Build Neural Network Indicator in MT4 using Neuroshell

arryex said:
I just playing with GMDH polynomial net, few useful links:
Forecasting Software for Professionals (GMDH shell, I use trial version)
Group Method of Data Handling (GMDH) for data mining, forecasting algorithms optimization, fuzzy models analysis, statistical learning networks and modeling software systems

I made a simple time series prediction using GMDH with GMDHShell, NS2 and Matlab, see the detail within article.
Click to expand...

So you created 3 GMDH models but why not strategy based on this models ?? Than we will see the reality of its predictive power...

Krzysztof
 
I said...I play..means disregard good or worst the prediction... the truth is I learned something may useful in the future. My current +20% floating real investing is quite good enough for me.

I am starting also to coding ARIMA, GARCH on Matlab related to time series.. hope you do not mind to show them if you already have.
 
Hi Vany,

Please check your email..fell free to contact me if you need other things.
 
arryex said:
I said...I play..means disregard good or worst the prediction... the truth is I learned something may useful in the future. My current +20% floating real investing is quite good enough for me.

I am starting also to coding ARIMA, GARCH on Matlab related to time series.. hope you do not mind to show them if you already have.
Click to expand...

no need to code, matlab 2012 have them already - see econometrics toolbox.
Otherwise good stuff is here but in R

Rob J Hyndman -
 
Hi WG,

There are two options:
- normal mode, you should have MT4 server version, then you can add any stock code and data feeding.
- cracking mode, I use hex editor to change all code inside MT4, the code within symbols.raw and symgroups.raw

You may try and hope will be successful.
 
arryex said:
Hi WG,

There are two options:
- normal mode, you should have MT4 server version, then you can add any stock code and data feeding.
- cracking mode, I use hex editor to change all code inside MT4, the code within symbols.raw and symgroups.raw

You may try and hope will be successful.
Click to expand...

Hi Arryex,

Thank you for your reply. I have tried option 2 but no luck. Although I manged to add a new symbol with winhex, but it won't show in the program. May I kow the files you mentioned are reside in which directory ? history/FXCM-USDDemo1 ?

Best Regards,

WG
 
Hi WG,

You should disconnect your MT4 to its server, otherwise your edited symbols will be overwritten by server. I deleted first my demo account in order not to connect, cancel any time first time login request then edit your raw files.

It should works.

Regards
 
The following attachment showing the benefit using genetic optimization using ssa indicators...this shall be considered as an empirical result, may not giving similar result for other pairs, optimization/out of sample range, inputs, etc. :cool:
 

Attachments

  • SSA on Forex using Neuroshell Trader.pdf
    1.2 MB · Views: 1,125
Hello,

I'm new to this forum, but I've been working with neuron networks for a while. I developed a chart application in C# with intraday + historical data from Yahoo Finance. Regarding the AI, I used Encog AI Framework from Heaton Research to play with. Currently, I'm not trading anything, but I'd like to learn more from you guys.

HyperPro
 
Arryex,

Could you contact me by email please? Since I'm a new member of this forum, I could not PM you.

HyperPro
 
Hi Hyperpro,

Welcome to this forum, nice to see you here especially if you are programmer it will be good for everyone here. I will send you a PM message
 
Hyperpro said:
Hello,

I'm new to this forum, but I've been working with neuron networks for a while. I developed a chart application in C# with intraday + historical data from Yahoo Finance. Regarding the AI, I used Encog AI Framework from Heaton Research to play with. Currently, I'm not trading anything, but I'd like to learn more from you guys.

HyperPro
Click to expand...

Hi there,

I've just seen this group too, very interesting read, a lot of it too to read. Thanks to all that have contributed so far - very informative. I too use Encog AI along with MT4 and a few other bits as well so am off to trial a lot of what you guys have posted. Do you think these techniques are just more sorted to Forex, or maybe possible to look at stocks as well (e.g. to see how they might perform for the day based on previous close, today open and first say 10 mins of trading?)
 
Hi,

I think there should be no difference to implement AI between forex or stock (event bond, option etc), the case for NN is related to input, output, optimization-test-oos ranges, neural net configuration, error criterion, searching method (weight and bias values).
On real trade we should include commission fee, spread, trading time, and all other fundamental aspects. Broker selection may influence too much on forex (which I don't like), because no centralize data, each broker may have different fee, execution speed, liquidity, spread or even the price it self.
Some cheating broker are so many in forex and it should be less in stock trading (I hope), and I margin trading is not suitable for everyone (that is why >90% trader are lost).. You are free to choose which market..
 
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