I am trying to make an EA with 3 filters, (open[1]/open[3]-1) - (open[3]/open[5]-1) - (open[5]/open[8]-1) .
It enter trade by Moving crossing signal with Takeprofit and stoploss,It will store 0 if the order lost , and will store 1 if it won , we will store many orders by these conditions.
For any new signals it will looking for 10 orders have conditions near of current signal.
Then it will calculate (10 orders/10) .
It will enter trade If the result was more than 0.6 .
Do u think this idea is good for NN EA? or there's other ideas better?
forexsignals444: I am trying to make an EA with 3 filters, (open[1]/open[3]-1) - (open[3]/open[5]-1) - (open[5]/open[8]-1) .
It enter trade by Moving crossing signal with Takeprofit and stoploss,It will store 0 if the order lost , and will store 1 if it won , we will store many orders by these conditions.
For any new signals it will looking for 10 orders have conditions near of current signal.
Then it will calculate (10 orders/10) .
It will enter trade If the result was more than 0.6 .
Do u think this idea is good for NN EA? or there's other ideas better?
I believe there is some instability in this BNNP predictor.
I ran 3 backtests on a daily euro chart. I took a very small period.
between 1june 2009 till today.
The test I run is the crossing of the BNNP with the smoothed BNNP.
I leave everything in default setting. But with only 1 fut. bar prediction.
When on the OPENING of a new bar the BNNP is above the BNNP smoothed on the next bar then so called go long on the bar that just opened.
When the opening of a new bar, the BNNP is bellow the BNNP smoothed on the next bar then go short on the bar that just opened.
I did this test 3 x times over this very short period whitout changing anything what so ever to the settings and I got 3 x times a total different result.
I had this problem already a week ago with a friend when we backtested some periods but did not pay any real attention to it ( because one does not think that if you do a test with a certain indicator that it would give opposite results).
Today I did again a test and because 1 particular bar that was a heavy loss made the overall result not looking that good.
By acccident I ran the test again and suddenly I saw that this losing bar turned into a winning bar.
So we ran the test again and started to look to the result over each single bar. We saw that the 3 test gave on each test a completaly different result. Even in this way that over 26 bars it gave 14 times a different result.
So I would suggest to be very carefull with whatever kind of backtest you do and specially with the results it would produce.
If somebody had a similar experience I would gladely hear about it.
Next price predictor using Neural Network
Next price predictor using Neural Network - MQL4 Code Base
Barnix,
Do you have any experience with kohonen maps? Can you recommend any reading for kohonen maps or classifacation models ,thanks.
if you are looser . I will trade for you in your real account.
but it is only a few days.What is your NN method ??
I will not give any rules and information.
I only manage your real account. it is not fee for a few days.
And then you decided what I managed your account and we go on.
What is your NN method ??
I am trying to make an EA with 3 filters, (open[1]/open[3]-1) - (open[3]/open[5]-1) - (open[5]/open[8]-1) .
It enter trade by Moving crossing signal with Takeprofit and stoploss,It will store 0 if the order lost , and will store 1 if it won , we will store many orders by these conditions.
For any new signals it will looking for 10 orders have conditions near of current signal.
Then it will calculate (10 orders/10) .
It will enter trade If the result was more than 0.6 .
Do u think this idea is good for NN EA? or there's other ideas better?
I am trying to make an EA with 3 filters, (open[1]/open[3]-1) - (open[3]/open[5]-1) - (open[5]/open[8]-1) .
It enter trade by Moving crossing signal with Takeprofit and stoploss,It will store 0 if the order lost , and will store 1 if it won , we will store many orders by these conditions.
For any new signals it will looking for 10 orders have conditions near of current signal.
Then it will calculate (10 orders/10) .
It will enter trade If the result was more than 0.6 .
Do u think this idea is good for NN EA? or there's other ideas better?try and let us know
hello,
where is the EA?
http://img41.imageshack.us/img41/875/adszqlt.png
if you are looser . I will trade for you in your real account.
but it is only a few days.
There are a lot of ideas depend on BPNN Predictor Indicator.
For example It may use to Predict next movement of RSI Indicator.
I believe there is some instability in this BNNP predictor.
I ran 3 backtests on a daily euro chart. I took a very small period.
between 1june 2009 till today.
The test I run is the crossing of the BNNP with the smoothed BNNP.
I leave everything in default setting. But with only 1 fut. bar prediction.
When on the OPENING of a new bar the BNNP is above the BNNP smoothed on the next bar then so called go long on the bar that just opened.
When the opening of a new bar, the BNNP is bellow the BNNP smoothed on the next bar then go short on the bar that just opened.
I did this test 3 x times over this very short period whitout changing anything what so ever to the settings and I got 3 x times a total different result.
I had this problem already a week ago with a friend when we backtested some periods but did not pay any real attention to it ( because one does not think that if you do a test with a certain indicator that it would give opposite results).
Today I did again a test and because 1 particular bar that was a heavy loss made the overall result not looking that good.
By acccident I ran the test again and suddenly I saw that this losing bar turned into a winning bar.
So we ran the test again and started to look to the result over each single bar. We saw that the 3 test gave on each test a completaly different result. Even in this way that over 26 bars it gave 14 times a different result.
So I would suggest to be very carefull with whatever kind of backtest you do and specially with the results it would produce.
If somebody had a similar experience I would gladely hear about it.
Friendly regards....iGoR