Could anyone tell me the operation principle of this procedure
double perceptron()
{
double w1 = x1 - 100;
double w2 = x2 - 100;
double w3 = x3 - 100;
double w4 = x4 - 100;
double a1 = iAC(Symbol(), 0, 0); double a2 = iAC(Symbol(), 0, 7);
double a3 = iAC(Symbol(), 0, 14);
double a4 = iAC(Symbol(), 0, 21);
return(w1 * a1 + w2 * a2 + w3 * a3 + w4 * a4);
}
//+------------------------------------------------------------------+
it decide to buy or sell
tks
Dear peter579,
It is a calculation of output value of neural network and it is called perceptron in neural network. Usually, the output value will between +1 and -1 but it is not a must. For the decision of buy or sell, it depends on how you training the neural network. For buy signal, the output value will be 1 if the network trained to buy is equal to +1. If it is trained to equal -1, it will give -1 for a buy signal. Usually, the output value not neccessary be absolute +1 or -1 as buy or sell signal. It giving a degree of a signal to be activate, for example, a output value of 0.9 we also take it as buy signal. It depends.
If you want to know more about perceptron, do a search on Google. A lot of resources is on the net.
Dear peter579,
It is a calculation of output value of neural network and it is called perceptron in neural network. Usually, the output value will between +1 and -1 but it is not a must. For the decision of buy or sell, it depends on how you training the neural network. For buy signal, the output value will be 1 if the network trained to buy is equal to +1. If it is trained to equal -1, it will give -1 for a buy signal. Usually, the output value not neccessary be absolute +1 or -1 as buy or sell signal. It giving a degree of a signal to be activate, for example, a output value of 0.9 we also take it as buy signal. It depends.
If you want to know more about perceptron, do a search on Google. A lot of resources is on the net.
How are the values of x1, x2, x3, and x4 typically derived?
could any one tell me how to calculate AC
in help
| double iAC( | string symbol, int timeframe, int shift) |
| symbol | - | Symbol name of the security on the data of which the indicator will be calculated. NULL means the current symbol. |
| timeframe | - | Timeframe. It can be any of Timeframe enumeration values. 0 means the current chart timeframe. |
| shift | - | Index of the value taken from the indicator buffer (shift relative to the current bar the given amount of periods ago). |
double result=iAC(NULL, 0, 1);
i need to assure ac 's calculatation
AC bar chart is the difference between the value of 5/34 of the driving force
bar chart and 5-period simple moving average, taken from that bar chart.
AO = SMA(median price, 5)-SMA(median price, 34)
AC = AO-SMA(AO, 5)
in my back-test in eur-usa in 1h among 4year(2005~2009, the procedure is useful but need more adjusting...
(Fund is 10000)
can anyone share your adjusting....
The values of x1, x2, x3 and x4 are calculated through a set of training procedure. Here is the related EA 'Automated Trading System "Сombo"' . It have very similar structure but not the same. Please have a look and have fun.
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extern int x1 = 135;
extern int x2 = 127;
extern int x3 = 16;
extern int x4 = 93;
-----------------
if(perceptron() > 0)
{ //long
Print("long");
ticket = OrderSend(Symbol(), OP_BUY, lots, Ask, 3, Bid - sl * Point, 0, "AI人工智慧單作多",
MagicNumber, 0, Blue);
//---------------------------
------------------
double perceptron()
{
double w1 = x1 - 100;
double w2 = x2 - 100;
double w3 = x3 - 100;
double w4 = x4 - 100;
double a1 = iAC(Symbol(), 0, 0); double a2 = iAC(Symbol(), 0, 7);
double a3 = iAC(Symbol(), 0, 14);
double a4 = iAC(Symbol(), 0, 21);
return(w1 * a1 + w2 * a2 + w3 * a3 + w4 * a4);
}
//+------------------------------------------------------------------+
it decide to buy or sell
tks