New article Third Generation Neural Networks: Deep Networks has been published at mql5.com:
This article is going to consider the main ideas of this subject such as Deep Learning and Deep Network without complex computations in layman’s terms.
Experiments with real data confirm (or don't) theoretical advantages of deep neural networks over shallow ones by metric definition and comparison (not sure about metric definition and comparison). The task in hand is classification. We shall create an indicator and an Expert Advisor based on a deep neural network model and working in conjunction according to the client/server scheme and then test them.
The reader is presumed to have a fair idea of the basic concepts used in neural networks.
Now we are going to write a program for the indicator and Expert Advisor using a deep network for receiving trading signals.
There are two ways of such an implementation:
We are going to write the link indicator-EA following the first algorithm. EA with a minimum of bows and frills.
Why is it so difficult? This way of implementation allows to connect several indicators placed on different symbols/timeframes to one EA and work with them consequently. For that, the EA has to go through a little modernization. We are going to talk about it later.
Below is the structure of interaction between the indicator and the EA:
Fig. 31. Structure of interaction between the indicator and the EA
Author: Vladimir Perervenko