Taking Neural Networks to the next level - page 25

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Chris70
517
Chris70  

Safe to say that you won the challenge and that the network has failed with this case.

Yes, I guess this was to be expected. Although computers by their nature are deterministic machines and are having a hard time generating true randomness, even without knowing the algorithm behind the rand() function, I assume that though being formally pseudo-random, it's not entirely useless for producing chaotic distributions. Now, with the myfn() function we again pseudo-randomly diluted this information y times (homeopathy aficionados will love it ;-) ). It is to be expected, that we get near perfect chaos.

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As for the other challenge: I'm not "in" yet. I don't say no, but let me think about it. After yesterday I'd prefer not to stay at the computer all day (and need time for other stuff), but I'm also not too excited about that challenge because I already did things like that and don't think it can work. The markets are not perfectly random, but close and it will be hard to find something useful without additional functionality like multicurrency inputs and memory cells. I'm confident that it will quickly learn the first 99 prices as more or less copies (assuming that open[t] usually ressembles close[t-1]), but for the last output, I guess it will return something close to the open, i.e. not being biased (=zero change). Different timeframes will make a small difference, but all in all probably too little to be left with a profit after spread/commissions.

NELODI
350
NELODI  

Chris70:

As for the other challenge: I'm not "in" yet. I don't say no, but let me think about it. After yesterday I'd prefer not to stay at the computer all day (and need time for other stuff), but I'm also not too excited about that challenge because I already did things like that and don't think it can work. The markets are not perfectly random, but close and it will be hard to find something useful without additional functionality like multicurrency inputs and memory cells. I'm confident that it will quickly learn the first 99 prices as more or less copies (assuming that open[t] usually ressembles close[t-1]), but for the last output, I guess it will return something close to the open, i.e. not being biased (=zero change). Different timeframes will make a small difference, but all in all probably too little to be left with a profit after spread/commissions.

Ok. In that case, don't bother. I'll take your word for it.

NELODI
350
NELODI  

Well, here is what I did: https://www.mql5.com/en/code/26928

As you've said, it isn't useful for predicting where the price might be going next, but ... it is fun to watch ;) Or not. Depending on your definition of "fun" :P

NELODI BackProp Chart
NELODI BackProp Chart
  • www.mql5.com
"NLD_BPChart.mq5" is a custom price chart, painting price movements as a red/green colored line and using a very simple Artificial Neural Network (implemented in the "NLD_BackProp.mqh" file) to try predicting where the Close price might be going next. It projects the next X Close prices (default = 10) into the future by using the last Y Open...
Bayne
971
Bayne  

@Chris70

Could you provide a backtest result of the strategy in #97 ?

because i am wondering if i did something wrong with my LSTM meta-model. (Sometimes Getting TP & SL in the same direction, while it only takes trades into one direction)

+ a way to trade would be interesting: hwo do you overcome margin problems?  you cant open an order every Hour in relations to limited margin avialable (even with metalabeling you get many results)

Brian Rumbles
898
Brian Rumbles  
NELODI:

Well, here is what I did: https://www.mql5.com/en/code/26928

As you've said, it isn't useful for predicting where the price might be going next, but ... it is fun to watch ;) Or not. Depending on your definition of "fun" :P

Which folders do the files go in? libraries and indicators?
NELODI
350
NELODI  
Brian Rumbles:
Which folders do the files go in? libraries and indicators?

They should both go to the same folder, wherever you keep your indicators.

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