Using artificial intelligence at MTS - page 2

 
Reshetov писал (а):
Integer wrote (a):
Reshetov wrote (a):
Integer wrote:
we take the value from 4 points, multiply each value by a coefficient, sum up - what is not smoothing by a filter?
If we take the values of some number of points and multiply each of them by its corresponding constant and get the result, this action in mathematics is called a linear equation:

a1 * w1 + a2 * w2 + ... + an * wn = d

And smoothing requires recursion, i.e. some known value is used to calculate the smoothed value:

a1 = a1 * w1 + a2 * w2 + ... + an * wn





Have you heard of linear-weighted moving averages?
Take a break. Pity the forum doesn't provide ignores for very annoying interlocutors.


Why not? - Alt+F4

You have already invented MACDZeroCrooss that is just MACross. Now you have invented a digital filter;-)

If you add more points to this expression, you can make a profit on any symbol in the tester after optimization.
 
Integer писал (а):
You have already invented MACDZeroCrooss, which is just a MACross, and now you have invented a digital filter.

If you add more points to this expression, you can make a profit on any symbol in the tester after optimization.
From the scientific point of view, the Expert Advisor may not be the best one, it's not a ready-made tool, and you can make a profit in the tester in skilful hands... But for example, I was astonished by simplicity of this mechanism. Here is the result of forward testing using real tick data from September 1, 2011 till October 20, 2011 after optimization of 300 passes in the period from January 1, 2011 till August 30, 2011. Of course, this is not quite an original expert, but still 10% of what I was inspired by.
 
I'm not an expert in neural networks, but it's a natural question. What exactly does this EA have in common with artificial intelligence? Optimization of x1-x4 is done in a very natural, manual way. So, any EA can be called artificial intelligence because every EA needs optimization of its input parameters. And the fact that preceptron is calculated as a linear combination of present and past values of AC, that's not a determinant too. If optimization were performed automatically within the EA, I would agree with the name.

By the way, Integer correctly pointed out that proceptron looks like a digital filter. I'm an expert in this field and I know what I'm saying. That is to say, a preceptron is a filtered AC. The meaning of this filtering (or linear combination of speakers) is not clear.
 
gpwr:
I'm not an expert in neural networks, but it's a natural question. What exactly does this EA have in common with artificial intelligence? Optimization of x1-x4 is done in a very natural, manual way. So, any Expert Advisor can be called artificial intelligence, because any EA needs optimization of input parameters, and the fact that preceptron is calculated as a linear combination of present and past values of AC, is not a determining factor either. If the optimization is performed automatically inside the Expert Advisor, I would agree with the name.
Any problem for which we do not know the solution algorithm is a priori artificial intelligence (c) Jean - Louis Lauriere

Translated into Russian, any problem the solution of which may be obtained by a complete or simplified search of variants is classified by the bourgeoisie as artificial intelligence. In the USSR such problems were classified as a branch of applied mathematics and a subsection of algorithms for finding optimal solutions.
 
gpwr:
That is, the preceptron is a filtered speaker. The meaning of this filtration (or linear AC combination) is not clear.
What kind of expert are you if you do not understand the meaning of linear filtration (separation)?

It is clear that everything that passed through the filter is identified as a signal to open a long position. Everything that was filtered out is considered a short position. In the same way already opened positions are filtered for a trend reversal.
 
Yuri, why get so emotional? The question was almost certainly about the hidden meaning of this filtering, not the interpretation of the result... Roughly speaking: why this particular filtering? As applied to the trading system, it may not be the most adequate question, but you can try to argue your choice - why AC and not some MAKD...
 
Mathemat:
Yuri, why get so emotional? The question was almost certainly about the hidden meaning of this filtering, not the interpretation of the result... Roughly speaking: why this particular filtering? When applied to a trading system, it may not be the most adequate question, but you can try to reason why AC and not some MACD...
Who forbids to use MACD? However, in this case there will be not 5 adjustable external variables, but 3 more. The MACD oscillator should also be tuned and therefore optimized, like in MACDSample EA.

AC has been implemented due to these considerations only as it has no external settings other than symbols and timeframe.

So do not look for a hidden meaning : it was not there at all since everything was done following the principle the simpler, the faster optimization would be. This is just an example of a primitive neural network using the built-in MT4 genetic optimizer of strategies on historical data instead of the standard training algorithm. Nothing more, nothing less.

Incidentally, takeprofit of the strategy is missing due to the same reason - it is an additional setting parameter. Although, if it is implemented, it is quite possible that trading will become either more profitable or more stable?
 

It makes more sense now. Whatever you call it - perceptron, gene, filter or devil with five horns - the essence of the advisor does not change. Your clever words have misled people and until you explain what perceptron is, there's no hope for understanding and constructive discussion... In general, the idea is really very interesting: all optimizable parameters are packed into one simple function.

 
The Perceptron is the simplest . It is true, Reshetov is good, it seems no one has done a neural network at MQL4 yet - they just talk and brag about it. But the expert himself has made too few trades to draw a definite conclusion.

But the best neuronet is the one in one's head - especially when one only needs to recognize a couple of situations, e.g. buy/sell. But human brain hardly recognizes market entry/exit signals, so it is hardly of any help. Not to mention the XOR error inherent to the perceptron...

And the thing is that there are no patterns in Forex. There is a well-defined pattern - movement in the support and resistance channels and breakdowns of these equations. Everything else is a random movement.

Training of neural networks is a classic tweaking. And if there really are some regularities, ideally neuronet will catch them. But so far there are no results. Because there are no regularities at all, except for the model described above. Rosenblat invented the perceptron back in the 60's and tried to use it in the market then.

Of course my words don't mean that Reshetov should stop all of a sudden. You just need to work in a more relaxed way, without bombast and resentment.
 
Mathemat:

It makes more sense now. Whatever you call it - perceptron, gene, filter or devil with five horns - the essence of the advisor does not change. Your clever words have misled people and until you explain what perceptron is, there's no hope for understanding and constructive discussion... In general, the idea is really very interesting: all optimizable parameters are packed into one simple function.

It wasn't me who gave the name, it was the name of a project on creation of some semblance of a human eye - "Perceptron", i.e. recognizing one. That's where they used a linear filter or separator, or rather a linear equation of the plane, through the inequalities with respect to which you can find out which points on one side and which on the other side of the separator (the problem of identification or classification of objects). Subsequently, such separators became known as a single-layer neural network.