Better NN EA development - page 35

[barnix]

SVM_EA_v21c

TrainTimeFrame=PERIOD_M5;

TP=SL=80

#define NR_OF_SAMPLE_LINES 2000

[barnix]

SVM_EA_v21b

TrainTimeFrame=PERIOD_M5;

TP=SL=70

#define NR_OF_SAMPLE_LINES 2000

[barnix]

SVM_EA_v21a

TrainTimeFrame=PERIOD_M5;

TP=SL=50

#define NR_OF_SAMPLE_LINES 2000

[barnix]

SVM_EA_v21

TrainTimeFrame=PERIOD_M5;

TP=SL=60

#define NR_OF_SAMPLE_LINES 2000

[barnix]

SVM_EA_v20a

TrainTimeFrame=PERIOD_M5;

TP=SL=50

backtest from:

extern datetime BeginDate= D'2008.08.09 00:00';

Alpari M1 Data

[barnix]

SVM_EA_v20

TrainTimeFrame=PERIOD_M5;

TP=SL=60

backtest from:

extern datetime BeginDate= D'2008.08.09 00:00';

Alpari M1 Data

[barnix]

SVM_EA_v20b

TrainTimeFrame=PERIOD_M5;

TP=SL=70

backtest from:

extern datetime BeginDate= D'2008.08.09 00:00';

Alpari M1 Data

[barnix]

SVM_EA_v20c

TrainTimeFrame=PERIOD_M5;

TP=SL=80

backtest from:

extern datetime BeginDate= D'2008.08.09 00:00';

Alpari M1 Data

[barnix]

New dll:

Project3.dll

#import "Project3.dll"

int Train(

double t[],//iTime(NULL,TrainTimeFrame,i);

double c[],//iClose(NULL,TrainTimeFrame,i);

double l[],//iLow(NULL,TrainTimeFrame,i);

double h[],//iHigh(NULL,TrainTimeFrame,i);

int NrTrainBars,

int FutureWindow,

int StopLoss,

int TakeProfit,

double Point1,

double &train_result[],//output

double &train_time[]//output

);

int SvmCreateDyn_3tf_1(

double t[],//iTime(NULL,TrainTimeFrame,i);

double c[],//iClose(NULL,TrainTimeFrame,i);

double l[],//iLow(NULL,TrainTimeFrame,i);

double h[],//iHigh(NULL,TrainTimeFrame,i);

double ma5_M5[],//iMA(NULL,PERIOD_M5,5,0,MODE_SMA,PRICE_CLOSE,i);

double ma10_M5[],//iMA(NULL,PERIOD_M5,10,0,MODE_SMA,PRICE_CLOSE,i);

double ma15_M5[],//iMA(NULL,PERIOD_M5,15,0,MODE_SMA,PRICE_CLOSE,i);

double ma5_H1[],

double ma10_H1[],

double ma15_H1[],

double ma5_H4[],

double ma10_H4[],

double ma15_H4[],

int NrTrainBars,

int NrAttrib,

int FutureWindow,

int StopLoss,

int TakeProfit,

double Point1,

string file_name1//="c:\\trade_model_dyn_3tf_1_.txt";

);

int SvmPredictDyn_3tf_1(

double ma5_M5[],//iMA(NULL,PERIOD_M5,5,0,MODE_SMA,PRICE_CLOSE,i);

double ma10_M5[],//iMA(NULL,PERIOD_M5,10,0,MODE_SMA,PRICE_CLOSE,i);

double ma15_M5[],//iMA(NULL,PERIOD_M5,15,0,MODE_SMA,PRICE_CLOSE,i);

double _ma5_H1[],

double _ma10_H1[],

double _ma15_H1[],

double _ma5_H4[],

double _ma10_H4[],

double _ma15_H4[],

int NrTestBars, //

int NrAttrib, //

double Point1,

string model_file_name_1,

double &ptr_predict_label__1[]//output label

);

int SvmCreateDyn_3tf_1_In(

double t[],//iTime(NULL,TrainTimeFrame,i);

double c[],//iClose(NULL,TrainTimeFrame,i);

double l[],//iLow(NULL,TrainTimeFrame,i);

double h[],//iHigh(NULL,TrainTimeFrame,i);

double ma5_M5[],//iMA(NULL,PERIOD_M5,5,0,MODE_SMA,PRICE_CLOSE,i);

double ma10_M5[],//iMA(NULL,PERIOD_M5,10,0,MODE_SMA,PRICE_CLOSE,i);

double ma15_M5[],//iMA(NULL,PERIOD_M5,15,0,MODE_SMA,PRICE_CLOSE,i);

double ma5_H1[],

double ma10_H1[],

double ma15_H1[],

double ma5_H4[],

double ma10_H4[],

double ma15_H4[],

int NrTrainBars,

int NrAttrib,

int FutureWindow,

int StopLoss,

int TakeProfit,

double Point1,

string file_name1,//="c:\\trade_model_dyn_3tf_1_.txt";

int fl=0, //==0 normalize

int ftype=0, //==0 file type = libsvm , ==1 csv without header, ==2 = csv for Neuro Solution

int create=0 //create==0 don't create model

);

int SvmPredictDyn_3tf_1_Out(

double _ma5_M5[],//iMA(NULL,PERIOD_M5,5,0,MODE_SMA,PRICE_CLOSE,i);

double _ma10_M5[],//iMA(NULL,PERIOD_M5,10,0,MODE_SMA,PRICE_CLOSE,i);

double _ma15_M5[],//iMA(NULL,PERIOD_M5,15,0,MODE_SMA,PRICE_CLOSE,i);

double _ma5_H1[],

double _ma10_H1[],

double _ma15_H1[],

double _ma5_H4[],

double _ma10_H4[],

double _ma15_H4[],

int NrTestBars, //

int NrAttrib, //

double Point1,

string model_file_name_1,

double &ptr_predict_label__1[],//output label

int fl=0 //fl==0 create prediction output

);

#import

[barnix]

SVM_EA_v22.mq4

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

//| |

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

#define NR_OF_SAMPLE_LINES 1000

#define NR_OF_TEST_LINES 200

#define NR_OF_TEST_BARS 10

#define NR_OF_ATTRIB 27

#define FUTURE_WINDOW 200

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

//| |

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

extern int TrainTimeFrame=PERIOD_M5;

extern int TrainPeriod=PERIOD_M1;

extern int PredictPeriod=PERIOD_M1;

extern int StopLoss=40;

extern int TakeProfit=40;

extern double Lots=0.1;

extern datetime BeginDate= D'2008.09.01 00:00';