Better NN EA - page 8

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Can anyone recommend to me a good NN tutorial book for newbies? i wanna learn it..

i have been interested with NN's way before better's EA..

not just for EA,, but also for sports picking..

 
project1972:
The NN logic is not linear, Better EA sometimes trade Counter-Trend and Sometimes Trend-Following.

You can't back-engineering a non linear logic, most of the time not even the author know what are rules learned by a NN logic, it's a black-box for everyone including his own creator.

You can check the past trades, but you don't have a clue what rules will trigger the next.

Dear Project1972,

I have logged into this account with MetaTrader but I can only see his current trade on the chart. How did you get the start and ending icons of previous trades to show on the chart you posted?

Thanks,

StrangeGuy

 
barnix:
Naive Bayesian Classifier (=> PNN used by Better) The probabilistic neural network is a direct continuation of the work on Bayes classifiers.

Thank's Barnix for your nice post

Pj

 

This is because there are three NNs trading within Better.

It is impossible to group what NN is posting what signals.

project1972:
The NN logic is not linear, Better EA sometimes trade Counter-Trend and Sometimes Trend-Following.

You can't back-engineering a non linear logic, most of the time not even the author know what are rules learned by a NN logic, it's a black-box for everyone including his own creator.

You can check the past trades, but you don't have a clue what rules will trigger the next.
 
gbolla:
same ideas of writing EA like Better's EA?

how is it possible write a complex neural nets in mql language? And about a backpropagation error algorithm ? or he training the net on C++ and then re-write in mql with only the weights?? how many hidden layer?

bolla

Better doesn't use backpropagation nets... I suppose that it would be to difficult and resource consuming to use it during automatic trade. Better uses probabilistic networks which are more simplier to implement and retrain during real trade.

 

Sample code for PNN

311: Neural Networks

3. Implementing PNN

// C is the number of classes, N is the number of examples, Nk are from class k

// d is the dimensionality of the training examples, sigma is the smoothing factor

// test_example[d] is the example to be classified

// Examples[N][d] are the training examples

int PNN(int C, int N, int d, float sigma, float test_example[d], float Examples[N][d])

{

int classify = -1;

float largest = 0;

float sum[ C ];

// The OUTPUT layer which computes the pdf for each class C

for ( int k=1; k<=C; k++ )

{

sum[ k ] = 0;

// The SUMMATION layer which accumulates the pdf

// for each example from the particular class k

for ( int i=0; i<Nk; i++ )

{

float product = 0;

// The PATTERN layer that multiplies the test example by the weights

for ( int j=0; j<d; j++ )

product += test_example[j] * Examples[j];

product = ( product – 1 ) / ( sigma * sigma );

product = exp( product );

sum[ k ] += product;

}

sum[ k ] /= Nk;

}

for ( int k=1; k<=C; k++ )

if ( sum[ k ] > largest )

{

largest = sum[ k ];

classify = k;

}

return classify;

}

 
 

thanks...but How do you use this piece of code in EA?

and about parameters?? what's mean?

thanks

Bolla

 

Probability studies on currencies

Hi

How does anybody analyse probabilistic data?

Is this done on excel or can it be done on excel?

There are at least 30 probabilistic conditions to be analysed .How complex is the task?

Here is an example"if price fails to go lower by x pips over X days ,how much is the highest it travels on rebounds upwards ,on average.What is the succes rate?

This is just on of many conditions to be tested?

Anybody good at this?

OILFXPRO

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