How to build a NN-EA in MT4 - page 19
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Well, I hate giving you ready solutions considering I failed to come up with something interesting and useful. I hope you could try something different. I mentioned before the learning curve is very freaking steep, you have to read a lot, all info is available on the net including this site. There are threads devoted to this issue.
Briefly, since you built your normalized inputs now you have to build your NN and teach your NN by those inputs. NN consists of group Neurons which produce some kind of Output. Keep in mind Output also has to be normalized and preferably should lay between 0 and 1. So, having some function PNN which called on each new bar -> this function applies your Inputs on N bars back, builds neurons and gives you normalized Output. So, again your Output would be different on each bar in correlation of your Inputs processed N bars back in history. Now, you could have two external parameters in your expert Threshold_Buy and Threshold_Sell and if Output>Threshold_Sell you sell, if Output<Threshold_Buy you buy. In MT4 optimizer you could optimize those 2 parameters to have the best values (on determined period of time), then you could test your expert on period which is out of optimization period. If everything still look okay at that point then you are on the right track.
Keep in mind that's what I was doing.....
Orest
This is what i currently have:
below -80 is a sell signal and above 80 is a buy signal
the Aqua line is a Net w/ the following inputs:
3MA's(8,13,21) PSAR & Bollinger Bands
The Lime line is a Net w/ :
CCI Stochastic, RSI, %R, DeMarker
The Red one is :
MACD, Momentum, Gator
All values are normalized using the same method
The lines are the outputs from the network after training
I'm at a total loss on what to do now
Here's the Pic:kool ... i understand ... i've been trying to get a working solution for the last 3 months now with no concrete success.
I had another idea ... i was thinking the earlier today that my problem might be this: when training i skip bars ... IE i train the indicator based on the highs and lows of a trend ... this might be messing up the results when i test it because i test on every bar ... i was thinking ... its not trained to do every bar ... which would put my zigzag theory out the door ...b/c it lags ... just a thought ... does this sound like it could be a problem?
Again ... thanks in advance
Here's another thought ... if we're training the indicator on a zig-zag which only goes up and down ... how do u get a "Do nothing" in there ... zig-zag is either up or down
range bars might help NN analysis
I think I understand what you are saying about the missing info in the bars - - if there is a range bar type available, then the price and volatilty might be more accurately reflected for NN analysis.
Range bars would fix the range per bar and more accurately reflect activity of each currency pair since fast and radical price range moves in a shorter amount of time - - like an implied time and sales of sorts...
what is Neural Nettwork in FOREX - candles / charting with good accurate prediction
hiya
I think the main article is here >>> Using Neural Networks In MetaTrader - MQL4 Articles
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but I did not install yours NN -- but I want to tell you something more solid about the basics of NN
datamining is kinda finding the GOLDEN NUGGET in a wealth of data (too much data) -- usually one OUTPUT
Neural Network is the black box of datamining software by random testing 100 of secret strategy that come with the datamining software, in the past , I use clementine
NN don't suppose US to write any code or do any programming , we still have to tell the NN a good filtered set of cleanse data
NN suppose to be a program that can predict the result with about 92% accuracy, the software will just test and test the logic , until a close proximity is found , then readjust all the weighting on the data
some NN mq4 is not even NN -- as it can't be a tiny piece of code with some array -- I can CODE an MQ4 based on my assumption and the last 4 to 7 candles -- so I build my own methodology already, it will show me the entry price level , that might GET hit during next 45 minutes, so I have a strategy in which the pip spread cost about 13 to 20 USD of each shot (multiple LO entry)
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I did not try to install yours, but look GOOD enough, as the result don't BLUFF too much about how successful it is, look quite like a real strategy to me - with draw down and come back up in the balance
encourage to install it, to make it work
if you have certain Difficulties in configuration and installation, put a screen capture (click the [ paper clip ] icon above for attachment)
and you should also use -- screencapture software [ I could help you on that software called screenhunter ] to rewrite the installation manual with lot of screen capture (just control-V with screen hunter software after you capture the screen --you can set any button to do it )
when more people successfully installed YOUR CHOSEN software, then more likely, someone here will try to help you
in short, beside other people developed NN, you can think about to build your own, just use last 4 to 7 bars --tough gig will be >>> how about volatility and breakout bar -- how do you manage it in your FORMULA
if you have a formula, then you can do your own prediction , on the next 5 candles range (I use 30M ), I could tell you one more SECRET method about why I prefer my Method -- I will only go in , when Volatility is in the right neighbourhood for me -- this could reduce my High Frequency daily trading, although I may need to wait for 1 to 2 more day for a more perfect entry -- but this is exactly what FX about --- less entry, less chance to hit SL, habit re-adjustment to fit what most other traders sentiment are
-- this is the basics of formula, prediction and NN in datamining, hope that I gave you a valuable lecture on it -- SAS and SPSS also got NN software, you could read more from their sites
if you build the manual of installation, configuration , usage ;,find the ways to auto put in the data -- could be from #####.hst file in MT4 folder -- data of open close, high spike low spike of each candle where #### is the currency pair with TF -- window-F to find it -- it is inside your MT4 installation folder -- somewhere
building pattern for nn
hallo .
i have a basic problem .
for start neuron parameter i need for example
a b c parameter . now after condition i will get d and e .
let say a b c is close[1] ma(50) ma(20)
d is parameter i will get after close candle > a point .
so it could be after n (maybe 1 2 or 30) bars or will not at all .
how do i connect all together?
my scema is like this a + b + c
cobdition(a,b,c) + d
output (0,1)
Turninng Neuroshell Strategy into MT4
Hi,
I've built super strategy with Neural networks in Neuroshell
and I want now to make an EA from it,
How can I do it?
thanks
Does anybody know what is going on with tartan?
That site seems to be inactive for a long time
It is the link to Tartan's forum (Tartan is the author of zigzag trading system for MT3, Goldwarrior/Platinum etc EAs for MT3, Spiky EA, Harakiri EA and many many other usefull famous indicators and EAs). On this thread they (member with username klot and some others) are posting mql4 codes concerning NN. In the middle of the thread they coded library files for 3 kinds of NN (those library files are ready to use for indicators and EAs), some sample NN indicators (mql4 codes) with 3 kinds of NN, and ... as i remember ... they coded 1 or 2 NN EAs with teaching/educational modules and so on. It is usefull link for the members who are thinking to code some indicators and EAs using NN and who want to do it in easy going way. Need to be registered to download something from this forum. This thread is not difficult to read with online translation. Besides klot posted on Metaquotes codebase website (english version) some NN library files so you may find 1 or 2 files there with exapanation in English.
Here is one indicator from tartan from 2011 - did not find newer stuff
Does anybody know what is going on with tartan? That site seems to be inactive for a long time