Better NN EA development - page 37
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
svm best param
Best c=8.0, g=2.0 CV rate=87.6884
svm best param
Best c=32.0, g=2.0 CV rate=87.5628
svm best param
Best c=32.0, g=2.0 CV rate=87.9397
New dll:
/+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
#import "Project3_1.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 SvmCreateDyn_3tf_1_par(
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";
double C=1, //C
double g=0 //gamma
);
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
SVM_EA_v23.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';
extern double C=32.0;
extern double gamma=2.0;
SVM_EA_v23a.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=50;
extern int TakeProfit=50;
extern double Lots=0.1;
extern datetime BeginDate= D'2008.09.01 00:00';
extern double C=32.0;
extern double gamma=2.0;
SVM_EA_v23b.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=60;
extern int TakeProfit=60;
extern double Lots=0.1;
extern datetime BeginDate= D'2008.09.01 00:00';
extern double C=32.0;
extern double gamma=2.0;
SVM_EA_v23c.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=70;
extern int TakeProfit=70;
extern double Lots=0.1;
extern datetime BeginDate= D'2008.09.01 00:00';
extern double C=32.0;
extern double gamma=2.0;
SVM_EA_v23d.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=80;
extern int TakeProfit=80;
extern double Lots=0.1;
extern datetime BeginDate= D'2008.09.01 00:00';
extern double C=32.0;
extern double gamma=2.0;
SVM_EA_v23e.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=90;
extern int TakeProfit=90;
extern double Lots=0.1;
extern datetime BeginDate= D'2008.09.01 00:00';
extern double C=32.0;
extern double gamma=2.0;