Welcome to Forex-TSD!, one of the largest Forex forums worldwide, where you will be able to find the most complete and reliable Forex information imaginable.
From the list below, select the forum that you want to visit and register to post, as many times you want. Its absolutely free. Click here for registering on Forex-TSD.
Exclusive Forum
The Exclusive Forum is the only paid section. Once you subscribe, you will get free access to real cutting-edge Trading Systems (automated and not), Indicators, Signals, Articles, etc., that will help and guide you, in ways that you could only imagine, with your Forex trading.
Elite Section
Get access to private discussions, specialized support, indicators and trading systems reported every week.
Advanced Elite Section
For professional traders, trading system developers and any other member who may need to use and/or convert, the most cutting-edge exclusive indicators and trading systems for MT4 and MT5.
I believe there is some instability in this BNNP predictor.
I ran 3 backtests on a daily euro chart. I took a very small period.
between 1june 2009 till today.
The test I run is the crossing of the BNNP with the smoothed BNNP.
I leave everything in default setting. But with only 1 fut. bar prediction.
When on the OPENING of a new bar the BNNP is above the BNNP smoothed on the next bar then so called go long on the bar that just opened.
When the opening of a new bar, the BNNP is bellow the BNNP smoothed on the next bar then go short on the bar that just opened.
I did this test 3 x times over this very short period whitout changing anything what so ever to the settings and I got 3 x times a total different result.
I had this problem already a week ago with a friend when we backtested some periods but did not pay any real attention to it ( because one does not think that if you do a test with a certain indicator that it would give opposite results).
Today I did again a test and because 1 particular bar that was a heavy loss made the overall result not looking that good.
By acccident I ran the test again and suddenly I saw that this losing bar turned into a winning bar.
So we ran the test again and started to look to the result over each single bar. We saw that the 3 test gave on each test a completaly different result. Even in this way that over 26 bars it gave 14 times a different result.
So I would suggest to be very carefull with whatever kind of backtest you do and specially with the results it would produce.
If somebody had a similar experience I would gladely hear about it.
Friendly regards....iGoR
__________________
Success comes with knowledge. Knowledge comes with experience. Experience comes with time and hard work... (iGoR) MT Intelligence - Stats for fxigor1
You need to fiddle with the bp-nn training settings to obtain *more* stable results.
You'll never get identical forecasts with a bpnn because of the way the network weights are randomised during the network's training phase.
Wow, thank you, very interesting stuff. But, like many codes relatedes to NN I put it in my charts and didn`t see what the author shows...
It seems that is needed to change something in code related with directories where are saved some informations, but is not clear for me
I apreciated any imputs...
Regards
I think Stochastic Net is more easy, I've studied it for more than 3 weeks
but I am still trying to find what's the best way to train it.
we depend on djama indicator or depend on other idea.
also I am trying to find what's the best filters we can use.
then we can let it work with any expert advisor which use a good strategy
I think Stochastic Net is more easy, I've studied it for more than 3 weeks
but I am still trying to find what's the best way to train it.
we depend on djama indicator or depend on other idea.
also I am trying to find what's the best filters we can use.
then we can let it work with any expert advisor which use a good strategy
Nice one
I have see that here is the indicator that you talk about:
But... I really found very interesting that article called Recipes for Neuronets. It seems that is needed to use Visual Studio to compile that DLL called Better... I really didn`t uderstant nothing about this softwares but it seems that I will need to learn. If I discovered how to solve that things I will post here.
But... I really found very interesting that article called Recipes for Neuronets. It seems that is needed to use Visual Studio to compile that DLL called Better... I really didn`t uderstant nothing about this softwares but it seems that I will need to learn. If I discovered how to solve that things I will post here.
Bob
I am learning how to compile files by Visual Studio too and I am studying Stochastic NN
I am using this Indicator to Know It's behavior with the good trend and bad trend
for example : I am using this code when I plan to go short
Code:
int BuildT(int i) // زٍَ َهى ًي ٍهٍ هًهَهييٌٍ
{ // هًهًنييٌٍ
int T= 0;
double Previous = djama(n,p,q,i+1);
double Current = djama(n,p,q,i);
double Next = djama(n,p,q,i-1);
if (Current <= Next) T = -1;
if (Current > Next) T = 1;
return (T);
and this code when I am planing to go long
Code:
int BuildT(int i) // زٍَ َهى ًي ٍهٍ هًهَهييٌٍ
{ // هًهًنييٌٍ
int T= 0;
double Previous = djama(n,p,q,i+1);
double Current = djama(n,p,q,i);
double Next = djama(n,p,q,i-1);
if (Current < Next) T = -1;
if (Current >= Next) T = 1;
return (T);
}
Then I see the result
I control by (lastBar) from parameter