Forex
Google
www.rentasignal.com Metatrader Signals Marketplace

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

Notices


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

Reply
 
Thread Tools Display Modes
  #1 (permalink)  
Old 12-05-2007, 05:32 PM
Senior Member
 
Join Date: Nov 2005
Posts: 176
fxspeedster is on a distinguished road
Lightbulb Better NN EA development

Hello everyone,
I will start this thread by first stating that if you are a beginner and have no high level programming experience you are better off reading other threads. I intend this thread to be for the very experienced programmers with some Artificial Intelligence background. I am attaching a screen of the latest trading activity from the 2007 MT Automated Trading Championship of the Better NN EA which is in first place currently and it is likely to win to win the contest. you can read about it at: News - Automated Trading Championship 2007 and here:
Participant Better - Automated Trading Championship 2007
From my past experience with Cyberia Trader and other NN EAs I have recognized that this EA is using a Probabilistic Neural network (PNN) that forecasts 3 moving averages few bars in advance and enters MA crossovers that have the highest probability rating. Being very selective, it has a high winrate % and a decent PF. You can easily see this pattern from analyzing the attached screen. Even the last trade in progress (a sell) has been initiated at the crossover of MAs.
I would like to form a team of good programmers to program the PNN initially in C++ as the author did then test it and finally convert it to mq4 code to enable it to run more effectively on MT4. I have the necessary knowledge of AI and have the documentation needed to proceed with programming by an experienced programming team. I have a library of very clever Money Management functions so this aspect is already covered. Knowledge of Kalman filters adaptation is a plus and for those who know AI they will understand why without asking. Please PM me if you are qualified and are willing to share your programming knowledge. I will then discuss detail with everyone picked as a team and we can get things done very effectively.
Please do not post in this thread unless you meet the qualifications. Basic questions of how, why what etc. will not be answered by me since my time is valuable and yours should be too. If I don't answer posts don't be offended, because I simply try to stay focused on this project. Looking forward working with a great team to complete this wonderful project together!
Disclaimer: There is no commercial interest nor there will be in selling, renting or distributing this EA to the general trading public.
Attached Images
File Type: gif Better_NN_screen.gif (45.0 KB, 15183 views)
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!StumbleUpon this Post!Reddit this Post!Facebook this Post!BlinkList this Post!Google Bookmarks this Post!Yahoo! My Web this Post!
Reply With Quote
  #2 (permalink)  
Old 12-06-2007, 02:14 AM
tdion's Avatar
Senior Member
 
Join Date: Mar 2006
Location: South Carolina, USA
Posts: 166
tdion is on a distinguished road
I'd be interested to find out how you plan to train it.

There are so many MAs to pick from...... plus, how far into the future are you going to try to forecast?

I have EURUSD M1 backdata to 2001 if needed. My MT4 skills are good.... very concious of state persistance for power failures, unanticipated reboots, and disconnects.

One thing though..... how will you control all the TSD freeloaders getting something for nothing? Private development?

PS) I have an MT4 STP I am testing..... automation of an ECN through MT4 is also doable..... porting signals can be done pretty efficiently.
__________________
Ideas are not trade advice.
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!StumbleUpon this Post!Reddit this Post!Facebook this Post!BlinkList this Post!Google Bookmarks this Post!Yahoo! My Web this Post!
Reply With Quote
  #3 (permalink)  
Old 12-06-2007, 03:02 AM
primajaya's Avatar
Senior Member
 
Join Date: Aug 2006
Posts: 213
primajaya is on a distinguished road
I think we had already discuss about NN and Better EA...
No need to open new thread for this..

If we want to make development for this, just continue the previous thread..

Pj
__________________
You said "why?".. I said "why not?!"
Broker for 5$ Free
Trading system 4free
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!StumbleUpon this Post!Reddit this Post!Facebook this Post!BlinkList this Post!Google Bookmarks this Post!Yahoo! My Web this Post!
Reply With Quote
  #4 (permalink)  
Old 12-06-2007, 03:18 AM
Senior Member
 
Join Date: Nov 2005
Posts: 176
fxspeedster is on a distinguished road
Quote:
Originally Posted by primajaya View Post
I think we had already discuss about NN and Better EA...
No need to open new thread for this..

If we want to make development for this, just continue the previous thread..

Pj
This thread is solely for the purpose of private development of this EA not for public sharing information about it. Development documentation will only be shared privately between myself and experienced programmers that decide to become a part of the development team. I hope this explains the difference between this thread and the other Better NN threads.
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!StumbleUpon this Post!Reddit this Post!Facebook this Post!BlinkList this Post!Google Bookmarks this Post!Yahoo! My Web this Post!
Reply With Quote
  #5 (permalink)  
Old 12-06-2007, 03:25 AM
Senior Member
 
Join Date: Nov 2005
Posts: 176
fxspeedster is on a distinguished road
Quote:
Originally Posted by tdion View Post
I'd be interested to find out how you plan to train it.

There are so many MAs to pick from...... plus, how far into the future are you going to try to forecast?

I have EURUSD M1 backdata to 2001 if needed. My MT4 skills are good.... very concious of state persistance for power failures, unanticipated reboots, and disconnects.

One thing though..... how will you control all the TSD freeloaders getting something for nothing? Private development?

PS) I have an MT4 STP I am testing..... automation of an ECN through MT4 is also doable..... porting signals can be done pretty efficiently.
To answers your questions, the MAs are not a big issue. Kalman EMA envelopes will be very appropriate for this job as they are for most NN inputs. Training will be done dynamically. As the EA runs it will compute past error rates and lower them to an acceptable level. If you are interested in getting involved with some mql code please PM me with your info. I also have M1 data to 1999, however keep in mind that the NN will need ticks to be fed to it like in the regular market and not M1 OHLC data. This is why the need for initial NN written in C++ so we can feed it ticks. I will need tick data not M1 data. This follows the same development path that the Better NN author has followed. MT backtester does not feed intrabar M1 ticks unfortunately since it does not record them. This is one of the reasons for the discrepancies between backtest results and forward results for EAs that are tick sensitive. Good luck to you!

Last edited by fxspeedster; 12-06-2007 at 03:30 AM.
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!StumbleUpon this Post!Reddit this Post!Facebook this Post!BlinkList this Post!Google Bookmarks this Post!Yahoo! My Web this Post!
Reply With Quote
  #6 (permalink)  
Old 12-06-2007, 04:14 AM
Senior Member
 
Join Date: Nov 2005
Posts: 176
fxspeedster is on a distinguished road
I truly encourage all experienced programmers to participate in the development of this EA. This is like buying a ticket to the big show. Participation will guarantee access to the final EA. There is no other way to get it and the experience of working on such an exiting project will be an experience like no other. I am truly looking forward working with some very talented programmers and contributing my part in the creation of this exciting EA.
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!StumbleUpon this Post!Reddit this Post!Facebook this Post!BlinkList this Post!Google Bookmarks this Post!Yahoo! My Web this Post!
Reply With Quote
  #7 (permalink)  
Old 12-06-2007, 01:46 PM
Senior Member
 
Join Date: Mar 2006
Posts: 1,035
barnix is on a distinguished road
three major approaches for pattern classification:
1.Bayesian, Better NN EA
2.multi-layer perceptron (MLP) Better NN EA development and
3.support vector machine (SVM)Better NN EA development
Attached Files
File Type: zip Bayes1.zip (51.0 KB, 1807 views)

Last edited by barnix; 12-06-2007 at 02:17 PM.
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!StumbleUpon this Post!Reddit this Post!Facebook this Post!BlinkList this Post!Google Bookmarks this Post!Yahoo! My Web this Post!
Reply With Quote
  #8 (permalink)  
Old 12-06-2007, 01:50 PM
Senior Member
 
Join Date: Mar 2006
Posts: 1,035
barnix is on a distinguished road
2.multi-layer perceptron (MLP):
Attached Images
File Type: jpg nn4.JPG (28.4 KB, 14515 views)
Attached Files
File Type: zip mlpd.zip (438.5 KB, 1086 views)

Last edited by barnix; 12-06-2007 at 01:53 PM.
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!StumbleUpon this Post!Reddit this Post!Facebook this Post!BlinkList this Post!Google Bookmarks this Post!Yahoo! My Web this Post!
Reply With Quote
  #9 (permalink)  
Old 12-06-2007, 02:03 PM
Senior Member
 
Join Date: Mar 2006
Posts: 1,035
barnix is on a distinguished road
3.support vector machine (SVM):
LIBSVM -- A Library for Support Vector Machines
Attached Images
File Type: jpg nn5.JPG (17.7 KB, 14211 views)
Attached Files
File Type: rar libsvm-2.85.part01.rar (1.39 MB, 704 views)
File Type: rar libsvm-2.85.part02.rar (1.39 MB, 540 views)
File Type: rar libsvm-2.85.part03.rar (393.8 KB, 595 views)
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!StumbleUpon this Post!Reddit this Post!Facebook this Post!BlinkList this Post!Google Bookmarks this Post!Yahoo! My Web this Post!
Reply With Quote
  #10 (permalink)  
Old 12-06-2007, 02:10 PM
Senior Member
 
Join Date: Mar 2006
Posts: 1,035
barnix is on a distinguished road
libsvm for MT4:
Example for testing the svm dll:
//+------------------------------------------------------------------+
//| PNN_v02.mq4 |
//| Copyright c 2007, MetaQuotes Software Corp. |
//| Forex Trading Software: Forex Trading Platform MetaTrader 4 |
//+------------------------------------------------------------------+
#property copyright "Copyright c 2007, MetaQuotes Software Corp."
#property link "http://www.metaquotes.net"
//open mode constants
#define READ 1
#define WRITE 2
#define READWRITE 3
//seek mode constants
#define FILE_BEGIN 0
#define FILE_CURRENT 1
#define FILE_END 2

#import "mtguru1.dll"
int gFileOpen(string file_name,int mode);
bool gFileWrite(int handle,string data);
bool gFileClose(int handle);
string gFileRead(int handle,int length=0);
void gFileSeek(int handle,int offset, int mode);
bool gFileDelete(string file_name);
int gFileSize(int handle);
int SvmTrain(string, string);
int SvmPredict(string, string, string);

#import

//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
int init()
{
//----
int file = gFileOpen("c:\mt4.log",WRITE); //open the file for read and write , create it if not exist
string write = "Open Price: " + Open[1] + " - Close Price: " + Close[1];
gFileWrite(file,write); //write some date
gFileClose(file); //close the file
//----
int xx=SvmTrain("c:\heart_scale", "c:\heart_scale.model");
Print("SvmTrain: ",xx);

//----
return(0);
}
//+------------------------------------------------------------------+
//| expert deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----

//----
return(0);
}
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start()
{
//----

//----
return(0);
}
//+------------------------------------------------------------------+
Attached Files
File Type: zip mtg1.zip (1.51 MB, 1277 views)

Last edited by barnix; 12-06-2007 at 02:43 PM.
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!StumbleUpon this Post!Reddit this Post!Facebook this Post!BlinkList this Post!Google Bookmarks this Post!Yahoo! My Web this Post!
Reply With Quote
Reply

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, better ea development, forex better ea, cortex, forex, Better NN EA, better development, better NN development, wackena NN-EA, libsvm, ea better, kalman, auto-scalper, Forex Auto-Scalper, search, Abdul Rahman EA Forex, fapturbo, betterea, GaussPNN, neuro, MT4_FANN, Auto-Scalper.ex4, better nn, Matrix NN ea

Thread Tools
Display Modes

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

Similar Threads
Thread Thread Starter Forum Replies Last Post
BrainSystem: indicators development newdigital Brain Systems 56 06-02-2009 07:27 AM
Zigzag system development newdigital Indicators - Metatrader 3 14 05-20-2009 04:52 AM
StochThreshold | ... under development wibitiens Indicators - Metatrader 4 0 05-26-2007 02:26 AM
Brainwashing: system development newdigital Brain Systems 45 11-24-2006 11:55 AM
Help with simple EA idea development Spider4896 Metatrader 4 2 04-21-2006 01:23 PM


All times are GMT. The time now is 12:40 AM.



Search Engine Friendly URLs by vBSEO 3.2.0 ©2008, Crawlability, Inc.