Neural Networks - page 9

 

Hello nkoehne,

Interesting,

Can you make a trial version (limited in time and for demo only) ?

Regards.

 

hi

great statement result nkoehne , is it live statement ? I saw in your statement there's no TP , it's risky when suddenly connection problem was occured , do u rent a VPS ?

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Forex Indicators Collection

 
nkoehne:
I develop an EA based on neural networking and have been trading it for the past year with quite a bit of success.

Here's a video of it trading: Neuro Net Automatically Trades the Foreign Exchange Market! - Video

And here's one of my statements: Statement: 34099 - Nicholas Koehne

If you're serious about making money with a successful EA hop on over to my website at Intrepid Financial Software - Home of Neuro Net If you already have experience with forex trading then it's a cinch to use.

Thanks for your time.

DO you have any live statements? Also have you forward tested this on any other pairs other than the usd-jpy and the eur-usd?

 
Iceman19999:
DO you have any live statements? Also have you forward tested this on any other pairs other than the usd-jpy and the eur-usd?

Also notice that you only show a demo statement on your web site July of this year, do you have a statement from the start of the year to the end of Sept of 08? Also you must have a live statements if you selling this EA even if its only traded 0.01 mico mini lots ,so do you have any live statements and can you post them ?

 

MemBrain

For those who want to experiment with a neural net; check Membrain NeuralNet - MQL4 forum

I wrote a MT4 wrapper for MemBrain (MemBrain Neural Network Editor and Simulator)

Greetz,

Russell

 

how to use and test a matlab generated nn into mt4?

i've trained a nn in matlab 7.4 using fuzzy logic toolbox.

the nn is based on this article Price Forecasting Using Neural Networks - MQL4 Articles

it's trained using more than 1 year 1h eurusd data. average testing error is still high (around 0.0022) but i want to use nn output in mt4.

i'm searching for an opensource ea and indicator for forward testing neural nets outputs.

maybe i can use the one i found in post #77 of this thread?

however i just need to get the weights from matlab and past it in mql4

could someone help me? i think i need some kind of tutorial.

here is the content of my trained nn fis file

thanks

Files:
i.doc  24 kb
 

importing nn weights into an ea

i've trained a nn in matlab 7.4 using fuzzy logic toolbox.

the nn is based on this article Price Forecasting Using Neural Networks - MQL4 Articles

it's trained using more than 1 year 1h eurusd data. average testing error is still high (around 0.0022) but i want to use nn output in mt4.

i'm searching for an opensource ea and indicator for forward testing neural nets outputs.

maybe i can use cortex (Neural Networks and Stock / Forex Trading) ea and index ?

or i can use the one i found in post #77 of this thread? (it's the same stuff?)

however i just need to get the weights from matlab and past it in mql4

could someone help me? i think i need some kind of tutorial.

here is the content of my trained nn fis file

thanks a lot

Files:
untitled.txt  13 kb
 

Failure in perfect prediction of price markets

Hi:

I ve worked with some softcomputing techniques for clustering, chaotic time series modelling. I know lot things, but there are extensive information, every day somebody create a new neural network architecture telling everybody that his neural network is the best.

Since i knew about forex i saw an interesting field for my knowledge and for some matlabs scripts made a long time, i tried predict price of EUR/USD using perceptrons but they suffer a lot of overfitting, memorize training data but predict like crap, althougth with some improvements with cross validation, local models make it better and are conceptually thousands times more simple than neural networks, but take a lot of computational time cause to create the model you need serach along all your data set nearest neighboors from your query point, in test sets it does make errors betwen 0.0018 and 0.0030 pips in data of 1h hour. (A local model is like a linear regression but you dont use all points, you only use the k-nearest to your point)

There's another class of neural networks created by russian investigators, they are polinomial neural networks, they have some few parameters, 'cause network it self is self organizative, algorithm it self decide number of nodes, polinomial function to use into the node and number of layer. An interesting work about polynomial nn in forex is here, is very good.

http://www.cs.uoi.gr/~foka/papers/foka_msc.pdf

I proved it with matlab but results are weird, i obtained a shifted version of prices like prediction, at first i thougth that i was wrong, but training an state of art neural network from neurosolutions i got the same. At last i found the very very, generalization of polinomial neural networks volterra kernels, this behaves like an infinite terms polynomial network (very complex concepts) is like a SVM(support vector machine), but i still follow getting the same shifting in predictions, this shifting make me errors in the same range of local models, if i would have to choose i would pass a local model to mq4 i still have the same results that with a very, very complex model like volterra kernel and better than perceptrons

I've read a lot about state of the art, there's two related concepts in neural networks that looks promising, but are still complex first are liquid state machines and others are echo

state networks, but i'm tired and searching more simple methods.

I thing that is better try to predict turning points using different indicator more than trying to predict price it self, trying price itself is very, very difficult (for not say nearly imposible still with state of art softcomputing techniques). Also, this strategy is very profitable like was demostrated in EA championships, my advice don't loose your time trying predict the price. I was coding differents methods in matlab in my free time during nearly three years(fortunatelly not all for forex), still the knowledge is very usefull and i've learnt sooooooooooooo much, but i insist don't loose your time trying predict the price.

See ya guys

 

Neural network prediction

I wonder what kind of software is used to do this prediction.Can anyone help me? http://neuralforex.wordpress.com

 

sumups for the input and outputs

I am starting to make my experiments here. Unlikely I am from a different background. My degree is Artificial Intelligence so more technical towards AI techniques such as NN and more newbie in forex unlike the rest of the guru's in this forum...

using the historical price to Predict the future price it self is kinda impossible due to many factors..

as a sum up from the previous experiences.. whats are the good inputs and there expected outputs for a NN ..

anyways,, whats your opinion about whats the good values/indicators to be used as inputs in Neural Network and what would be there expected output(indicators, curve movements..etc..)..

I will test it on a series and different types of neural networks with back error probagation. also found interesting publication about genetic mutation for the results. I just have some problem now on where to find reliable data to feed the NN... where do you use your historical data .. any sources?

Regards,

Hidden Ox.

Reason: