Build Neural Network Indicator in MT4 using Neuroshell

[arryex]

Gold and Silver still going down trend..until when? nobody knows...

Very nice if open sell positions

 

[arryex]

Here is the prediction result based on Vantagepoint intermarket software (source traderplanet.com) as comparison..

This Vantagepoint working only on daily chart.

 

[arryex]

This is a very good lesson, do not trust that your EA will always profitable..this EA was failed with a huge draw down, why:
- No stop loss placed
- Entry condition always Buy at what ever condition
- Assume that the trend always going uptrend
- No Sell Entry

Then..Boooom, your account is wiped out whenever the price is going down..the equity has been down from 180K USD to about 20 KUSD...

Hope we should not follow this EA method..

 

[Highfreq]

So you were sitting on a huge pile of losing positions that you never closed. To be frank with you I thought you were faking it out which motivated me to PM you with the request that you disclose your list of opened positions.

See what happened to Dimitar Manov when he closed his account in 2010:
http://championship.mql5.com/2010/en/users/Manov

and earlier in 2008:
http://championship.mql4.com/2008/users/Manov/reports

This is a very good lesson, do not trust that your EA will always profitable..this EA was failed with a huge draw down, why:
- No stop loss placed
- Entry condition always Buy at what ever condition
- Assume that the trend always going uptrend
- No Sell Entry

Then..Boooom, your account is wiped out whenever the price is going down..the equity has been down from 180K USD to about 20 KUSD...

Hope we should not follow this EA method..

 

[arryex]

Hi Highfreq,

What is the problem with you? what I put recently is not my EA, it is someone else..Please verify before you make any statement, compare my previous myfxbook ..to be frank so many people do not ashamed to comments somebody's work without showing his own result...but its look funny for me ha..ha...

The recent picture is clear myfxbook/forexgoldtrader/fgt....while mine is aaneurogold..see my previous posting pictures.

You already pointing me with your bad statement "you were sitting on a huge pile of losing positions that you never closed. To be frank with you I thought you were faking it out "..in this forum I ASK your a gentlemen statement to correct your statement ..(c'est possible ou c'est pas possible).

Keep looser always sitting in other side ...and the winner no need to care...

 

[arryex]

This is somebody words in ward forum

"I have asked him to disclose his broker and opened trades to make sure he does not sit on a pile of loosing trades. We'll see what happens."

From the wording I can identify easily that he used same wording in this thread also...if my investigation precise..he is one of neuroshell add-on seller..probably...

 

[Highfreq]

There is nothing wrong with me. Ok, I jumped into conclusion a bit fast. I did not realize that it was not your account. I have to apologize for that. My original skepticism is based on the near perfect record you reported.

Nevertheless you have to agree that the possibility to fake an equity curve is real and that the only way to sort it out is to have access to the list of your opened positions.

Hi Highfreq,

What is the problem with you? what I put recently is not my EA, it is someone else..Please verify before you make any statement, compare my previous myfxbook ..to be frank so many people do not ashamed to comments somebody's work without showing his own result...but its look funny for me ha..ha...

The recent picture is clear myfxbook/forexgoldtrader/fgt....while mine is aaneurogold..see my previous posting pictures.

You already pointing me with your bad statement "you were sitting on a huge pile of losing positions that you never closed. To be frank with you I thought you were faking it out "..in this forum I ASK your a gentlemen statement to correct your statement ..(c'est possible ou c'est pas possible).

Keep looser always sitting in other side ...and the winner no need to care...

 

[sgr]

Hi Arryex,
I did little experiment over the weekend. I tried to predict MACD 5 bars ahead. The best R squared result so far is 0.95 during training and 0.94 during trading (OOS?), see the attached image. Does it qualify enough, or can it be made better? I need your advice. I can send you the .hst file if you want to play also.

Thanks,
sgr

 

[arryex]

Hi Highfreq,

I do not sell any product in this thread or somewhere else and have any relation with any products, I am just a normal person, who has been cheated after bought some software, indicator/EA, lost direction to use a software, etc..

There is no such obligation in this thread that I should showing something which I do not want to..since beginning I never care for the result of the trade and someone who asked the final result (since they are temporary result which may change after)

I do more focus on the process, sharing idea etc..I hope someone can also showing their result, the method, etc ..to prove at least we can get benefit using neural network or other AI technique..

You should go directly to some EA/indicator vendor, they will show you the detail trading result,open position, etc..then you can clarify whether they are fake or real..

There is nothing wrong with me. Ok, I jumped into conclusion a bit fast. I did not realize that it was not your account. I have to apologize for that. My original skepticism is based on the near perfect record you reported.

Nevertheless you have to agree that the possibility to fake an equity curve is real and that the only way to sort it out is to have access to the list of your opened positions.

 

[arryex]

Hi Sgr,

I am happy if you allow me to check your net ..seems you are using NSDT..It is better you save the chart with saved data selected then it will maintain your net configuration otherwise it may changed..

Please pm me..

Thanks

Hi Arryex,
I did little experiment over the weekend. I tried to predict MACD 5 bars ahead. The best R squared result so far is 0.95 during training and 0.94 during trading (OOS?), see the attached image. Does it qualify enough, or can it be made better? I need your advice. I can send you the .hst file if you want to play also.

Thanks,
sgr

 

[supremegizmo]

I dont know why other traders are attacking ARRYEX regarding his system. I know couple of traders who have such equity curve.

Arry dont let the comments affect you..Its the primary reason I avoid puting my trading results here. More often people just try to prove you wrong becuase they do not have the ability of producing such systems..

 

[arryex]

Thanks supremegizmo

Don't worry,..it is always make me fun..ha..ha..

 

[gluburich]

These pop up up are unreal. Terrible. How do I disable?

 

[arryex]

Which pop up you have there..I use firefox 4 with adblock plus add-on ...it save your time..

 

[mr.future]

Forecast alpha-modified filter TPSBF 4th sinusoidal harmonic components AUDUSD H4 (10/05/2011)

 

[mr.future]

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.

 

[mr.future]

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

 

[mr.future]

Forecasts for USDCHF D1 (05/10/2011)

 

[arryex]

Hi Sgr,

I am still continue to research your data, with following comments:
- Try to find the best output for prediction, means MACD(12,6) should not be fixed. I used more longer period.
- Using several tools we can get R-squared about 0.99, I use input from price momentum.
- The problem I have now is even with high R-squared and correlation, the indicator result not as smooth as original predicted values. As impact, when we create trading strategy based on this indicator become to much noise.
- Different methods to generate trading strategy still not good enough in OOS (i think)..

See attached pictures..

 

[arryex]

And here is the TS build using predicted indicators..