"New Neural" is an Open Source neural network engine project for the MetaTrader 5 platform. - page 30

 
Renat:
Of the ideas, I would like to note the possibility of constructing a network from the wizard based on the engine.
typo?
 
Yes, it's a typo, sorry - I'm writing from a cell phone.
 
Renat:
Besides, it is necessary to lay on effective means of importing/exporting data from known neuro-packages.
Yes, we have missed this point
 

(May those who only use licensed software forgive me. ))

I have all the descriptions of networks in NSDT and add-ons for NSDT in Russian. I also have the program itself (version 5.6) and all its plugins. If you need me to download. Enclosed as yet only files with a description.

If you need to understand the program, I can help, because I studied it from beginning to end. ))


 

You can make the engine automatically pick up indicators that the trader has chosen (this is in the preprocessing block)

Trader throws the indicators on the chart and saves it as a template, (the template must be manually thrown into Files), but when the network starts, it is enough to specify the name of the template and the indicators will be picked up. Parser file tpl can be written at once.

 
Testing Walkforward:
If you want to evaluate the performance of your model on a Trading Strategy that is regularly re-optimized on newer data, you can use a great feature - Walkforward Optimization. For example, you can perform a backtest by re-optimizing your Trading Strategy every week for the past 10 weeks. After each reoptimization, the Trading Strategy trades on the data for the next week. Tester will perform 11 full optimizations in this case, each time shifting by one week. At the end, it will show reliable results as if you traded for 10 weeks over-optimizing your Trading Strategy every week. The final optimization will be up to the very last date, so you can continue to trade depending on the results, if you are satisfied with them, in the same way as it was in the test on the last 10 optimizations.


In principle, also solvable.

 
Urain:

In principle, also solvable.

Already solved and applied. And even posted in this thread.
 
Urain:

The trader throws the indicators on the chart and saves it as a template (the template has to be manually thrown into Files), but when the network starts it will be enough to specify the name of the template and the indicators will be picked up. Parser file tpl can be written at once.

dll is impossible
 
We need to allow the dlls.
 
TheXpert:

OK. All network functions are in the file EchoNet.mqh . I think I commented on it a little bit.

Yes, I overreacted a little with "uncomplicated", it's not difficult to use, but it's difficult to redo... I'll have to do some work :)

Development is a joint effort -- Joo and mine. So, you can ask Andrei about patterns too.
Reason: