Forex
Google
New signals service!

Go Back   Forex Trading > Downloads > Expert Advisors - Metatrader 4


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 (98) Thread Tools
  1 links from elsewhere to this Post. Click to view.
Old 07-09-2008, 12:50 PM
Senior Member
 
Join Date: Jan 2006
Posts: 1,119
omelette is on a distinguished road
Quote:
Originally Posted by lvsefa View Post
As I said in front,Bogie's ea and the one I posted is truly different.
And I thought that the mimetic ea I posted is also obtains from some corner of Internet,Who has already found its trail could share it?
Bogie-NN-v8 is different all right, at least in the sense that as a commercial product, it has a total disregard for any other EA that seems to be running on the same platform - see below how it closed dozens of orders from another EA, even though different magics and currency pairs were involved! Unacceptable...

Quote:
04:30:09 Bogie-NN-v8-Demo EURUSD,M30: close #4352714 buy 0.01 NZDUSD at 0.7952 at price 0.7526
04:33:12 Bogie-NN-v8-Demo EURUSD,M30: close #5868389 buy 0.01 GBPUSD at 1.9866 at price 1.9748
04:36:15 Bogie-NN-v8-Demo EURUSD,M30: close #5781011 buy 0.01 GBPUSD at 1.9754 at price 1.9740
04:39:19 Bogie-NN-v8-Demo EURUSD,M30: close #4352720 buy 0.01 GBPUSD at 1.9819 at price 1.9740
04:42:22 Bogie-NN-v8-Demo EURUSD,M30: close #5859742 buy 0.10 GBPJPY at 212.38 tp: 213.88 at price 211.46
04:45:25 Bogie-NN-v8-Demo EURUSD,M30: close #5052828 sell 0.05 GBPJPY at 205.93 tp: 205.55 at price 211.52
04:48:30 Bogie-NN-v8-Demo EURUSD,M30: close #5868385 buy 0.01 GBPCHF at 2.0239 at price 2.0284
04:51:35 Bogie-NN-v8-Demo EURUSD,M30: close #5781008 buy 0.01 GBPCHF at 2.0473 at price 2.0279
04:54:38 Bogie-NN-v8-Demo EURUSD,M30: close #4352717 buy 0.01 GBPCHF at 2.0144 at price 2.0280
04:57:44 Bogie-NN-v8-Demo EURUSD,M30: close #5984104 buy 0.40 EURUSD at 1.5666 sl: 1.5584 at price 1.5703
04:57:44 Bogie-NN-v8-Demo EURUSD,M30: Alert: 10 attempts to close trade have failed
04:57:44 Bogie-NN-v8-Demo EURUSD,M30: open #5992845 sell 0.40 EURUSD at 1.5703 ok
04:57:44 Bogie-NN-v8-Demo EURUSD,M30: BUY order opened : 1.5703
04:57:45 Bogie-NN-v8-Demo EURUSD,M30: modify #5992845 sell 0.40 EURUSD at 1.5703 sl: 1.5903 tp: 0.0000 ok
04:58:09 Bogie-NN-v8-Demo EURUSD,M30: modify #5992845 sell 0.40 EURUSD at 1.5703 sl: 1.5876 tp: 0.0000 ok
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
 
Old 07-10-2008, 10:02 AM
Member
 
Join Date: May 2007
Posts: 40
gmax111 is on a distinguished road
deleted....

Last edited by gmax111; 07-10-2008 at 06:19 PM.
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
 
Old 07-10-2008, 01:24 PM
Senior Member
 
Join Date: Jan 2006
Posts: 1,119
omelette is on a distinguished road
Quote:
Originally Posted by gmax111 View Post
yes i knew this long ago.. the logic in bogie NN v8 and the EA that dswk posted is the same but the actuall EA is different..

bogie NN indicator is copied straight from the cortex NN site.. I started to think about it and it would be great if we could re-train the cortex NN to a more recent eur/usd market.. I'd bet william would appreciate it.. haha
Yes, I noticed that as well, but I'm sure many think that dswk was after somehow copying Bogie's indicator, when in fact the opposite is true - Bogie's indicator is a renamed public domain EA!

btw, I think the Bogie developer included NN's simply to increase sales by jumping on the NN band-wagon. The indicator he copied was written back in 2003 as far as I'm aware so it definitely isn't 'cutting-edge' by any means. Also, 'retraining' the indicator is fairly trivial, I'll do it and post it when I get a chance - though, one would have thought that Bogie's indicator is already retrained (for EURUSD I'd suspect) so just rename that and try that!

Finally, the 'open-source' EA that dswk posted is a straight copy from the NN tutorial site, and it doesn't work as is - at least I couldn't get it to work. And it also needs to have the indicator retrained to be of any use. Personally, I think FANN is the way to go - no need for Cortex, and it now has MT integration. I have only recently resolved to learn how to use it, so I don't know much more about it yet...
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
 
Old 07-10-2008, 01:40 PM
dswk's Avatar
Senior Member
 
Join Date: Dec 2005
Posts: 277
dswk is on a distinguished road
Here's the result i've got from the "open source" version, with the open source indicator.
Init Capital : 10K$
First test : Without MM. 0.1 lot, 6 months (Jan-Today). Buy/Sell trigger at 54/74, SL 200 TS 170.
Second test : Without MM. 1 lot, 6 months (Jan-Today). Buy/Sell trigger at 54/74, SL 200 TS 170.
not bad...
Attached Images
File Type: gif TesterGraphNNEAopensrc.gif (9.1 KB, 656 views)
File Type: gif TesterGraphNNEAopensrc1lot.gif (9.1 KB, 656 views)
__________________
French speaking Forex forum : fxmgm.com

Last edited by dswk; 07-10-2008 at 01:48 PM.
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
 
Old 07-10-2008, 03:08 PM
Senior Member
 
Join Date: Jan 2006
Posts: 1,119
omelette is on a distinguished road
@dswk - I stand corrected - I was entering fractional values for the Buy/Sell triggers which was the problem! Thanks!

PS - did you retrain the indicator for a particular currency before posting it?
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
 
Old 07-10-2008, 04:53 PM
Member
 
Join Date: May 2007
Posts: 40
gmax111 is on a distinguished road
The training of the NN is not as easy as it may sound... It involves using the cortex software.. I would suspect a re-trained version could prove to be better then the outdated version we currently have..

Last edited by gmax111; 07-10-2008 at 06:18 PM.
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
 
Old 07-11-2008, 07:16 AM
Senior Member
 
Join Date: Jan 2006
Posts: 1,119
omelette is on a distinguished road
Quote:
Originally Posted by gmax111 View Post
The training of the NN is not as easy as it may sound... It involves using the cortex software.. I would suspect a re-trained version could prove to be better then the outdated version we currently have..
Hmmm, I stand corrected again! Having just spent an hour with Cortex (which is pretty easy to use), I find that while training an network is easy, there is no way to export it from Cortex - I'm pretty sure this is one of the options that is missing with the Shareware version, along with the inability to run scripts (which sucks!)...

btw, interesting exercise - while the opensource EA does seem to produce good recent results for EURUSD H1, running a test on all available data with a monthly chart open, you should notice that the equity curves follows price perfectly - when EUR is appreciating, it makes money, and when it was falling it lost money. This is further borne out when you compare the Buy/Sell percentages. Considering the EUR has been appreciating almost continually for several years now, I reckon its apparent edge is an illusion...
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
 
Old 07-11-2008, 11:44 AM
Member
 
Join Date: May 2007
Posts: 40
gmax111 is on a distinguished road
Quote:
Originally Posted by omelette View Post
Hmmm, I stand corrected again! Having just spent an hour with Cortex (which is pretty easy to use), I find that while training an network is easy, there is no way to export it from Cortex - I'm pretty sure this is one of the options that is missing with the Shareware version, along with the inability to run scripts (which sucks!)...

btw, interesting exercise - while the opensource EA does seem to produce good recent results for EURUSD H1, running a test on all available data with a monthly chart open, you should notice that the equity curves follows price perfectly - when EUR is appreciating, it makes money, and when it was falling it lost money. This is further borne out when you compare the Buy/Sell percentages. Considering the EUR has been appreciating almost continually for several years now, I reckon its apparent edge is an illusion...

This will be fixed by optimizing the buy/sell levels.. As eur/usd begins to fall the sell level should be closer to the 50 level.. The optimizer in mt4 would give the best results for the more recent market..

This is why i said the strategy tester should be run one month at a time after a 3 month optimization.. this would roughly produce the most accurate buys/sells for the market/upcoming market..

Running live i would probably re-optimize these values every weekend..

Last edited by gmax111; 07-11-2008 at 11:48 AM.
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
 
Old 07-11-2008, 12:04 PM
dswk's Avatar
Senior Member
 
Join Date: Dec 2005
Posts: 277
dswk is on a distinguished road
Quote:
Originally Posted by gmax111 View Post
This will be fixed by optimizing the buy/sell levels.. As eur/usd begins to fall the sell level should be closer to the 50 level.. The optimizer in mt4 would give the best results for the more recent market..

This is why i said the strategy tester should be run one month at a time after a 3 month optimization.. this would roughly produce the most accurate buys/sells for the market/upcoming market..

Running live i would probably re-optimize these values every weekend..
...
That's the way to use it ...
__________________
French speaking Forex forum : fxmgm.com
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
 
Old 07-11-2008, 03:42 PM
Senior Member
 
Join Date: Jan 2006
Posts: 1,119
omelette is on a distinguished road
Quote:
Originally Posted by gmax111 View Post
This will be fixed by optimizing the buy/sell levels.. As eur/usd begins to fall the sell level should be closer to the 50 level.. The optimizer in mt4 would give the best results for the more recent market..

This is why i said the strategy tester should be run one month at a time after a 3 month optimization.. this would roughly produce the most accurate buys/sells for the market/upcoming market..

Running live i would probably re-optimize these values every weekend..
I have already done an optimisation for the period Jan '07 -> present - the optimisation results look little more than random to me!

The 'kicker' as far as I'm concerned is that the two differently named NN indicators that I have in my library all use the same weights that the author of the NN tutorial generated back in 2003. In fact, considering that Bogie's indicator generates an identical output signal, it looks increasingly likely that this also uses the same NN weighting values! So optimising Buy/Sell levels for 2003 weightings is pretty much a waste of time (imo)...
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
 

Bookmarks

Tags
better ea, neural network, svm forex, cache:Jtu9ppOwDvsJ:www.forex-tsd.com/expert-advisors-metatrader-4/11096-better-nn-ea-development.htm, better, nn ea
Thread Tools

Posting Rules
You may not post new threads
You may not post replies
You may not post attachments
You may not edit your posts

BB code is On
Smilies are On
[IMG] code is On
HTML code is Off
Trackbacks are On
Pingbacks are On
Refbacks are Off
Forum Jump

LinkBacks (?)
LinkBack to this Thread: http://www.forex-tsd.com/expert-advisors-metatrader-4/11096-better-nn-ea-development.html
Posted By For Type Date
Profile Better - Automated Trading Championship 2007 This thread Refback 09-23-2008 07:53 PM
- This thread Refback 09-23-2008 01:19 PM
???????PNN???EA?????? - ?????? - ???????? ??,????,????,????,?????,????,??,????,A?,?? - Powered by Discuz! This thread Refback 09-14-2008 02:26 AM
:: Ķ - Better's EA - Զ״ھ This thread Refback 08-09-2008 11:22 AM
Profile Better - Automated Trading Championship 2007 This thread Refback 07-14-2008 11:59 AM
פורום - STRATEGY BANK This thread Refback 07-14-2008 10:19 AM
Профиль Better - Automated Trading Championship 2007 This thread Refback 07-13-2008 08:48 AM
Bogie-NN-v8 (William Boatright - Wackena) | Facebook This thread Refback 07-12-2008 07:05 AM
:: Ķ - Better's EA - Զ״ھ This thread Refback 07-07-2008 02:32 AM
国外有人在研究PNN(神经EA)有点看不懂 - 「外汇交易」 - 『火线投资论坛』 外汇,外汇入门,外汇论坛,外汇社区,外汇保证金,外汇交易,投资,投资论坛,A股,股票 This thread Refback 07-01-2008 06:04 PM
פורום - STRATEGY BANK Post #41 Refback 06-28-2008 09:59 PM
:: Ķ - Better's EA - Զ״ھ This thread Refback 06-26-2008 12:41 PM
פורום - STRATEGY BANK This thread Refback 06-19-2008 12:03 PM
פורום - STRATEGY BANK Post #41 Refback 06-19-2008 10:43 AM
Forex Otomatik Islem Mekanizmalar - hisse.net : Ekonomi ve Borsa Forumu Post #18 Refback 06-18-2008 03:06 PM
Комментарии - Automated Trading Championship 2007 This thread Refback 06-16-2008 06:54 PM
Fraktale , Sieci neuronowe ,Algorytmy genetyczne... This thread Refback 06-06-2008 12:41 PM
:: Ķ - Better's EA - Զ״ھ This thread Refback 06-06-2008 12:44 AM
DELPHI与热动 - 频道预览 - 抓虾 This thread Refback 06-05-2008 08:24 PM
Профиль Better - 2007自动交易锦标赛 This thread Refback 05-23-2008 10:58 PM
Profile better - Automated Trading Championship 2007 This thread Refback 05-18-2008 12:21 PM
Профиль Better - Automated Trading Championship 2007 This thread Refback 05-12-2008 05:14 PM
Better's EA - Զ״ھ - This thread Refback 05-06-2008 03:56 AM
svm dll(Example for testing the svm dll) й˹ܴҵзֲ - ˹||Ŵ㷨|ģʽʶ|Ӿ|ҵ|Ŀ This thread Refback 05-01-2008 06:31 AM
Profile Better - Automated Trading Championship 2007 This thread Refback 04-14-2008 04:18 PM
EAForex :: View topic - Combo NN This thread Refback 04-14-2008 07:14 AM
Comments - Automated Trading Championship 2007 This thread Refback 03-30-2008 07:25 AM
Sieci neuronowe na giedzie Forex - system, dyskusja This thread Refback 03-23-2008 01:59 PM
svm dll(Example for testing the svm dll) й˹ܴҵзֲ - ˹||Ŵ㷨|ģʽʶ|Ӿ|ҵ|Ŀ This thread Refback 03-14-2008 09:24 AM
פורום - STRATEGY BANK This thread Refback 03-08-2008 06:05 PM
国外有人在研究PNN(神经EA)有点看不懂 - 「外汇交易」 - 『火线投资论坛』 外汇,外汇入门,外汇论坛,外汇社区,外汇保证金,外汇交易,投资,投资论坛,A股,股票 This thread Refback 03-02-2008 04:09 AM
Профиль Better - 2007自动交易锦标赛 This thread Refback 02-19-2008 02:36 AM
Комментарии - Automated Trading Championship 2007 This thread Refback 02-11-2008 09:25 AM
国外有人在 究PNN(神经EA)有点看不懂 - 「外汇交易」 - 『火线投资论坛』 外汇,外汇入门,外汇论坛,外汇社区,外汇保证金,外汇交易,投资,投资论坛,A股,股票 This thread Refback 02-10-2008 09:06 AM
פורום - STRATEGY BANK This thread Refback 01-29-2008 05:12 PM
Automated Trading Profit: The Automated Trading Championship 2007 Is Over! This thread Refback 01-29-2008 04:19 PM
Comments - Automated Trading Championship 2007 This thread Refback 01-27-2008 04:22 PM
פורום - STRATEGY BANK This thread Refback 01-26-2008 08:04 PM
Profile Better - Automated Trading Championship 2007 This thread Refback 01-25-2008 01:36 PM