Build Neural Network Indicator in MT4 using Neuroshell

It seems that you forgot to change the inputs to the Advancing Declining Issues indicator. I am assuming you did this because it says (C... instead of ($... in the screenshot. You should change the inputs to close of whatever your advancing / declining issue tickers are.

Would you mind telling exactly what the third input is so that I can try to reproduce it?
 
I use MA(C,5)-MA(O,5) as my third input. I am not sure how to get advancing declining issue ($ as you said, what input variable should be use instead Close value?
 
You get the advancing / declining issues from your data feed. Just add them to tradingsolutions the same way you would add a stock or currency. You could also try to setup tradingsolutions to calculate them if your data feed doesn't provide them. Advancing (declining) issues is just the number of stocks in an exchange that closed up (down) for the day. For instance $adv, $decl, $uchg are the esignal tickers for the nyse adv/decl/unchanged issues.

When you add the adv-decline indicator and come to the "select inputs" window, click the "entire portfolio" radio button. This allows you to choose data and indicators from other instruments. Then, change your advancing (declining) issues input to the close of $adv ($decl).
 
I did the similar one, seems good also when implementing TS on stock, but NST also can get the similar one on XAUUSD

Zoom in really really close. The output is just repeating the last close. Seen from afar it looks like tight. From practical point of view, useless. Been there, done that, got the t-shirt.
 
Do not bother with previous one, it just a test case, you can have them using any software easily.

My personal technique on stock:
First evaluate fundamentally a stock through financial statement to get intrinsic value.
Next entry trade when the NN predicted signal is generated. 5.565% to day profit looks good for me.

Happy trading...
 

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You can try using nyse adv decl instead. I imagine that the us market dictates the direction of most other ones. Just be careful with the difference in timezones so that you do not get future leaks.

I did play around with adv decl uchg a while back and made a similar system to yuri's for qqq (nasdaq100). It worked well based on the out of sample return, mostly long and it just made one short trade. But the problem was that you would have made just a few percent less with buy and hold so it was hard to tell if the nn really knew something of value. That is the problem with nn, they are black box so you tell what they are doing and if it makes any sense.
 
How would you say neuroshell 's performance compares to trading solutions NN ?
 
Hi Pat,

Personally the neural network configuration in Trading solutions is more varieties compare to neuroshell's. But to be honest both software are still black boxes, since we do not know how the interconnection between inputs to the output are made.

For me CH is white box, since the output shown as formula. Here I show how CH formula implemented in Trading Solutions, Tradecision and Neuroshell Trader. Of course implementing on Neuroshell trader more easier using external dll, in others I should create indicator first based on formula created from CH.

Probably if you want more deep knowing about NN configuration, neuroshell2 or Neurosolutions or Matlab can be selected.

You have free choice which one more benefit for you ...
 

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Hi Pat,

Personally the neural network configuration in Trading solutions is more varieties compare to neuroshell's. But to be honest both software are still black boxes, since we do not know how the interconnection between inputs to the output are made.

For me CH is white box, since the output shown as formula. Here I show how CH formula implemented in Trading Solutions, Tradecision and Neuroshell Trader. Of course implementing on Neuroshell trader more easier using external dll, in others I should create indicator first based on formula created from CH.

Probably if you want more deep knowing about NN configuration, neuroshell2 or Neurosolutions or Matlab can be selected.

You have free choice which one more benefit for you ...

Thanks Arryex for your anwer
 
Hello arryex,
I have a few questions regarding neural network and its abilities. I have pmed you.
 
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I am lucky..the prediction model made since 2 Feb 2012 has been working good till today.
 

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Hi,
I have gone with a much cheaper option I have found on the net. For $35 you get 2 ebooks explaining the insides of nns and 4 nns that work with Excel. I will let you know if I ever understand it all.
 
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Good luck Pat, hope you'll found what you need...initiate your journey with NN..

I have a basic stuff about linear model (least square) which is used as well in NN:
1. Sample linear Data file
Assume we have the following data 12 pairs data, x and d
x = [1 2 3 4 5 6 7 8 9 10 11 12]
d = [1.72 1.9 1.57 1.83 2.13 1.66 2.05 2.23 2.89 3.04 2.72 3.18]

The intention is to get a linear equation
y= wx + b,

where y is predicted value, w=weight and b=bias

Prediction error is difference between predicted and actual data d
e= y-d
Square of error is
e^2

Average of error (Mean Square of error= MSE)
MSE= average(e^2)

You can change the value of w and b on "find your w and b.xlsx" file in order having smallest MSE. At the moment our criterion is to minimize MSE, smaller MSE indicates better prediction.

2. The excel file "get w & b analytically.xlsx" consist data and equation to get w & b values which resulting smallest MSE.
Using analytical method, since MSE is a square equation (see error curve), you can get the smallest value (in a curve) if the slope (differentiation) of error is equal to zero.
Check out about differential/integral Calculus to get the differential equation result.

With NN, you will have similar equation y=wx + b, where w & b become vectors/matrix and not a single scalar value. In NN you find w & b in order to minimize MSE.

Cheers
 

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Good luck Pat, hope you'll found what you need...initiate your journey with NN..

I have a basic stuff about linear model (least square) which is used as well in NN:
1. Sample linear Data file
Assume we have the following data 12 pairs data, x and d
x = [1 2 3 4 5 6 7 8 9 10 11 12]
d = [1.72 1.9 1.57 1.83 2.13 1.66 2.05 2.23 2.89 3.04 2.72 3.18]

The intention is to get a linear equation
y= wx + b,

where y is predicted value, w=weight and b=bias

Prediction error is difference between predicted and actual data d
e= y-d
Square of error is
e^2

Average of error (Mean Square of error= MSE)
MSE= average(e^2)

You can change the value of w and b on "find your w and b.xlsx" file in order having smallest MSE. At the moment our criterion is to minimize MSE, smaller MSE indicates better prediction.

2. The excel file "get w & b analytically.xlsx" consist data and equation to get w & b values which resulting smallest MSE.
Using analytical method, since MSE is a square equation (see error curve), you can get the smallest value (in a curve) if the slope (differentiation) of error is equal to zero.
Check out about differential/integral Calculus to get the differential equation result.

With NN, you will have similar equation y=wx + b, where w & b become vectors/matrix and not a single scalar value. In NN you find w & b in order to minimize MSE.

Cheers

Hi Arryex ,

Have you ever tried using Encog 3.1.0 ? It has some interesting Training Techniques and Machine learning Algorithms that could help lower the MSE on data.......

Encog Machine Learning Framework | Heaton Research

Manual :
Encog Machine Learning Framework
 

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Hi,
I have gone with a much cheaper option I have found on the net. For $35 you get 2 ebooks explaining the insides of nns and 4 nns that work with Excel. I will let you know if I ever understand it all.

Well I suppose it serves me right it looks like I have been scammed for $35 !
This website Build Neural Network Model With Excel Solver doesn't seem to work and the owner won't reply to enquiring emails !!
 
The website works for me. Weren't you supposed to be redirected to download link right after the purchase?
 
The website works for me. Weren't you supposed to be redirected to download link right after the purchase?

Yes but only download Number 5) XL Stock gets into the add-ins of Excel. Perhaps I am doing something wrong ?
The other 4 e.g. 4Cast XL etc. gets unzipped successfully and then disappears ?

Grateful for any suggestions
 
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The website works for me. Weren't you supposed to be redirected to download link right after the purchase?

Is this the page one was re-directed to ?
 

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