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Discussion of article "Using MetaTrader 5 Indicators with ENCOG Machine Learning Framework for Timeseries Prediction"

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MetaQuotes Software Corp.
Moderator
182424
MetaQuotes Software Corp. 2011.04.25 17:20 

New article Using MetaTrader 5 Indicators with ENCOG Machine Learning Framework for Timeseries Prediction is published:

This article presents connecting MetaTrader 5 to ENCOG - Advanced Neural Network and Machine Learning Framework. It contains description and implementation of a simple neural network indicator based on a standard technical indicators and an Expert Advisor based on a neural indicator. All source code, compiled binaries, DLLs and an exemplary trained network are attached to the article.

Author: investeo

NFTrader
604
NFTrader 2011.04.25 18:54  

Dear investeo my friend,

My warm regards to you, I couldn't help but to comment on your astonishing article as soon as I have finished reading it,  and waited eagerly for it, 

you did a great job achieving solutions in the previous article and now you are showing us great integration of Encog with MT5 such effort must be highly applauded.

this article is the best I have ever read regarding trading (5 stars brother)

so again thank you very much.

Regards,

NFTrader
604
NFTrader 2011.04.26 00:12  
FM      2       Core 1  23:10:16        2000.01.01 00:00:00   Cannot open 'EncogNNTrainDLL.dll' (126)

Cannot open dll.

I have located it in the C:\Program Files\MetaTrader 5\MQL5\Libraries  and my terminal is running in the Main mode, any clues?


investeo
4100
investeo 2011.04.26 17:20  
NFTrader:

Cannot open dll.

I have located it in the C:\Program Files\MetaTrader 5\MQL5\Libraries  and my terminal is running in the Main mode, any clues?


Hi NFTrader,

At first thank you for your words of gratitude, I am really thankful. In order to use the DLL you have to place ENCOG dll's in main MetaTrader 5 folder:

 

Because of "double DLL wrapping in .NET", the Cloo.dll, encog-core-cs.dll and log4net.dll files should be located in the folder of the client terminal. 
The EncogNNTrainDLL.dll file should be located in \Terminal Data folder\MQL5\Libraries\ folder.

 

I am out for holidays, I hope you and other traders will make it work.

Best Regards,

Investeo

 

NFTrader
604
NFTrader 2011.04.26 21:42  

Happy holiday to you hope you enjoy it.

I placed

The Cloo.dll, encog-core-cs.dll and log4net.dll files in C:\Program Files\MetaTrader 5

and

 EncogNNTrainDLL.dll in C:\Program Files\MetaTrader 5\MQL5\Libraries

but same error , anyone facing this problem ?

FI    d  2       Core 1  20:40:09        2000.01.01 00:00:00   Cannot open 'EncogNNTrainDLL.dll' (126)
NFTrader
604
NFTrader 2011.04.26 23:06  

Found a strange solution

I placed one copy of EncogNNTrainDll.dll in

C:\Program Files\MetaTrader 5\MQL5\Libraries (For indicator )

and another copy in

C:\Program Files\MetaTrader 5\tester\Agent-127.0.0.1-3000\MQL5\Libraries (For EA),

and created a files folder in C:\Program Files\MetaTrader 5\tester\Agent-127.0.0.1-3000\MQL5\Files (so I can place the step5_network.eg)

and the EA worked!


But the indicator is not drawing, though when using the print function, it returns the value. (I am still working on it to figure out why its not drawing !)

Documentation on MQL5: Common Functions / Print
  • www.mql5.com
Common Functions / Print - Documentation on MQL5
superluz
7
superluz 2011.04.27 11:05  

Excellent Article!!

Where did you get the Encog version 2.6???

The only one available for download is version 2.5.3, and it doesnt contain "Encog.App.Quant"...so I cant compile it.

Thanks



NFTrader
604
NFTrader 2011.04.27 11:45  
superluz:

Excellent Article!!

Where did you get the Encog version 2.6???

The only one available for download is version 2.5.3, and it doesnt contain "Encog.App.Quant"...so I cant compile it.

Thanks



After downloading the file EncogCSharp__2.zip

you will find it here

EncogCSharp__2.zip\EncogCSharp\NinjaIndicators\

superluz
7
superluz 2011.04.27 11:57  
Thanks a lot !

superluz
7
superluz 2011.04.27 13:03  

Hi,

Did any one with a 64 bit version of Metatrader could run it?

It keep crashing... :-(

I re-compile the "EncogNNTrainDLL.dll" for 64 bit.

But metatrader keep crashing..


Any input would be nice..

superluz
7
superluz 2011.04.27 13:30  

Yes...now its working..


I had to copy the "the Cloo.dll, encog-core-cs.dll and log4net.dll" on the root folder of where Metatrader was installed ...where the "Terminal64.exe" is. ;-)
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