Build Neural Network Indicator in MT4 using Neuroshell

[sgr]

Hi Arryex,
Thanks for your research. Ripple result is our enemy. Is there any method to filter out this ripple? As I see there is no ripple on vantagepoint or on your neuroMACD. In neuroMACD, what is your prediction objective?

 

[arryex]

Hi Sgr,

The method already described in the first post..

In Vantage point, they are using daily chart ..the method also described in previous post (multi market analysis)

 

[mr.future]

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.

 

[mr.future]

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

 

[mr.future]

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).

 

[arryex]

I just completed my own research to display stock data on Metatrader 4.

These stock data and group symbols are NOT AVAILABLE on the original MT4 broker version. All daily data source are taken from yahoo finance.

I have succeed to display several stock symbols from IDX (Jakarta Stock Exchange) and display them in MT4 Alpari-UK..afterward I can play with my indicators and use as my new weapon to analyze Stock....

 

[nixjoe]

arryex , can the data display into chart in realtime?

hello all, anyone know any infos about the indicator for nsdt - DT_ssa ? all I know is it's a repaint indicator from fxreal which i can not access to now. anyone got the source of DT_ssa.dll or the way to contach with the author?

 

[arryex]

Hi Nix,

Everything done offline, otherwise all settings will be overwritten with original MT4 configuration. Currently for Indonesian stock I have only daily data available from yahoo. Here I exported also manually data from one broker for hourly chart, there is possibility to connect MT4 to other real time data feeder.

If you want to trade for International Stock (US, Germany, UK) and free data feeder, I know you can use alpari or other broker which provide those data and trading facility.

Regarding DT_ssa, I found the mq4 version (no dll), I do not try if this is repainted or not. You may also convert the code into dll if you want to use it in NSDT.

 

[kimkim]

it's been a long time I check this thread

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.

I can confirm that arry's trading result was genuine. I met him occasionally. He started with $10,000 deposit (not cent account, it was full dollar account) and ended up with more than 100% gain. I know his broker and I trade with the same broker too.

I believe many of his fellow traders suggested him not to expose his profitable systems. But definitely he agree with me on one thing:

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

The exact phrase that I suggested him was: "Keep the losers on the losing side". The more loser means greater profit potential. Sounds cruel but in fact it is the reality.

 

[arryex]

Hi Kim,

Thanks for your confirmation...so long not see you in this thread...

 

[arryex]

Here implementation of NS2 indicator on NSDT on stock,

First I create non-optimized trading strategy using NS2 indicators in several stock, then I can choose which one most profitable trade.

I built comparison between 4 strategy based on predicted MACD:
1. non optimized (using original NS2 indicator)
2. optimized parameters
3. create prediction based on NS2 indicator
4. buy and hold trading strategy

Due to nature of stock trading at Jakarta stock exchange, only Long entry & exit allowed (no short), 1 lot = 500 share, and broker cost parameter added.

 

[mr.future]

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.

 

[mr.future]

above on screen out of sample results!

 

[arryex]

What is AC indicator?

 

[mr.future]

it is a classical accelerator

 

[mr.future]

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

 

[mr.future]

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

 

[mr.future]

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

 

[mr.future]

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

 

[arryex]

Hi Mr. Future,

I made verification between your indicator (modified accelerator) and original accelerator.
Seems for EURUSD daily the modified indicator almost delay 1 bar compare to original one, i.e. the original AC change from negative to positive and from positive to negative is one bar earlier than modified one.

I will check the prediction result with original indicator afterward.