Artificial neural networks. - page 14

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Hi,

I'll try to tell you how I made the NS.

I made a perceptron (by Kohonen), variations for the induced signal and the output (by Grosberg).

All parameters are dynamic - the price does not stay at one place.

bool var2  - и здес разписал разные варианты .

// Логика для покупка
      if ((var2 && perceptron()>BL) 
      ||  (var3 && perceptron()>BL2) 
      ||  (var4 && perceptron()>BL3)) 

         NewPosition=OP_BUY; 

// Логика для продажа
      if ((war2 && perceptron()<SL) 
      ||  (war3 && perceptron()<SL2) 
      ||  (war4 && perceptron()<SL3)) 

         NewPosition=OP_SELL;

Everything starts working when markets open (Europe, America, Asia).

I think it's clear to everyone, but the data feed is dynamic.

BL, BL2, BL3 Well, and calculation, through which should pass the perceptron, so there was a signal (Grosberg).

How to go through the door.

Well, I think the scheme is clear to you.

 

I will put the code, posted recently for the price on the next day.

The code is for MT4 (I think it can easily be done for MT5), like EA for test.

//+------------------------------------------------------------------+
//|                                                    statistic.mq4 |
//+------------------------------------------------------------------+
#property copyright ""
#property link      ""
//Ну как сама формула:
//Close Tomorrow = Close Today + (Close Today - Close Yesterday) * Alfa
//+------------------------------------------------------------------+
int init(){return(0);}
int deinit(){Comment("");return(0);}
//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+
int start()
  {
//+------------------------------------------------------------------+                    
   double spead = MarketInfo(Symbol(),MODE_SPREAD);
   
   double open_d = iOpen(Symbol(),PERIOD_D1,0);
   double open_w = iOpen(Symbol(),PERIOD_W1,0);
   double open_m = iOpen(Symbol(),PERIOD_MN1,0);
   
   double open_d1 = iOpen(Symbol(),PERIOD_D1,1);
   double open_w1 = iOpen(Symbol(),PERIOD_W1,1);
   double open_m1 = iOpen(Symbol(),PERIOD_MN1,1);
   
   double clos_d = iClose(Symbol(),PERIOD_D1,1);
   double clos_w = iClose(Symbol(),PERIOD_W1,1);
   double clos_m = iClose(Symbol(),PERIOD_MN1,1);
   
   double perc_d = NormalizeDouble((((Close[0] - open_d)/open_d)*100),2);
   double perc_w = NormalizeDouble((((Close[0] - open_w)/open_w)*100),2);
   double perc_m = NormalizeDouble((((Close[0] - open_m)/open_m)*100),2);
   double perc_d_pr = NormalizeDouble((((clos_d - open_d1)/open_d1)*100),2);
   double perc_w_pr = NormalizeDouble((((clos_w - open_w1)/open_w1)*100),2);
   double perc_m_pr = NormalizeDouble((((clos_m - open_m1)/open_m1)*100),2);
//+------------------------------------------------------------------+
   double perc_y,perc_y_pr,open_y;
   datetime month;
   if(Month() > 1) month = Month()-1;else month = Month();
   open_y = iOpen(Symbol(),PERIOD_MN1,month);
   perc_y = NormalizeDouble((((Close[0] - open_y)/open_y)*100),2);
   perc_y_pr = NormalizeDouble((((clos_m - open_y)/open_y)*100),2);                                             
//+------------------------------------------------------------------+
   if(iVolume(Symbol(),PERIOD_D1,0) > 0 && iVolume(Symbol(),PERIOD_D1,0) < 2){
      Print("perc_d_pr = ",perc_d_pr);}
   if(iVolume(Symbol(),PERIOD_W1,0) > 0 && iVolume(Symbol(),PERIOD_W1,0) < 2){
      Print("perc_w_pr = ",perc_w_pr);}
   if(Month() > 1 && iVolume(Symbol(),PERIOD_MN1,0) > 0 && iVolume(Symbol(),PERIOD_MN1,0) < 2){
      Print("perc_m_pr = ",perc_m_pr,"perc_y_pr = ",perc_y_pr);}

   Comment("\nВреме на брокера: ",TimeToStr(TimeCurrent(),TIME_SECONDS),", Локално време: "+TimeToStr(TimeLocal(),TIME_SECONDS),
           "\nТекущ спред: ",DoubleToStr(spead/10,1),
           "\n perc_d:        ",perc_d,
           "\n perc_w:       ",perc_w,
           "\n perc_m:       ",perc_m,
           "\n perc_y:        ",perc_y
             );
   return(0);
  }
//+------------------------------------------------------------------+
 

Sorry, wrong file - top code for percentage price change.

This is the right one:

//+------------------------------------------------------------------+
//|                                              statistic_1.mq4 |
//+------------------------------------------------------------------+
#property copyright ""
#property link      ""
//Ну как сама формула:
//Close Tomorrow = Close Today + (Close Today - Close Yesterday) * Alfa
//+------------------------------------------------------------------+
int init(){return(0);}
int deinit(){Comment("");return(0);}
//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+
int start()
  {
//+------------------------------------------------------------------+                    
   double spead = MarketInfo(Symbol(),MODE_SPREAD);
   double Alfa,calc_cl,diff;  
   double open_d1 = iOpen(Symbol(),PERIOD_D1,1); 

   double clos_d1 = iClose(Symbol(),PERIOD_D1,1);   
   double clos_d2 = iClose(Symbol(),PERIOD_D1,2);
   double clos_d3 = iClose(Symbol(),PERIOD_D1,3);
   Alfa    = NormalizeDouble(((clos_d2 +(clos_d2 - clos_d3))/clos_d1),Digits);
   calc_cl = NormalizeDouble(((clos_d2 +(clos_d2 - clos_d3)) * Alfa),Digits);
   diff    = NormalizeDouble((clos_d1 - calc_cl),Digits);                        
//+------------------------------------------------------------------+
   if(iVolume(Symbol(),PERIOD_D1,0) > 0 && iVolume(Symbol(),PERIOD_D1,0) < 2){
      Print("Alfa = ",Alfa,"  clos_d1 =  ",clos_d1,"  calc_cl = ",calc_cl,"  diff = ",diff);
      }
   Comment("\nВреме на брокера: ",TimeToStr(TimeCurrent(),TIME_SECONDS),", Локално време: "+TimeToStr(TimeLocal(),TIME_SECONDS),
           "\nТекущ спред: ",DoubleToStr(spead/10,1)
             );
   return(0);
  }
//+------------------------------------------------------------------+
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