Better NN EA development - page 33

 

Cortex

Hi,

I haven't seen any new version of cortex however I had another email from the author this morning and he would like help to fix the bugs, if you would like to report bugs please follow his advice below:

"I have created an account in one of public blog services, snowcron.livejournal.com, and I am going to monitor entries in it. If you want to report a bug in Cortex, or to discuss anything else, related to it, please create an account in this system (free) and we'll be able to talk.

I cannot promice, that this "service" will work forever, as I cannot dedicate too much time to it, but for now, it'll work.

Also note, that the more info I get about the bug, and the way to recreate it, the better, a working code (plus all additional files, plus directory structure for them) is adviced. The livejournal.com service does not allow to store files, so you will have to keep them on your side (like a .ZIP file), or on public file depositary, like on http://www.wikiupload.com/ and to provide a link in your post."

Lets work together to get the full potential from this program. Cheers !

 

I also got a reply today. Apparently, 'Alex', the original respondent has passed the problem of bug-fixing onto a 'Steve' - Cortex's co-creator it would appear...

 

hi

i am not necessarily not sure why you guys need make a really really complex ea when i made rule based ea that made me 300 - 600 pip a week sure it is bit restrictive and want to be handle sideways market by itself rather me telling only to trade certain times.

 
rezaur:
i am not necessarily not sure why you guys need make a really really complex ea when i made rule based ea that made me 300 - 600 pip a week sure it is bit restrictive and want to be handle sideways market by itself rather me telling only to trade certain times.

Then ... do you mind sharing? So we know what this is about?

 

Collaboration

ydaudw:
Then ... do you mind sharing? So we know what this is about?

I have developed a Neural Network EMA that I have posted in a thread on babypips.com link ---->>

Neural Network EMA system (NeuroTrend)

I would like to collaborate with interested people and am ready to share my experience in implementing neural network in mql. The code for neural network is also posted in the thread. I can also tell how to train a network with free tools that can be downlaoded from internet.

Cheers!

Arun

 
omelette:
btw, interesting exercise - while the opensource EA does seem to produce good recent results for EURUSD H1, running a test on all available data with a monthly chart open, you should notice that the equity curves follows price perfectly - when EUR is appreciating, it makes money, and when it was falling it lost money. This is further borne out when you compare the Buy/Sell percentages. Considering the EUR has been appreciating almost continually for several years now, I reckon its apparent edge is an illusion...

great thread guys.

btw. I have noticed the same thing with this indicator, so I got curious ...

It seems to me that the NOC indicator is a variant of the Stochastic. If set a stochastic up with a 12/5/5 period along side the open source NN indicator, you will notice that it swings like the NOC, but the NOC is dampened. If you look at the formula for the NOC it is very similar to the Stochastic.

If you sit and think about it - if you took a buy on a Stoch %K everytime it crossed over the 54 line you would only consider it if you were buying into a bullish trend. So it does not surprise me that this system performs well on the big bull run of the euro and it got hammered at the start of this year when the euro started to range more.

Why I suggest this is I think the web page over at snowcron itself is not entirely original either. If you have read Katz and McCormicks "The Encycolopedia of Trading Strategies" (published in 2000), you will see the whole chapter in there on Neural Net trading strategies is based on a NN which is trained to trade a reverse stochastic. I suspect that the Snowcron site author was inspired by that chapter.

If you read the book really closely you will notice the code for a reverse stochastic is never provided. So what I think may have happened is the author was faced with the lack of code for a reverse stochastic, he invented the NOC.

btw. If you want to go back even further, Katz admits that his ideas was based on a S&P trading system he developed in the early nineties that he sold under the name of NexTurn.

Any way it is a theory ... hope this is helpful

 
caprica:
great thread guys.

btw. I have noticed the same thing with this indicator, so I got curious ...

It seems to me that the NOC indicator is a variant of the Stochastic. If set a stochastic up with a 12/5/5 period along side the open source NN indicator, you will notice that it swings like the NOC, but the NOC is dampened. If you look at the formula for the NOC it is very similar to the Stochastic.

If you sit and think about it - if you took a buy on a Stoch %K everytime it crossed over the 54 line you would only consider it if you were buying into a bullish trend. So it does not surprise me that this system performs well on the big bull run of the euro and it got hammered at the start of this year when the euro started to range more.

Why I suggest this is I think the web page over at snowcron itself is not entirely original either. If you have read Katz and McCormicks "The Encycolopedia of Trading Strategies" (published in 2000), you will see the whole chapter in there on Neural Net trading strategies is based on a NN which is trained to trade a reverse stochastic. I suspect that the Snowcron site author was inspired by that chapter.

If you read the book really closely you will notice the code for a reverse stochastic is never provided. So what I think may have happened is the author was faced with the lack of code for a reverse stochastic, he invented the NOC.

btw. If you want to go back even further, Katz admits that his ideas was based on a S&P trading system he developed in the early nineties that he sold under the name of NexTurn.

Any way it is a theory ... hope this is helpful

It will be interesting to see how both Bogie and the open-source EA perform now that the euro is getting hammered. imo, Bogie, with its SAR should do better, but if as it appears, both are utterly dependent on the euro appreciating to turn a profit, I wouldn't sleep well if I had either on a real account atm...

 
caprica:
It seems to me that the NOC indicator is a variant of the Stochastic. If set a stochastic up with a 12/5/5 period along side the open source NN indicator, you will notice that it swings like the NOC, but the NOC is dampened. If you look at the formula for the NOC it is very similar to the Stochastic.

Think again. It's a variant of something called GEOMETRY and so are everything else (except when they start to incorporate volume, that's when PHYSICS come in). You know, something you learn in grade school. I never could understand all this financial indicator BS, when it's all just variations of how to define movement with over time and space. Too many information lost in the calculation.

Stop arguing over the indicators to use or what it is. Understand what it is trying to say. How would you describe UP, DOWN, or NEITHER? Then try to predict those 3 things. Even NN on a supercomputer wont save you if you cant even define the basics.

 

Neuro Trend@babypips.com

aroonraj:
I have developed a Neural Network EMA that I have posted in a thread on babypips.com link ---->>

Neural Network EMA system (NeuroTrend)

I would like to collaborate with interested people and am ready to share my experience in implementing neural network in mql. The code for neural network is also posted in the thread. I can also tell how to train a network with free tools that can be downlaoded from internet.

Cheers!

Arun

i joined babypips because of your thread on neural networks, but for some reason, I am no allowed to download your zipped files so i could try them . they claimed i do not have full rights to view or even post comments. Registration takes eternity it seems

Do you have a blog or something where we can have free access to your stuff? or why not start it on this forum since they have fully allowed access to me and others.

my email is rickyscharm@yahoo.com

 

SVM dll

barnix:
libsvmdll 2.85

Dear Sir,

Thank you for your excellent work.

Is it possible to write some VBA code to call this dll so it can be used for testing a data set in EXCEL?

Reason: