Recent content by jondollar

  1. J

    Build Neural Network Indicator in MT4 using Neuroshell

    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...
  2. J

    Build Neural Network Indicator in MT4 using Neuroshell

    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...
  3. J

    Build Neural Network Indicator in MT4 using Neuroshell

    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...
  4. J

    Build Neural Network Indicator in MT4 using Neuroshell

    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...
  5. J

    Build Neural Network Indicator in MT4 using Neuroshell

    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...
  6. J

    Build Neural Network Indicator in MT4 using Neuroshell

    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...
  7. J

    Build Neural Network Indicator in MT4 using Neuroshell

    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...
  8. J

    Build Neural Network Indicator in MT4 using Neuroshell

    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 ...
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