Experts: Three neural networks

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Three neural networks:

A trading system with a very simple neural network unit. It uses an iMA (Moving Average, MA) on H1, H4, and D1.

Three neural networks

Author: Vladimir Karputov

 
I looked at the code, in my opinion this EA is not a neural network, it would be more correct to call it an Expert Advisor on several MAs with selection of weight coefficients of "MA significance" with the help of optimisation in the strategy tester.
 

The simplest elementary perceptron, not a neural network, of course. Sometimes it can even be profitable.

Vladimir, please add a screenshot of the test to the owls, please - so much stuff comes into the kodobase, you don't have time to run it.

 
SeriousRacoon:

The simplest elementary perceptron, not a neural network, of course. Sometimes it can even be profitable.

Vladimir, please add a screenshot of the test to the owls - so much stuff is pouring into the kodobase, you don't have time to run it.

There are a lot of symbols in the terminal. Instead of different timeframes, the number of tests can grow into a huge number. Therefore, it is better to run a tester each and look for a variant.

 

Hi Vladimir,

I think the if-statement:

if((n1>0 && n2<0 && n3<0))
  m_need_open_sell=true;

Should actually be:

if((n1<0 && n2<0 && n3<0))
  m_need_open_sell=true;
(n1 must be less than 0).


Kind regards,

Jansb000

 

Hi Vladimir,

Do you confirm Twan Jansbeken comments?

Which graphical time to use? (1 hour?)

Regards,

Aldrovando Camargo

 
Aldrovando Camargo :

Hi Vladimir,

Do you confirm  Twan Jansbeken  comments?

Which graphical time to use? (1 hour?)

Regards,

Aldrovando Camargo

I decided to leave the code unchanged.

 
Thank You very much Mr. Karputov...........Has been letting me to get any  EAs of yours. As long as I know your EAs are very good, specially this EA -which is using the best strategy- according to general based theory of Forex.
 

Good afternoon,


Just downloaded this 3 x Neural EA.

Like to know more.  Any results anyone?

How does the money management work?

 

Following on from last comment.


First Pass optimisation took a few hours (3-6 I guess - nothing exceptional)

Second pass optimisation is still running (after 12 hours) with and anticipated 2385 hours to go (100 days).  This is for one currency / asset pair.

Regardless of PC performance this would seem impractical / impossible (need to start re- optimising before current pairs completed)


I am selecting just the 9 parameters (k,q & p x 1,2 & 3) and each with 5 steps which possibly suggests something not quite right. [9 x 5 = 45 iterations]

I am using open prices only

[I have used weight 0 -9 and each with 21 steps for another neural optimisation which took around 12 hours - 10 * 21 = 210 interations]

 

Hi i've seen your work "Three neural networks - expert for MetaTrader 5" but it seems the EA is unstable.

I have good simulated results. When i tried to reproduce the results a second time (same data) results are different!

Can u explain?

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