Hello Arryex,
Finally I used a different way to interface MATLAB and Meta.
That is called the MATLAB Engine, which interfaces MATLAB using Windows COM
I wrote a DLL for MT4.
In the init function , the MT4 indicator or ea starts a MATLAB command window.
Then, MT4 can assign variables and...
Hi Arryex,
Thanks a lot !
Your explanation is very helpfull.
I have been reading back the matlab NN toolbox manual, and it is now quite clear.
What I will do is first to re-code the NN using matrix algebra in matlab, and compare with results from the NN toolbox, making sure these are the...
Hi Arryex,
Sorry for my late answer, I was busy travelling the last days.
In the attached doc you find some details about one example NN in myNN.txt file.
In this NN, there are 20 inputs, 1 output and 1 hidden layer with 4 nodes.
I use the rule : nr of hidden nodes = sqrt (nr inputs x nr...
Thanks Arryex for your quick answer.
It is still unclear how you do the step "convert all neural net parameters into C code".
I'm using matlab R2012a and after training one NN, I can save all or part of its parameters into a .mat file.
I presume that in the dll, in order to perform...
Dear Arryex,
I'm currently using matlab to train neural network on forex history quotes.
I understand from your message here-below that you are able to generate cpp code from matlab, compile a dll and then perform prediction in metatrader.
This is very interesting !!
Would you mind to share...
Thanks very much Krzysztof
I really have a lot to learn and work around here
But that's very exciting
Indeed building around Matlab is a powerful choice but the realtime part is for sure challenging, particularly in case of loss of MT4 quotes.
I think I will keep MySQL database because it...
Thank you very much.
This thread is really interesting to me.
I don't know Neuroshell.
I have some experience with Matlab, R
My interfaces with MT4 is through MySQL (home made dll) or MT4R.dll
(https://sites.google.com/site/prof7bit/r-for-metatrader-4)
Weka can also be accessed through RWeka...
Hello Arryex,
I'm currently reviewing machine learning for automated trading.
This is a big journey in the long grass ...
I found the ebook herebelow quite interesting
Unfortunately the code is not available anymore.
I have background in Matlab, R, Weka and plan to have a look at encog ...