Better NN EA development - page 78

 

Next price predictor using Neural Network

Next price predictor using Neural Network - MQL4 Code Base

 

Barnix,

Do you have any experience with kohonen maps? Can you recommend any reading for kohonen maps or classifacation models ,thanks.

 
gaspar:

if you are looser . I will trade for you in your real account.

but it is only a few days.

What is your NN method ??

 

I will not give any rules and information.

I only manage your real account. it is not fee for a few days.

And then you decided what I managed your account and we go on.

 
bedaine:
What is your NN method ??

I am trying to make an EA with 3 filters, (open[1]/open[3]-1) - (open[3]/open[5]-1) - (open[5]/open[8]-1) .

It enter trade by Moving crossing signal with Takeprofit and stoploss,It will store 0 if the order lost , and will store 1 if it won , we will store many orders by these conditions.

For any new signals it will looking for 10 orders have conditions near of current signal.

Then it will calculate (10 orders/10) .

It will enter trade If the result was more than 0.6 .

Do u think this idea is good for NN EA? or there's other ideas better?

 
forexsignals444:
I am trying to make an EA with 3 filters, (open[1]/open[3]-1) - (open[3]/open[5]-1) - (open[5]/open[8]-1) .

It enter trade by Moving crossing signal with Takeprofit and stoploss,It will store 0 if the order lost , and will store 1 if it won , we will store many orders by these conditions.

For any new signals it will looking for 10 orders have conditions near of current signal.

Then it will calculate (10 orders/10) .

It will enter trade If the result was more than 0.6 .

Do u think this idea is good for NN EA? or there's other ideas better?

try and let us know

 

hello,

where is the EA?

 

http://img41.imageshack.us/img41/875/adszqlt.png

if you are looser . I will trade for you in your real account.

but it is only a few days.

 

There are a lot of ideas depend on BPNN Predictor Indicator.

For example It may use to Predict next movement of RSI Indicator.

Files:
 

I believe there is some instability in this BNNP predictor.

I ran 3 backtests on a daily euro chart. I took a very small period.

between 1june 2009 till today.

The test I run is the crossing of the BNNP with the smoothed BNNP.

I leave everything in default setting. But with only 1 fut. bar prediction.

When on the OPENING of a new bar the BNNP is above the BNNP smoothed on the next bar then so called go long on the bar that just opened.

When the opening of a new bar, the BNNP is bellow the BNNP smoothed on the next bar then go short on the bar that just opened.

I did this test 3 x times over this very short period whitout changing anything what so ever to the settings and I got 3 x times a total different result.

I had this problem already a week ago with a friend when we backtested some periods but did not pay any real attention to it ( because one does not think that if you do a test with a certain indicator that it would give opposite results).

Today I did again a test and because 1 particular bar that was a heavy loss made the overall result not looking that good.

By acccident I ran the test again and suddenly I saw that this losing bar turned into a winning bar.

So we ran the test again and started to look to the result over each single bar. We saw that the 3 test gave on each test a completaly different result. Even in this way that over 26 bars it gave 14 times a different result.

So I would suggest to be very carefull with whatever kind of backtest you do and specially with the results it would produce.

If somebody had a similar experience I would gladely hear about it.

Friendly regards....iGoR

Reason: