Better NN EA development

I'd be interested to find out how you plan to train it.

There are so many MAs to pick from...... plus, how far into the future are you going to try to forecast?

I have EURUSD M1 backdata to 2001 if needed. My MT4 skills are good.... very concious of state persistance for power failures, unanticipated reboots, and disconnects.

One thing though..... how will you control all the TSD freeloaders getting something for nothing? Private development?

PS) I have an MT4 STP I am testing..... automation of an ECN through MT4 is also doable..... porting signals can be done pretty efficiently.

I think we had already discuss about NN and Better EA...

No need to open new thread for this..

If we want to make development for this, just continue the previous thread..

Pj

This thread is solely for the purpose of private development of this EA not for public sharing information about it. Development documentation will only be shared privately between myself and experienced programmers that decide to become a part of the development team. I hope this explains the difference between this thread and the other Better NN threads.

To answers your questions, the MAs are not a big issue. Kalman EMA envelopes will be very appropriate for this job as they are for most NN inputs. Training will be done dynamically. As the EA runs it will compute past error rates and lower them to an acceptable level. If you are interested in getting involved with some mql code please PM me with your info. I also have M1 data to 1999, however keep in mind that the NN will need ticks to be fed to it like in the regular market and not M1 OHLC data. This is why the need for initial NN written in C++ so we can feed it ticks. I will need tick data not M1 data. This follows the same development path that the Better NN author has followed. MT backtester does not feed intrabar M1 ticks unfortunately since it does not record them. This is one of the reasons for the discrepancies between backtest results and forward results for EAs that are tick sensitive. Good luck to you!

I truly encourage all experienced programmers to participate in the development of this EA. This is like buying a ticket to the big show. Participation will guarantee access to the final EA. There is no other way to get it and the experience of working on such an exiting project will be an experience like no other. I am truly looking forward working with some very talented programmers and contributing my part in the creation of this exciting EA.

three major approaches for pattern classification:

1.Bayesian, https://www.mql5.com/en/forum/178222/page5

2.multi-layer perceptron (MLP) https://www.mql5.com/en/forum/178276 and

3.support vector machine (SVM)https://www.mql5.com/en/forum/178276

2.multi-layer perceptron (MLP):

3.support vector machine (SVM):

LIBSVM -- A Library for Support Vector Machines

libsvm for MT4:

Example for testing the svm dll:

//+------------------------------------------------------------------+

//| PNN_v02.mq4 |

//| Copyright c 2007, MetaQuotes Software Corp. |

//| Forex Trading Software: Forex Trading Platform MetaTrader 4 |

//+------------------------------------------------------------------+

#property copyright "Copyright c 2007, MetaQuotes Software Corp."

#property link "http://www.metaquotes.net"

//open mode constants

#define READ 1

#define WRITE 2

#define READWRITE 3

//seek mode constants

#define FILE_BEGIN 0

#define FILE_CURRENT 1

#define FILE_END 2

#import "mtguru1.dll"

int gFileOpen(string file_name,int mode);

bool gFileWrite(int handle,string data);

bool gFileClose(int handle);

string gFileRead(int handle,int length=0);

void gFileSeek(int handle,int offset, int mode);

bool gFileDelete(string file_name);

int gFileSize(int handle);

int SvmTrain(string, string);

int SvmPredict(string, string, string);

#import

//+------------------------------------------------------------------+

//| expert initialization function |

//+------------------------------------------------------------------+

int init()

{

//----

int file = gFileOpen("c:\mt4.log",WRITE); //open the file for read and write , create it if not exist

string write = "Open Price: " + Open[1] + " - Close Price: " + Close[1];

gFileWrite(file,write); //write some date

gFileClose(file); //close the file

//----

int xx=SvmTrain("c:\heart_scale", "c:\heart_scale.model");

Print("SvmTrain: ",xx);

//----

return(0);

}

//+------------------------------------------------------------------+

//| expert deinitialization function |

//+------------------------------------------------------------------+

int deinit()

{

//----

//----

return(0);

}

//+------------------------------------------------------------------+

//| expert start function |

//+------------------------------------------------------------------+

int start()

{

//----

//----

return(0);

}

//+------------------------------------------------------------------+

Very cool - playtime

Thanks Barnix