Recent content by mr.future

Hello, Arryex!!! My demo account is 1442936. E-mail: [email protected]. Very, Very Thanks!

ran a test on a demo account

test results 100 entries and 100 bars 50-100 epochs of training

9 years EURUSD 1440. 400 bars of training with retraining for each new bar. Out-of-Sample period. without stopping.

on the complexity of this network is similar to the prediction of color next bar. results are not the best but the expectation is positive. I think we must add some additional conditions in trade rules and stop level

I forgot to say that I retrain the network on each new bar!

it is a classical accelerator

above on screen out of sample results!

10 years on the EURUSD 1440. three-layer perceptron nonlinear configuration 100-5-1. 100 bars are used during the training. Test sample no. 500 epochs. output AC (1,2,2) for 1 value ahead. Simple trading rule: OUT[0] > 0 = BUY POSITION and OUT[0] < 0 SELL POSITION.

Above I pointed out the equity in AUDUSD H4. And now EURUSD H4 equity Out-of-Sample period. Slightly worse but the good movement took (including news of withdrawal of Greece from the European Union).

On the inputs using various linear polynomial functions of the indicator, and combinations thereof. Neural-network-type MLP

Based on the network, the image that I posted earlier, I wrote a simple EA. The results of EA for the last month quite stable. Network predicts the indicator values ​​of AO at 1-3 ahead. Post the schedule for the period of the equity Out-of-sample.

Forecasts for USDCHF D1 (05/10/2011)

Forecast indicator AO AUDUSD D1 (05/10/2011)

Forecast indicator AO AUDUSD H4 (05/10/2011). 5 different from the input array of neural networks. Each forecast is targeted as the average of 5 successive generations.