Better NN EA development - page 39

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extern int StopLoss=70;

extern int TakeProfit=70;

====================================

SVM_EA_v24c.mq4

#define NR_OF_SAMPLE_LINES 1000

#define NR_OF_TEST_LINES 200

===============================================

SVM_EA_v25c.mq4

#define NR_OF_SAMPLE_LINES 2000

#define NR_OF_TEST_LINES 800

===============================================

SVM_EA_v26c.mq4

#define NR_OF_SAMPLE_LINES 3000

#define NR_OF_TEST_LINES 1200

 

extern int StopLoss=80;

extern int TakeProfit=80;

=====================================

SVM_EA_v24d.mq4

#define NR_OF_SAMPLE_LINES 1000

#define NR_OF_TEST_LINES 200

===================================================

SVM_EA_v25d.mq4

#define NR_OF_SAMPLE_LINES 2000

#define NR_OF_TEST_LINES 800

===================================================

SVM_EA_v26d.mq4

#define NR_OF_SAMPLE_LINES 3000

#define NR_OF_TEST_LINES 1200

 

extern int StopLoss=90;

extern int TakeProfit=90;

=====================================

SVM_EA_v24e.mq4

#define NR_OF_SAMPLE_LINES 1000

#define NR_OF_TEST_LINES 200

====================================================

SVM_EA_v25e.mq4

#define NR_OF_SAMPLE_LINES 2000

#define NR_OF_TEST_LINES 800

====================================================

SVM_EA_v26e.mq4

#define NR_OF_SAMPLE_LINES 3000

#define NR_OF_TEST_LINES 1200

 

About Bogie_NN_V8

I want to ask u about the Bogie_NN_V8 EA. It is a good EA? How about if compare the Bogie_NN_V8 EA with the trendstuffer EA? Which is te best EA?

 

extern int StopLoss=70;

extern int TakeProfit=70;

==============================

SVM_EA_v25c

#define NR_OF_SAMPLE_LINES 2000

#define NR_OF_TEST_LINES 800

#define NR_OF_TEST_BARS 10

#define NR_OF_ATTRIB 27

#define FUTURE_WINDOW200

============================

SVM_EA_v25c_A

#define NR_OF_SAMPLE_LINES 2000

#define NR_OF_TEST_LINES 800

#define NR_OF_TEST_BARS 10

#define NR_OF_ATTRIB 27

#define FUTURE_WINDOW 300

============================

SVM_EA_v25c_B

#define NR_OF_SAMPLE_LINES 2000

#define NR_OF_TEST_LINES 800

#define NR_OF_TEST_BARS 10

#define NR_OF_ATTRIB 27

#define FUTURE_WINDOW 400

============================

SVM_EA_v25c_C

#define NR_OF_SAMPLE_LINES 2000

#define NR_OF_TEST_LINES 800

#define NR_OF_TEST_BARS 10

#define NR_OF_ATTRIB 27

#define FUTURE_WINDOW 190

 

extern int StopLoss=80;

extern int TakeProfit=80;

==============================

SVM_EA_v25d

#define NR_OF_SAMPLE_LINES 2000

#define NR_OF_TEST_LINES 800

#define NR_OF_TEST_BARS 10

#define NR_OF_ATTRIB 27

#define FUTURE_WINDOW 200

==============================

SVM_EA_v25d_A

#define NR_OF_SAMPLE_LINES 2000

#define NR_OF_TEST_LINES 800

#define NR_OF_TEST_BARS 10

#define NR_OF_ATTRIB 27

#define FUTURE_WINDOW 300

==============================

SVM_EA_v25d_B

#define NR_OF_SAMPLE_LINES 2000

#define NR_OF_TEST_LINES 800

#define NR_OF_TEST_BARS 10

#define NR_OF_ATTRIB 27

#define FUTURE_WINDOW 400

==============================

SVM_EA_v25d_C

#define NR_OF_SAMPLE_LINES 2000

#define NR_OF_TEST_LINES 800

#define NR_OF_TEST_BARS 10

#define NR_OF_ATTRIB 27

#define FUTURE_WINDOW 500

 

SVM-EA-25c backtesting

Hi Mr Barnix,

I am testing SVM_EA_v25c , but unlike ver-20 , ver-22 this has many more latency for testing, is this correct?

( I placed project3_2.dll in library , and SVM_EA_inc_3_2 in include folder,

@ date time 03 sep 15:25 it downs speed !

and in the journal it prints: class=0->

for the only trades (1,2) : class=-1->11111111111

and the new problem!

why doesn't MetaEditor compile any indic ea scripts?

this was accured first time in IBFX platform ( 10 hours ago till now ) and now for MIG platform!

is it my mistake? or bad setup?

 

extern int StopLoss=90;

extern int TakeProfit=90;

==============================

SVM_EA_v25e

#define NR_OF_SAMPLE_LINES 2000

#define NR_OF_TEST_LINES 800

#define NR_OF_TEST_BARS 10

#define NR_OF_ATTRIB 27

#define FUTURE_WINDOW 200

==============================

SVM_EA_v25e_A

#define NR_OF_SAMPLE_LINES 2000

#define NR_OF_TEST_LINES 800

#define NR_OF_TEST_BARS 10

#define NR_OF_ATTRIB 27

#define FUTURE_WINDOW 300

==============================

SVM_EA_v25e_B

#define NR_OF_SAMPLE_LINES 2000

#define NR_OF_TEST_LINES 800

#define NR_OF_TEST_BARS 10

#define NR_OF_ATTRIB 27

#define FUTURE_WINDOW 400

==============================

SVM_EA_v25e_C

#define NR_OF_SAMPLE_LINES 2000

#define NR_OF_TEST_LINES 800

#define NR_OF_TEST_BARS 10

#define NR_OF_ATTRIB 27

#define FUTURE_WINDOW 500

 

New dll:

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

//| |

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

#import "Project3_2.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,

int spread,

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,

int spread,

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,

int spread,

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,

int spread,

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

Files:
svm_ea_inc_3_2.mqh  7 kb
project3_2.rar  37 kb
 

SVM_EA_v25c

#include

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

//| |

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

#define NR_OF_SAMPLE_LINES 2000

#define NR_OF_TEST_LINES 800

#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;

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