Better NN EA development - page 18
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Well done Barnix!
I found some interesting tutorials
K Nearest Neighbors Tutorial
Q-Learning By Examples
Machine Learning Algorithm Tutorial
Fast Classifiers (needs a registration)
Fast Classifiers
MT4 FANN integration
Neural Network Trading Serious PEOPLE ONLY!
Price Analysis with Neural Networks - Page 2
Optimal Sigma for PNN
Hello there
I have been reading the post and following them for a while, I have used Erics idea for pnn from FXreal.ru with some changes. It works fine now in the expert, however, you have to optimize it for say two months to get the sigma and stop loss to get good results. I have been looking at the posts and have seen the RBF-DDA algorithm, seems much better and it looks you do not have to find optimum sigma for each pair(by the way sigma will change depending on time).
Looks interesting, does anyone has the code for RBF-DDA?
By the way if anyone wants a separate thread opened it might be a good idea...
#_LinRegres_Neuro_GA.mq4
Hello there
I have been reading the post and following them for a while, I have used Erics idea for pnn from FXreal.ru with some changes. It works fine now in the expert, however, you have to optimize it for say two months to get the sigma and stop loss to get good results. I have been looking at the posts and have seen the RBF-DDA algorithm, seems much better and it looks you do not have to find optimum sigma for each pair(by the way sigma will change depending on time).
Looks interesting, does anyone has the code for RBF-DDA?
By the way if anyone wants a separate thread opened it might be a good idea...Hello all,
Here is my implementation of rbf-dda, according to the algorithms described in the papers. It was first written in matlab, then translated in C, then in mt4
. But I guess it is free of bugs now. I have included the 'embedded spirals' test, which works pretty well. Beware this code works for two classes only, -1 and +1.
The authors are right, the choice of the two parameters is not critical at all, so maybe it will be of interest for you, dmeliki.
About the settings of the network for predicting the forex, it is another issue. My best tuning for now on is the following:
Pair: EUR/USD, 15 mn
Objective function: zigzag with 5 pips min excursion (it is better to filter the input data of the zigzag with a little EMA to avoid false pivots).
Input training data: a vector of the difference of the current price and somme of its moving averages (50 bars to 150 bars by step of 10 bars, a vector of 11 values).
Training data span: 5000 samples (around 50 days)
The output of the rbf-dda gives directly the probability of the corresponding class, -1 or +1. The strategy is simple: if the output > A buy, if < -A sell, always in the market. The system can be refined by including Sl and TP, but it is not mandatory in the begining.
The problem is that the optimal settings are very unstable (a small change in the settings and the performance vanishes out). This is not robust enough to be a viable option. I am still searching but I am afraid I have no more ideas
.
Best,
Denis
Hi all:
I think what be trained by NN or SVM is the most important, isn't it?
Better said he use indicator(MA) as the input of his PNN, I think it maybe a custom indicator develop from MA like AC ? AO ? or macd ?
berthold98constructive.pdf
I( can't finalize the command line tester and for this reason
can't make the EA.
I have this indicators with Better parameters.
I want to try this indicators for manual trading.Hi Barnix,
Please can you post the indicators Code. That would be great and helpful to the group in this thread and discussion.
Thank you very much