Build Neural Network Indicator in MT4 using Neuroshell

[amewo]

Hello everyone!
I want to deal with neural networks, and now I write implementations on C++.
I want to use a genetic algorithm for the selection of weights and the structure of the neural network, and if it will be successfull, then also realize it on nvidia cuda.

Thread is not dead?
PS. Sorry for my english, I'm Russian programmer

 

[darktrade]

Hello everyone!
I want to deal with neural networks, and now I write implementations on C++.
I want to use a genetic algorithm for the selection of weights and the structure of the neural network, and if it will be successfull, then also realize it on nvidia cuda.

Thread is not dead?
PS. Sorry for my english, I'm Russian programmer

No problem with language. Only racists will attack you on the basis of language.

Let me try to translate in two words what you have asked:

curve-fitting

My advice to you if you want to trade is to stay away from anything that includes the words neural network and genetic. These things do not work with trading because market conditions change constantly to beyond those used to calculate a fitness function or train the NN. Dasvidania.

 

[arryex]

Hi Amewo,

You may check on the web, there are a lot of C++ stuff deal with NN, example
neural network software
Basic Neural Network Tutorial : C++ Implementation and Source Code | Taking Initiative

You can found also some open neural network C++ library..

If you eager to use NN with your programming..it will good for you..
I could not believe, Some one who just have 7 post intend to prevent you...

Trading is an Art, may not have a logic when emotion is involved

Good luck for you to learn C++ programming in NN

 

[amewo]

My repository with neuro_net project

https://github.com/amewo/neuro_net

 

[amewo]

Hi Amewo,

You may check on the web, there are a lot of C++ stuff deal with NN, example
neural network software
Basic Neural Network Tutorial : C++ Implementation and*Source*Code | Taking Initiative

You can found also some open neural network C++ library..

If you eager to use NN with your programming..it will good for you..
I could not believe, Some one who just have 7 post intend to prevent you...

Trading is an Art, may not have a logic when emotion is involved

Good luck for you to learn C++ programming in NN

Thank you for your post.

I want to implement their own neural network, because then I'll know exactly how it works, and I think I can write more optimal code that will be faster than existing solutions.

I already had experience with neural networks a couple of years ago and tried to do a multi-step prediction, but at the time I had little experience in programming and in work with the market. But I can say that the results were not the worst, I could not get the result to train the neural network is independent of the random initial state (the weight of the connections and bias neurons).

Now I want to implement a neural network to implement a genetic algorithm that picks the weight of the connections and the structure of the neural network, and then implement the GA on cuda.

I also want to learn wavelet conversion for deliverance from the noise in the price.

 

[arryex]

Hi Amewo,

Thank you to share your own work. It is my interest to program NN in C.

I have downloaded your github package, I found that you are using boost library.

I try to compile neuro_net.cpp in Visual C++ 2010, found some missing file: in patterns.h and neuron.h you include states.pb.h which is not available.

Could you please share this states.pb.h, tell me also what is compiler you are using?

Thank you

 

[amewo]

Hi Amewo,

Thank you to share your own work. It is my interest to program NN in C.

I have downloaded your github package, I found that you are using boost library.

I try to compile neuro_net.cpp in Visual C++ 2010, found some missing file: in patterns.h and neuron.h you include states.pb.h which is not available.

Could you please share this states.pb.h, tell me also what is compiler you are using?

Thank you

states.pb.h and states.pb.cpp You can get from file states.proto using the library protobuf: https://code.google.com/p/protobuf/

simple example on my os linux: protoc --cpp_out=./ states.proto

In the file stats.proto I described the various states of different objects, it is I need to save the neural network in the permanent memory

I also write on the new standard c++11. Studio 2010 is not likely to compile this code, you'll qtcreator from this Download Qt, the cross-platform application framework | Qt Project

 

[amewo]

By the way! Here's a link to the publication of the person: NeuroEvolution of Augmenting Topologies

Basic for me: http://nn.cs.utexas.edu/keyword?stanley:phd04

I use his ideas as a basis for the development of GA.

Now I'm trying to understand the wavelet transform, when I have free time.

 

[amewo]

I read this publication (in attachment). And according to the author, he gets a very good prediction using neural network and wavelet transform.

P.S. Reference to the work I've found on some n page of this thread, I would like to insert a link to the post, but could not find it, so I spread the attachment.

View attachment Chong_Jul2009.pdf

 

[arryex]

Here is a sample of candlestick pattern trading strategy. All inputs are available on NST. The selection of suitable patterns for each conditions are performed using GA.

 

[at120]

Here is a sample of candlestick pattern trading strategy. All inputs are available on NST. The selection of suitable patterns for each conditions are performed using GA.

Very nice reults man!
How have you done this... any hints for "testing" such a setup ;-)

Thanks you and bye, AT

 

[at120]

Hi arreyx!

I built a simple setup of CCI, RSI, JMA...
Could you check it and give me some comments and maybe some hints... ;-)

Thanks a lot and bye, AT

 

[arryex]

Hi AT,
Where you put your file? I see nothing, sorry I could not check it..

 

[at120]

Hi AT,
Where you put your file? I see nothing, sorry I could not check it..

Hi arryex!

Now with attched file... Sorry..

 

[arryex]

Hi AT,

I will have a look on your chart tonight, and will post for any comment or question.

Anyone who are interested on NN programming in C, may check out this link: http://natureofcode.com/book/chapter-10-neural-networks/

 

[arryex]

Hi AT,

I just opened your file and getting the following message:
"The chart being loaded contains one or more active trading strategies and WAS utilizing integrated trading when it was saved. However, integrated trading is NOT currently activated. Would you like to setup integrated trading at this time?"

I just want to ensure, in case I am not activating the integrated trading, there will be no missing few important points in your chart.

There is no jmaneuroshell.dll included yet.

 

[at120]

Hi AT,

I just opened your file and getting the following message:
"The chart being loaded contains one or more active trading strategies and WAS utilizing integrated trading when it was saved. However, integrated trading is NOT currently activated. Would you like to setup integrated trading at this time?"

I just want to ensure, in case I am not activating the integrated trading, there will be no missing few important points in your chart.

There is no jmaneuroshell.dll included yet.

Hi Arryex!

Sorry for this!
I don't think that there are any important points are missing!
I changed nothing, while I demo testing...
Please just rename the jma**.dll to jmaneuroshell.dll it's the same file ;-)

Thanks for your advise!

Bye, AT

 

[arryex]

You may put my indicator AT120EUG in your chart, then put trading strategy as shown on screenshot, the strategy work wells in all periods.

You may compare the equity with your original prediction strategy.

 

[at120]

You may put my indicator AT120EUG in your chart, then put trading strategy as shown on screenshot, the strategy work wells in all periods.

You may compare the equity with your original prediction strategy.

Hi arreyx!

Many thanks for your help and review!
As soon I have time i'm going to add your indi and compare it! ;-)
Optimiziton done with ns2 or CH?

Thanks and bye, at

 

[jiacopel]

arryex,

Have you ever tested any strategies in Neuroshell using the Noxa CSSA with range bars instead of standard time intervals?