1.8
6.1 2.8 4. 1.3
6.3 2.5 4.9 1.5
6.1 2.8 4.7 1.2
6.4 2.9 4.3 1.3
6.6 3. 4.4 1.4
6.8 2.8 4.8 1.4
6.7 3. 5. 1.7
6. 2.9 4.5 1.5
5.7 2.6 3.5 1.
5.5 2.4 3.8 1.1
5.5 2.4 3.7 1.
5.8 2.7 3.9 1.2
6. 2.7 5.1 1.6
5.4 3. 4.5 1.5
6. 3.4 4.5 1.6
6.7 3.1 4.7 1.5
6.3 2.3 4.4 1.3
5.6 3. 4.1 1.3
5.5 2.5 4. 1.3
5.5 2.6 4.4 1.2
6.1 3. 4.6 1.4
5.8 2.6 4. 1.2
5. 2.3 3.3 1.
5.6 2.7 4.2 1.3
5.7 3. 4.2 1.2
5.7 2.9 4.2 1.3
6.2 2.9 4.3 1.3
5.1 2.5 3. 1.1
5.7 2.8 4.1 1.3


Class 3:
Iris Virginica
Attributes:
sepal_length sepal_width petal_length petal_width
6.3 3.3 6. 2.5
5.8 2.7 5.1 1.9
7.1 3. 5.9 2.1
6.3 2.9 5.6 1.8
6.5 3. 5.8 2.2
7.6 3. 6.6 2.1
4.9 2.5 4.5 1.7
7.3 2.9 6.3 1.8
6.7 2.5 5.8 1.8
7.2 3.6 6.1 2.5
6.5 3.2 5.1 2.
6.4 2.7 5.3 1.9
6.8 3. 5.5 2.1
5.7 2.5 5. 2.
5.8 2.8 5.1 2.4
6.4 3.2 5.3 2.3
6.5 3. 5.5 1.8
7.7 3.8 6.7 2.2
7.7 2.6 6.9 2.3
6. 2.2 5. 1.5
6.9 3.2 5.7 2.3
5.6 2.8 4.9 2.
7.7 2.8 6.7 2.
6.3 2.7 4.9 1.8
6.7 3.3 5.7 2.1
7.2 3.2 6. 1.8
6.2 2.8 4.8 1.8
6.1 3. 4.9 1.8
6.4 2.8 5.6 2.1
7.2 3. 5.8 1.6
7.4 2.8 6.1 1.9
7.9 3.8 6.4 2.
6.4 2.8 5.6 2.2
6.3 2.8 5.1 1.5
6.1 2.6 5.6 1.4
7.7 3. 6.1 2.3
6.3 3.4 5.6 2.4
6.4 3.1 5.5 1.8
6. 3. 4.8 1.8
6.9 3.1 5.4 2.1
6.7 3.1 5.6 2.4
6.9 3.1 5.1 2.3
5.8 2.7 5.1 1.9
6.8 3.2 5.9 2.3
6.7 3.3 5.7 2.5
6.7 3. 5.2 2.3
6.3 2.5 5. 1.9
6.5 3. 5.2 2.
6.2 3.4 5.4 2.3
5.9 3. 5.1 1.8

Attached Images

iris.JPG (33.0 KB, 1664 views)

Attributes1= sepal_length
Attributes2= sepal_width
Attributes3= petal_length
Attributes4= petal_width

========================
Class 1= Iris Setosa
Class 2= Iris Versicolor
Class 3= Iris Virginica

Attached Images

pnn2.JPG (69.0 KB, 1623 views)

barnix, what is all this? Image recognition?
Please, if is possible add to posts source code.

__________________
SignalsBG - development of trading tools for Metatrader

The IRIS plants database is one of the best known database used in pattern recognition studies. The original method was proposed by a guy named R.A Fisher back in 1936 google for his paper "The use of multiple measurements in taxonomic problems"

There's some MQL code for solving these types of problems earlier in this thread

Source code:
311: Neural Networks
MT4:

Explanation from Neural Networks
by
Timothy A. Corbett-Clark

Attached Files

CorbettClark.pdf (1.16 MB, 519 views)