Build Neural Network Indicator in MT4 using Neuroshell

[arryex]

Anyone has play with Mackey-Glass equation?

A similar method can be used to predict other chaotic data.

 

[Graff]

Is it possible to replace CH with NS6 to find equations like Eureqa II (Formulize)? If yes - how?

 

[arryex]

To export NN into equation from NS, you should know:
- The configuration of NN (architecture), to indicate how inputs interconnected to output
- You know the NN parameters such as weight and bias after the training
- Since NSpred and NS, we do not know which NN configuration used. Except you can break the network file (.net in NSPred or .cht on NS) and convert them into input-output data, NN config, weight and bias parameters.
- Seems that on NS, it use extendable hidden neurons (up to 80) but the NN configuration is unknown

If you can give above information, I am very sure, it is possible to convert them into equation.

 

[superluz]

Does anyone have ChaosHunter to try? Demo? Links? Torrent? Anything...

 

[justtrading]

yes, I want chaos Hunter too, although I think it is for forex totally useless....

 

[arryex]

I just found a right way to get a good CH model, then implement it on NST to get trading statistic and in MT4 for trade.

One remaining step is to convert it into EA... (hope I am not a donkey who found back only my tail)

 

[arryex]

Ha..ha..nice statement :clap:

yes, I want chaos Hunter too, although I think it is for forex totally useless....

 

[MerlinBrasil]

Hiya Arryex,

Ward Systems claims to now be MT4-friendly, but I see nothing in their documentation online which backs that up. Can the process from CH to MT4 be automated? They finally moved CH to be able to be CUDA-compatible, although I haven't seen that claim verified either. Since my system has 1024 CUDA Cores available, that might come in handy.

 

[justtrading]

arry,
you don't really need to scratch the formula in the ChaosHunter in your PDF... I wanted to see it..

So you do implement the choashunter results in NS. Then, NS does send trade signals to MT4, right ?
sounds interesting.. can you do it for forex as well ??
patrick

 

[arryex]

Hi Merlin,

I am not using GPU, but I verified that it works on multicores CPU.

You can see here sample when running CH, there is 3 client and 1 main server since I am using 4 cores CPU. In addition, it can works in a network that consists of several PC. But I never tried it.

Hi Patrick,
We can use CH in forex as well, later I will shown it if I already have it, now I more focus on the gold.

Cheers

 

[arryex]

There are 2 ways to deploy CH on MT4:
1. Deploy formula, signal or equity using runtime library (CHwrapper.dll)
2. Create indicator from CH formula

You can only have them from developer, please do not ask me.

On this chart, it shown:
- indicator signal on chart
- indicator using CH formula
- indicator formula using CHwrapper
- indicator signal using CHwrapper
- indicator equity using CHwrapper

If deploying on NST you will have the last three above.

 

[tovim]

Arryex,

I am thinking to re-process the CH formulas in Rapidminer or in Heuristiclab or in Encog Using MetaTrader 5 Indicators with ENCOG Machine Learning Framework for Timeseries Prediction - MQL5 Articles ? with support vector machines and/or K nearest neighbour alghorithms.Is this possible?If yes do you know how?Thanks.

Actually Steve Ward should participate in this topic since lot of discussions going on about his softwares.

 

[justtrading]

@ tovim
thanks for the links. Do you use it for forex?

 

[tovim]

I am planning to , in order to increase the probability of the system.But there are mountains to climb over , it is not an easy process.

 

[Graff]

Arryex,

I am thinking to re-process the CH formulas in Rapidminer or in Heuristiclab or in Encog Using MetaTrader 5 Indicators with ENCOG Machine Learning Framework for Timeseries Prediction - MQL5 Articles ? with support vector machines and/or K nearest neighbour alghorithms.Is this possible?If yes do you know how?Thanks.

Actually Steve Ward should participate in this topic since lot of discussions going on about his softwares.

Its an old article which uses old version of encog and its hard to get it work.

 

[arryex]

Hi Tovim,

Please explain detail what you mean with re-process CH formula?
Is it you want to get higher R-square or minimize MSE with rapidminer or other sofware?

In above case then you may do the following:
- Rearrange your original data (used for training in CH)
- Insert a new column for the result of CH formula (before the target prediction column). This in order you get the target prediction column still at the end.
- Save this new file then retrain with other software as you wish.
To insert CH formula column you can do it using MS-Excel (using CH runtime add-in) or deploy in MT4 then export data.

cheers

Arryex,

I am thinking to re-process the CH formulas in Rapidminer or in Heuristiclab or in Encog Using MetaTrader 5 Indicators with ENCOG Machine Learning Framework for Timeseries Prediction - MQL5 Articles ? with support vector machines and/or K nearest neighbour alghorithms.Is this possible?If yes do you know how?Thanks.

Actually Steve Ward should participate in this topic since lot of discussions going on about his softwares.

 

[arryex]

Here is update of my personal CH model development, combine with my old aaneurotrend seems good for a filter.

 

[superluz]

Hi,

Anyone has DTReg to share? ;-)

Thanks

 

[Graff]

Hi.

Is any tutorial how to build in Neuroshell scalping stategy to get about 15-20 pips per trade?

 

[justtrading]

Hi.

Is any tutorial how to build in Neuroshell scalping stategy to get about 15-20 pips per trade?

I want to know too