Build Neural Network Indicator in MT4 using Neuroshell

[clarod]

Hi Pat, I attached a .zip with a ch file (with formula solution of Eureqa) and .fxp file (Eureqa) that I talked before if you want to work with this.
I tested it on april 2013 (out of sample) but please see this as an example...you need to work more time on it.

Hope your help.

Regards,
clarod

 

[xyz1453]

I get very high R square with CH.These are two different type of moving averages:

 

[xyz1453]

Hi Pat, I attached a .zip with a ch file (with formula solution of Eureqa) and .fxp file (Eureqa) that I talked before if you want to work with this.
I tested it on april 2013 (out of sample) but please see this as an example...you need to work more time on it.

Hope your help.

Regards,
clarod

Hi

How do you use fxp file in another software(MT4 for example) ?Is there any way to convert Eureqa formula(fxp file) to CSV file or even text file?Do you know?

 

[clarod]

Hi

How do you use fxp file in another software(MT4 for example) ?Is there any way to convert Eureqa formula(fxp file) to CSV file or even text file?Do you know?

Hi,

See my post #1140 and download the zip file. On the document you can see the formula to create it on the language that you want.. as you know, in your case for mt4 is mql4.
Anyway...here is the formula that you need to code on mql4
Lead(Momentum(ExpAvg(Close,10),10),5) =
9.318205291e-6 + 0.001891983213*sin(0.295446330157802 + 856.187591684736*Close + 76.08134871*Momentum(ExpAvg(Close,10),10) - 856.412708027247*ExpAvg(Close,10))

See the following links to see a details about functions of Eureqa
http://creativemachines.cornell.edu...c=123431316.1.1415150365926&__hsfp=1309221198

clarod

 

[at120]

Hi,

Clarod, thanks for you inputs and info.
I'm going to try your formular... ;-)
I now also installed eureqa for testing, I got only bad r-squrd of 0,5
;-)) So I think I'm doing something wrong.
BTW: how do you preare data for input? Normailzing, smoothing, or just raw data?
edit: I saw your sample file and eur. project file. Thanks.

xyz1453, can you tell me the inputs or the results. (r-squard)
I'm tring with Mom(ExpAvg.) with LAG (1 - 10) and try to predit the 5 bars ahead.
What do you mean with "high R square"...
How many bars do you use as input? How much for OOS testing?

Thanks and bye, AT

 

[clarod]

At,

Try to do in CH with the same inputs that I used in Eureqa and let me know.

Inputs : Close, ExpAvg(Close,10) and Momentum(ExpAvg(Close,10),10)

Thanks

 

[at120]

Hi clarod,

I have done the test with Eureqa, therefore I have the follwoing results (see picture) about 0,95 r-squ. I used data processing: to "handle missing" and "remove outliers" and inputs as seen.

When I use the same inputs (in CH) like Iused in eureqa or input setting in CH like you told me, I only can get a r-squr. about 0,77 (see picture)
Any comments about that?

Ok, better than, 0,7 BUT I use the "Close" as input (is this an good idea?) or is it ok, because of the LEAD function?

Thanks everybody and bye, AT

 

[clarod]

AT, see my response marked in blue.

I have done the test with Eureqa, therefore I have the follwoing results (see picture) about 0,95 r-squ. I used data processing: to "handle missing" and "remove outliers" and inputs as seen.
Try again with setting a smooth of 1% only of the input "Close" and let me know

When I use the same inputs (in CH) like Iused in eureqa or input setting in CH like you told me, I only can get a r-squr. about 0,77 (see picture)
Any comments about that?
I don't have any comments...because I don't have CH

Ok, better than, 0,7 BUT I use the "Close" as input (is this an good idea?) or is it ok, because of the LEAD function?e
For me is Ok, because when you use it on NSDT ....it trading on the next Open
(Arryex, what do you say about that ?)



clarod

 

[at120]

Hi clarod,

Now I have a r-squar of 0,98

I used for Close: smoothing 1%.
And for all other incl. Close I used, "handle missing" and "remove outliers".
for Close, ExpAvg(Close,10) I used also option to "Normalize data"

When I try to load the result of Eureqa to CH and use it as a new input, I don't get a better R-squar then 0,75... hmmm.
Arry/everybody, any idea, why?

Thanks everybody!

bye, AT

 

[clarod]

r-squar of 0,98 ..great ..but I can't help you on CH because I don't have it...

clarod

 

[at120]

Hi Clarod,

Yes, looks nice, but when you compare it it doesn't!
Look at the chart.
Orignal signal - Momentum(ExpAvg(Close,10),10)
ChaosHunter R-Squar: 0,77 - LEAD 5
Eurequa: R-Squar 0,98 - LEAD 5 (normalizing, smoothing, etc..)
Eurequa: R-Squar 0,95 - LEAD 5 (only "handle missing" and "remove outliers")
Eurequa: R-Squar 0,93 - LEAD 5 (no data prepairing/filtering)

What happened?

Bye, AT

 

[clarod]

At,

About Eureqa.... Did you verify the error level ? ..in graph mode you see it for the all
error leves of your prediction in "Plot Level" "Residual Error Plot"....

One idea (but I'm not sure)... Did you try to predict EMA10 and then apply momentum?

Regards

clarod

 

[clarod]

Hi Everyone,

I shared these "toys" tools to work on predictions if you want....see the following :

https://rapidminer.com/
http://www.neuralmarkettrends.com/tutorials/ also you can found more info with google..... found the following -->> rapidminer site:www.simafore.com

http://orange.biolab.si/

http://www.knime.org/

I don't have time know....but I think that I'll take a look on these.

Regards,
clarod

 

[xyz1453]

I think Rapidminer and other tools are over all for general purpose(pharmaceuticals, health sector, defence sector etc..).They might be great tool for indicator predictions but they might not be suitable for buy sell prediction.Customized software or customized feature coding(profit or drawdown oriented) is necassary for trading purpose.You can include the Peltarion software http://www.peltarion.com/ on the list with free trial period.Peltarion has the deep learning nets(used extensively by Google and Facebook) which they are very popular nowadays and flamboyant Prof. Jürgen Schmidhuber' s LSTM recurrent nets.As I said like others Peltarion software is also not created for trading pupose in particular , it is for general pupose powerful higher order statistics software.

 

[arryex]

Hi Clarod/At,
Can you put here the saved data on Nst chart or all data in csv format? I will verify them.

Thanks

 

[at120]

HI Arry,

Thanks for your affort!
I attched a file (NST+NS2 files) As a sample I tried to predict (J)MA and MACD.
Also I tried to reduce noise with Avg and AMA, but I'm not quiet sure wether
this is the right way ;-))
For test I have done a net with gmhd,jordan,ward,backpro - always with turboprob, same time/leraing/OOS, etc...
but absolut terrible results... only gmhd looks ok.
Thanks for any comments and help!

Bye, AT

Hi Clarod/At,
Can you put here the saved data on Nst chart or all data in csv format? I will verify them.

Thanks

 

[Dennis189]

Next bar - Neuro shell daytrader pro

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 Arryex,

Is it possible to predict the next bar with a accuracy above 70% using Neuro Shell Daytrader pro?

About the swing prediction. How accurate is your method so far? Do your signals arrive realtime without any repaint?

Can you share the exact tools you used on for swing prediction? I do have Neuro shell daytrader Pro.

Kind regards,
Dennis

 

[itrader2014]

Hi Eto,

Checkout in this link http://www.4shared.com/rar/Erpxq-kW/datafeedmt4.html , find TRADING folder.
I put a lot of stuff that you may found after download them. It worth rather than subscribe $150/month. I give you free.

Hi At,
Jurik is very good, the problem is its only working on XP.

Arryex

@arryex

Thanks for your posts its all gold

The above instruction to get mt4 data feed , its not working for me

I am using MT4 745 build

Can you help me to resolve this

 

[at120]

Hi itrader2014,

I use exactly this version of MT4 Build745 and it's working, exactly as described in video. Do you use the "right" folder, I had problems to put DLL and experts in the right folder. Any error message from the Expert, when you start it?

Can you tell us a detailed failure describtion?

Bye, AT

@arryex

Thanks for your posts its all gold

The above instruction to get mt4 data feed , its not working for me

I am using MT4 745 build

Can you help me to resolve this

 

[itrader2014]

Hi itrader2014,

I use exactly this version of MT4 Build745 and it's working, exactly as described in video. Do you use the "right" folder, I had problems to put DLL and experts in the right folder. Any error message from the Expert, when you start it?

Can you tell us a detailed failure describtion?

Bye, AT

no error msg

http://gyazo.com/4a08b3c12e654b01c9c9a5929d6f282e

Server files here
C:\NeuroShell Trader 5\Servers

MT4NSDTDataFeed Folder and
MT4NSDTDataFeed.dll
MT4NSDTDataFeed.DAT Files


MQL folder
C:\Users\james\AppData\Roaming\MetaQuotes\Terminal\0AC1D6D3E94A2B272FF2C1BB46E42D7C\MQL4\Libraries

MT4NSDTLib.dll

And

C:\Users\james\AppData\Roaming\MetaQuotes\Terminal\0AC1D6D3E94A2B272FF2C1BB46E42D7C\MQL4\Experts

NSDT-MT4Feed_(A).ex4

also i am using windows 7 , is that any issue

your help much appreciated