How to build a NN-EA in MT4 - page 15

 
 
 

Neuromtc Forward test problem !!!

Hi all, i found that when i backtest neuromtc, i got a very nice result !! But when i apply NeuroMtc in forward test or live, the performance is poor !!! Can anybody figure out the problem ? Because if we can solve the problem, we can get large profit and also can turn on this neuromtc ea with 24 hours without any worrying !!!

 

Overtraining in neural networks

Hi everybody:

There's a big issue when we are modeling chaotic time series or making classification model's using softcomputing like neural networks or local modelling (used for climate modells). This issue is overtraining, when a neural network is overtrained, neural network memorize every exmaple in training set but is unable to generalize new examples, this is the reason 'cause your neural network works very well in traing but is crap to predict. This happens when your data is noisy or really chaotic.

Has been much work in statistics trying to give a solution to this problem, all these studies gave place to bias/variance dilem. Some solutions to our problem are using cross validation data, bootstraping data, filtering data and averaging models.

There is no holly grail in neural networks

 

NeuroShell DT with Metatrader Feed

Sorry open a new thread with this, but I dont know if already exists.

Someone knows how to install and use the NSDT with Metatrader feed?

If someone know, could tell me how to do?

Thank you

 

Finally...

NN based on historical bar from past period. So, there is a script to reading a historical xx bar. So, EA can predict new trend. That's the championship have all the time. But, till now where is that script like that, so if there is, I'll try to make EA based on this Neural Network.

Thank's

-Mark Chavez-

 
kaamos:
Hi everybody:

There's a big issue when we are modeling chaotic time series or making classification model's using softcomputing like neural networks or local modelling (used for climate modells). This issue is overtraining, when a neural network is overtrained, neural network memorize every exmaple in training set but is unable to generalize new examples, this is the reason 'cause your neural network works very well in traing but is crap to predict. This happens when your data is noisy or really chaotic.

Has been much work in statistics trying to give a solution to this problem, all these studies gave place to bias/variance dilem. Some solutions to our problem are using cross validation data, bootstraping data, filtering data and averaging models.

There is no holly grail in neural networks

I cannot speak from experience in NN for forex data as I'm just now contemplating the idea, but with work done on NN in different fields, it quickly became very clear to me that using the data directly isn't the way to go, as no two points in time are really the same. If we can create some kind of derivative or meta data that represents the movement then I think it has a chance of performing much better, and the historical versus forward would look much more similar.

One thing I did try was to over train the NN in the extreme, then do the opposite of what it predicts Sounds crazy, and it doesn't really hold water statistically, but all I can say is it produced a nice chart in the opposite direction to the training, but making only about 20% of the headway of the overtrained data.

 

Can anyone help me please?

I saved the NN indicator shown in this article but nothing is appearing on my chart:Too good to be true? / Forum: Forex Trading with MetaTrader 4

Thank you.

 

brainmaker's runtime.dll

Hi Guys,

I am facing a problem integrating brainmaker (neural network software) with meta trader. Brainmaker software provides a runtime.dll for using the pre-trained network. I am trying to invoke a sample network given with the software through MQL4. I am getting wrong outputs, but if the dll is executed through VB(a sample program provided in brainmaker) I get the correct output.

I didnt find any document on net and there is no mention of metatrader in brainmakers document. It would be very helpful if someone has any documentation on metatrader-brainmaker communication.

Howz brainmaker? I didnt find any latest info on net? is it obselete now?

 

Using NeuroSolutions 5 to generate NN DLL.

Somebody who wanna get a NN can use NeuroSolutions 5!

It can generate many type of NN, such as , PNN , Recurrent NN, MLP , SVM and so on.

Reason: