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Discussion of article "Neural Networks Cheap and Cheerful - Link NeuroPro with MetaTrader 5" - page 2

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vlad1949:

SanSanych

Here is a link to the article I was talking about. http://appliedpredictivemodeling. com/blog/2014/11/11/some-thoughts-on-do-we-need-hundreds-of-classifiers-to-solve-real-world-classification-problems

Also in the article there is a link to an earlier article by David Hand on an issue you and I have discussed before - poor results after training on real data. Very interesting thoughts. Maybe you could do a shortened translation?

Rummaging through the archives and found another article on the topic of comparing different machine learning algorithms.

http://www.cs.cornell.edu/~caruana/ctp/ct.papers/caruana.icml06.pdf 

Good luck

In this thread our posts are somewhat off-topic, and I have my own thread. Therefore, I suggest moving our discussion here, my post there is in response to yours.
faa1947:
In this thread our posts are somewhat off-topic, and I have my own thread. So I suggest that we move our discussion here, my post there is in response to yours.
And we don't know where this other discussion is, where to move to. ;-)
marketeer:
And we don't know where this other discussion is, where to move to. ;-)
This way
faa1947:
In this thread our posts are somewhat off-topic, and I have my own thread. So I suggest we move our discussion here, my post there is in response to yours.

On the contrary. Many people who first heard the word "neural networks" for the first time will find it useful to know that science and practice have moved far ahead since the advent of MLP.

You may be right, though.

Gone.

Good luck to the author.

Da statya otlichnaya, tolko ne mogu ne mogu nikak razobratsya c camim nachalom, a imeno otkuda otkuda vzyzlsya script with ictoriei kotirovok #property script_show_inputs
//+------------------------------------------------------------------+
input string    Export_FileName  = "NeuroPro\\data.csv"; // Export file (in the "MQL5/Files" folder)
input int       Export_Bars_Skip = 0;                    // How many history bars to skip before exporting
input int       Export_Bars      = 5000;                 // Number of rows of data to be exported
//+------------------------------------------------------------------+
const int inputlen=24;   // How many past bars the trading strategy analyses
//+------------------------------------------------------------------+
void OnStart()
  {
  //--- create a file
   int file=FileOpen(Export_FileName,FILE_WRITE|FILE_CSV|FILE_ANSI,',');

   if(file!=INVALID_HANDLE)
     {
      //--- write the data header
      string row="date";
      for(int i=0; i<=inputlen; i++)
        {
         if(StringLen(row)) row+=",";
         //========================================================
         // Note! 
         // In the EA, we will replace underscores with [].
         // The field name in DBase format is up to 11 characters. Calc truncates to 10.
         // The maximum number of fields in DBase format is 128-512, depending on the version.
         //========================================================
         StringConcatenate(row,row,"Bar___",i,"__");
        }
      FileWrite(file,row);

      //--- copy all the necessary data from the history
      MqlRates rates[],rate;
      int count=Export_Bars+inputlen;
      if(CopyRates(Symbol(),Period(),1+Export_Bars_Skip,count,rates)<count)
        {
         Print("Error! Insufficient history size to export required data.");
         return;
        }
      ArraySetAsSeries(rates,true);

      //--- write the data 
      for(int bar=0; bar<Export_Bars; bar++)
        {
         row="";
        //--- close price of the 1st bar is set as the zero level for normalisation of other data
         double zlevel=rates[bar+1].close; 
         for(int i=0; i<=inputlen; i++)
           {
            if(StringLen(row)) row+=",";
            rate=rates[bar+i];
            if(i==0) row+=TimeToString(rate.time,TIME_DATE || TIME_MINUTES)+",";
            row+=DoubleToString(rate.close-zlevel,Digits());
           }
         FileWrite(file,row);
        }
      FileClose(file);
      Print("Data export completed successfully.");
     }
   else Print("Error! Failed to create a file to export data. ",GetLastError()); 

}i gde etoo zhurnal expertov

date,Bar___0__,Bar___1__,Bar___2__,Bar___3__,Bar___4__,Bar___5__,Bar___6__,Bar___7__,Bar___8__,Bar___9__,Bar___10__,Bar___11__,Bar___12__,Bar___13__,Bar___14__,Bar___15__,Bar___16__,Bar___17__,Bar___18__,Bar___19__,Bar___20__,Bar___21__,Bar___22__,Bar___23__,Bar___24__
2014.09.25,-0.0008,0.0000,-0.0005,-0.0014,0.0007,0.0035,0.0035,0.0036,0.0047,0.0052,0.0050,0.0046,0.0046,0.0047,0.0049,0.0052,0.0049,0.0053,0.0055,0.0056,0.0067,0.0056,0.0097,0.0105,0.0113
2014.09.25,0.0005,0.0000,-0.0009,0.0012,0.0040,0.0040,0.0041,0.0052,0.0057,0.0055,0.0051,0.0051,0.0052,0.0054,0.0057,0.0054,0.0058,0.0060,0.0061,0.0072,0.0061,0.0102,0.0110,0.0118,0.0123
2014.09.25,0.0009,0.0000,0.0021,0.0049,0.0049,0.0050,0.0061,0.0066,0.0064,0.0060,0.0060,0.0061,0.0063,0.0066,0.0063,0.0067,0.0069,0.0070,0.0081,0.0070,0.0111,0.0119,0.0127,0.0132,0.0130

2014.09.25,-0.0021,0.0000,0.0028,0.0028,0.0029,0.0040,0.0045,0.0043,0.0039,0.0039,0.0040,0.0042,0.0045,0.0042,0.0046,0.0048,0.0049,0.0060,0.0049,0.0090,0.0098,0.0106,0.0111,0.0109,0.0122.

A imenno do momenta Convert from CSV to DBF, dalee vce uzhe proshel no ne c temi dannimi. Narod podckazhite kak cdelat' etot script c barami i ictoriei, pri tom chto export kotirovok ne preducmotren v MT5 !??? Cherez MQL5 to create an Expert Advisor template, custom indicator, script !?! ? HOW...

I'd like to have a DLL of some kind to put the input data in and the coefficients back out. Does anyone know which neuro software has this...? or contact the author of NeuroPro about the sources and write the DLL yourself....
elugovoy:
I'd like to have a DLL of some kind to put the input data in and the coefficients back out. Does anyone know which neuro software has this...? or contact the author of NeuroPro about the sources and write the DLL yourself...
There is an old NeuroShell 2
elugovoy:
I'd like to have a DLL of some kind to put the input data in and the coefficients back out. Does anyone know which neuro software has this...? or contact the author of NeuroPro about the sources and write the DLL yourself....
In Deductor it is possible to run a prepared project with a bootnik.
elugovoy:
I'd like to have a DLL of some kind to put the input data in there and the coefficients back out. Does anyone know which neuro software has this...? or contact the author of NeuroPro about the sources and write the DLL yourself....
If via dll, see https://www.mql5.com/en/articles/252.
Прогнозирование временных рядов в MetaTrader 5 при помощи библиотеки машинного обучения ENCOG
Прогнозирование временных рядов в MetaTrader 5 при помощи библиотеки машинного обучения ENCOG
  • 2011.04.25
  • investeo
  • www.mql5.com
Статья посвящена использованию функционала нейронных сетей библиотеки машинного обучения ENCOG в MetaTrader 5. В качестве примера приведена реализация простого нейросетевого индикатора на основе технических индикаторов и советника, торгующего по сигналам нейросетевого индикатора. Все исходные коды, скомпилированные библиотеки и примеры обученной сети прилагаются к статье.
Reshetov:
If via dll, see https://www.mql5.com/en/articles/252.

Funny name: ENCOG - machine learning... Well, it's hot.

The tools listed here are only a part on machine learning.

CRAN Task View: Machine Learning & Statistical Learning
  • cran.r-project.org
Several add-on packages implement ideas and methods developed at the borderline between computer science and statistics - this field of research is usually referred to as machine learning. The packages can be roughly structured into the following topics: Neural Networks : Single-hidden-layer neural network are implemented in package...
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