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MetaQuotes Software Corp.
MetaQuotes Software Corp. 2008.12.01 07:09 


EA with a neuro net (a net with error back propagation). These are the firsts steps. I upload it for the intelligent criticism.

Author: Светлана

MQL4 Comments
MQL4 Comments 2008.12.01 15:24  

Thank you for sharing. Just a reminder, please run the test after the training/validation/testing date, so you get valid out-of-sample result. Imo, Kohonen is not the proper method for prediction, because of the basic principle of SOM is not to predict, but instead to classify a chaotic data into a determined quantity of clusters. So, I think your topology and method revision theoretically should be better.

To trade, you need to determine a high probability trajectory based on past configuration. For this reason, you need to have high correlation values of the past into the future.

Perhaps you can tell us more about the topology you've chosen, method to normalize (max/min), and several other details.

MQL4 Comments
MQL4 Comments 2008.12.04 07:54  

I tried to run this on strategy tester in MT4, it keeps crashing entire application. I copied the dll to Windows\System 32\

Copied the EA to experts folder, copied the EURUSD.def to experts folder, changed the path in EA, compiled it.

Still it keeps crashing every time I try to run strategy tester.

Any thoughts?


eugene-last 2011.10.01 12:04  

Очевидно, это к тому же и первая попытка написать что-то по-английски. Странно, но когда человек берется что-то делать и получается хреново (пусть это даже касается описания), не хочется доверять вообще ни чему

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