|
|||||||
| Register in Forex TSD! | |
|
Trading Systems Leaders in this forum (automated trading systems) are winning more than 3000 pips in a month (30000$ investing one lot every time). Click here to register and get more information |
|
![]() |
|
|
LinkBack (94) | Thread Tools | Display Modes |
|
|||
|
Quote:
|
|
|||
|
thanks Barnix for all of your ressources
i have joined other document, simple one to understand the theory, sorry it's for French people, but it is comprehensible for others to undertand pnn algorithm (rbf, noyau) i work a lot on these algorithm, and it's working very well. I work on M5 with 100000 examples, and 10 inputs (ema M5, ema H1, ema D1, sto) i've got very good results in real, near Better one, i use PNN and not SVM machine, difficult to implement SVM algo but i want to improve the ea, i work now on optimization of sigma, wich is a very important parameter, i optimize it by a lot of simulation now i want to use rbf-dda algorithm to optimize it, thanks a lot for the rbf-dda.mq4 file found here , i'm going to integrate it in my EA i will give you my results soon if someone have already works on rbf-dda, tell me, the more we are, the best we can do |
|
|||
|
Quote:
What kind of inputs and outputs did you use? |
|
|||
|
Quote:
Does your PNN perform best on M5 timeframe? Can you share any light on your outputs? |
|
|||
|
Strategy Tester Report for SVM_v_05_EURUSD EA
Settings: ////////////////////////////////////////// #define NR_BARS1 2000 #define NR_BARS2 600 extern string Symb0 ="EURUSD"; extern double Lots =0.1; extern int diff1 =true; extern int decimalplace =14; extern int svmtype =1; //0-libsvm,1-svmlight extern int BasePeriod =PERIOD_M5; extern int TrainPeriod =PERIOD_H4; extern int class_type =2; //0-multiclass,1-class(0,1,-1), 2-class(-3,-2,-1,0,1,2,3) extern int StopLoss =40; //30-50pips extern int TakeProfit =40; extern int FutureWindow =100; extern int Signal =8; extern bool UseRamDisk =true; extern datetime BeginDate = D'2008.04.01 08:15'; ////////////////////////////////////////////////// /////////////////////////////////////// calc(r1,rv1); calc(r2,rv1); calc(r3,rv1); calc(r4,rv1); calc(r5,rv1); calc(r6,rv1); calc(r7,rv1); calc(r8,rv1); calc(r9,rv1); /* calc(r10,rv1); calc(r11,rv1); calc(r12,rv1); calc(r13,rv1); calc(r14,rv1); calc(r15,rv1); calc(r16,rv1); calc(r17,rv1); calc(r18,rv1); calc(r19,rv1); calc(r20,rv1); calc(r21,rv1); calc(r22,rv1); calc(r23,rv1); calc(r24,rv1); calc(r25,rv1); calc(r26,rv1); calc(r27,rv1); calc(r28,rv1); calc(r29,rv1); calc(r30,rv1); */ //////////////////////////////// Last edited by barnix : 05-27-2008 at 04:56 AM. |
|
|||
|
Strategy Tester Report for SVM_v_05_EURUSD EA
Settings: /////////////////////////////////////// #define NR_BARS1 2000 #define NR_BARS2 600 extern string Symb0 ="EURUSD"; extern double Lots =0.1; extern int diff1 =true; extern int decimalplace =14; extern int svmtype =1; //0-libsvm,1-svmlight extern int BasePeriod =PERIOD_M5; extern int TrainPeriod =PERIOD_H4; extern int class_type =2; //0-multiclass,1-class(0,1,-1), 2-class(-3,-2,-1,0,1,2,3) extern int StopLoss =40; //30-50pips extern int TakeProfit =40; extern int FutureWindow =100; extern int Signal =8; extern bool UseRamDisk =true; extern datetime BeginDate = D'2008.04.01 08:15'; ///////////////////////////////////////////////// /////////////////////////////////////// calc(r1,rv1); calc(r2,rv1); calc(r3,rv1); calc(r4,rv1); calc(r5,rv1); calc(r6,rv1); calc(r7,rv1); calc(r8,rv1); calc(r9,rv1); /* calc(r10,rv1); calc(r11,rv1); calc(r12,rv1); calc(r13,rv1); calc(r14,rv1); calc(r15,rv1); calc(r16,rv1); calc(r17,rv1); calc(r18,rv1); calc(r19,rv1); calc(r20,rv1); calc(r21,rv1); calc(r22,rv1); calc(r23,rv1); calc(r24,rv1); calc(r25,rv1); calc(r26,rv1); calc(r27,rv1); calc(r28,rv1); calc(r29,rv1); calc(r30,rv1); */ //////////////////////////////// |
![]() |
| Thread Tools | |
| Display Modes | |
|
|