Discussion of article "Experiments with neural networks (Part 2): Smart neural network optimization"

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New article Experiments with neural networks (Part 2): Smart neural network optimization has been published:

In this article, I will use experimentation and non-standard approaches to develop a profitable trading system and check whether neural networks can be of any help for traders. MetaTrader 5 as a self-sufficient tool for using neural networks in trading.

Carry out forward testing of the obtained results to find the best three. In my case, the selection criteria are the maximum profit factor and the number of transactions being more than 100:

  • Test interval: from 2021.07.12 to 2022.07.12;
  • Mode: (Every tick based on real ticks);
  • Initial deposit: 10,000;
  • Timeframe: H1;
  • Fixed lot 0.01;
  • Angle EA 4-4-3.

Test 1:

t1

Test 2:

t2

Test 3:

t3

Author: Roman Poshtar

 

Just a fucking new approach and new ideas for optimisation.... but I haven't quite mastered all the wisdom yet...I think we should probably even establish our internal Nobel or Renate prize and give it out for such new ideas and developments....

I also with the first variant went well, but sometimes opens two orders, and I added Martin to the EA... and here the second order often goes past the programme a second minus in a row and will fall on K martin and in a big minus, and so quite well on M5 works out the flat just amazingly accurately on Hurrah, and the small trend up down does not see at all and misses.... Thank you very much...

one of the variants I made a run on genetics from 10 to 200 with a step of 1.

 
Сергей Криушин #:

Just a fucking new approach and new ideas for optimisation.... but I haven't quite mastered all the wisdom yet...I think we should probably even establish our own internal Nobel or Renate prize and give it out for such new ideas and developments....

I also with the first variant went well, but sometimes opens two orders, and I added Martin to the EA... and here the second order often goes past the programme a second minus in a row and will fall on K martin and in a big minus, and so quite well on M5 works out the flat just amazingly accurately on Hurrah, and the small trend up down does not see at all and misses.... Thank you very much...

one of the variants I made a run on genetics from 10 to 200 with a step of 1.

Thanks for the feedback. You have not yet seen the end result of my labours :) I gave you a direction.

 
Roman Poshtar #:

Thanks for the feedback. You have not yet seen the end result of my labours :) I've given directions.

A big request more detailed and in pictures more clearly, so that even non-programmers could understand something.... better less, say one Expert Advisor, but step by step, like an instruction for foreigners... what, where and from where....

Thank you for your honest labour for the common good of the trading community... We are waiting for the continuation, maybe it will be better with pending orders, which will stand up when necessary according to the trend....

 
Сергей Криушин #:

A big request more detailed and in pictures more clearly, so that even non-programmers could understand something.... better less, say one Expert Advisor, but step by step, like a manual for foreigners... what, where and from where....

Thank you for your honest labour for the common good of the trading community... we are waiting for the continuation, maybe it will be better with pending orders, which will stand up when necessary according to the trend....

Thank you for your feedback. Write to me in a private message. As soon as the final product is ready, we will think of something.

 
Hello,
Nice article, Could you please share mq4 file as well?
I suspect that if we want to develop more complex, there may be more parameters. There is a limitation in the "FileWrite" function, which is defined as "The number of written parameters can be up to 63" only, does anyone have any suggestions?
many thanks
 
Paranchai Tensit #:
Hello,
Nice article, Could you please share mq4 file as well?
I suspect that if we want to develop more complex, there may be more parameters. There is a limitation in the "FileWrite" function, which is defined as "The number of written parameters can be up to 63" only, does anyone have any suggestions?
many thanks

Thanks for your feedback. Unfortunately I don't have a MT4 version.

 
Superb Job!, thank you so much for this contribution and the down to earth explanations, it is actually refreshing to see great practical ideas in action.
 
Eric Ruvalcaba #:
Superb Job!, thank you so much for this contribution and the down to earth explanations, it is actually refreshing to see great practical ideas in action.
Thanks!
 

Roman, 


thanks so much for your hard work! its amazing. 

not sure if its possible considering your times and schedules... is it possible to add a logic to these EA?

so it would take trade on BUY ONLY , SHORT ONLY, BOTH? like the built in feature that MT4 has? couldn't find the builtin global setting in MT5.

I would like to get an extensive backtest but with having this additional logic, as Im trying to have biases for certain amount of time and stay long only , or short only for certain assets.


cheers.

 
Arjang Aghlara #:

Roman, 


thanks so much for your hard work! its amazing. 

not sure if its possible considering your times and schedules... is it possible to add a logic to these EA?

so it would take trade on BUY ONLY , SHORT ONLY, BOTH? like the built in feature that MT4 has? couldn't find the builtin global setting in MT5.

I would like to get an extensive backtest but with having this additional logic, as Im trying to have biases for certain amount of time and stay long only , or short only for certain assets.


cheers.

Thanks for the feedback. Write to ls. Everything is decided.

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