Build Neural Network Indicator in MT4 using Neuroshell

[arryex]

Hi Eto,

Tradingsolutions basically similar like NeuroshellTrader, in order you can create a dll indicator you should have another product called Neurosolutions. You should have Tradingsolution daytrader/realtime suite. In addition, the dll will only applicable for tradingsolutions not for others.
If you want to have dll and want to use it for MT4 for example, you should have Customs solution wizard(CSW) in Neurosolutions to generate C code or Neurosolutions Developer level.

I did simple way to create dll indicator for MT4 using Neuroshell2, less complicated even only with 16 nets compare to Neurosolutions+CSW which has many net topologies you can play with.

Regarding CH, yes CH possible to find any equation even for repaint indicator in static mode, means the CH can only find input and output relation in csv format for the historical data. But you can not use CH to find the formula if historical data are change all the time, in addition you can get difficulties to present this change in historical data into csv file anytime.

Hi Pat,
I have a minimum knowledge in MT4, since previously I used it for my trading platform. If you will use MT4 as your trading platform, you should learn how to program in mq4. My advice, use the this book http://www.mql4.com/files/mql4bookenglish.chm , user guide and help available on MT4 editor.

Recently, there are so many indicators MT4 in mq4 available in the web, learning from their code will help you get better knowledge. In addition, if you want to make a dll indicator you should have knowledge about programming, you may choose C, VB, etc. I had small effort in generating dll indicator for MT4 using Neuroshell2, since it can produce the C code directly from trained net then I compile it.

 

[eto]

Hi Eto,

Tradingsolutions basically similar like NeuroshellTrader, in order you can create a dll indicator you should have another product called Neurosolutions. You should have Tradingsolution daytrader/realtime suite. In addition, the dll will only applicable for tradingsolutions not for others.
If you want to have dll and want to use it for MT4 for example, you should have Customs solution wizard(CSW) in Neurosolutions to generate C code or Neurosolutions Developer level.

I did simple way to create dll indicator for MT4 using Neuroshell2, less complicated even only with 16 nets compare to Neurosolutions+CSW which has many net topologies you can play with.

Regarding CH, yes CH possible to find any equation even for repaint indicator in static mode, means the CH can only find input and output relation in csv format for the historical data. But you can not use CH to find the formula if historical data are change all the time, in addition you can get difficulties to present this change in historical data into csv file anytime.

Hi Arry,

Can neurosolution/tradingsolution provide the same to create formula like CH?

It seems that neurosolution/tradingsolution offer full package but when you compare with package ward (neuroshell 2, CH, neuroshell trader) What is your opinion as a trader which product do you think :-

1. Fastest trading strategy implementation

2. Flexibility to move strategy to other platform

3. Fastest finding the right formula and strategy

4. Fastest computation

5. Intuitive or most user friendly interface

6. Better Customer service and support . FOC or paid ?

7.Ability to interface with any broker and data feed? if yes what is the level of difficulty ?

8. Flexibility to interface with other trading platform ?

9. Neuroshell 2 is old product. Still it can be used on windows 7 and 8.

i. Is the technology still significant with technology nowadays?

ii. I notice neurosolution has ability to generate dll with NN & GA learn and optimize in realtime (for unsupervised learning)
Can Neuroshell produce NN & GA dll to learn itself and optimize in real time ? if not what Ward product can do that ?

10. Where do you get all Forex data source for backtesting? how long (years) is the best for Daily and lower TF backtesting? Type of data (Tick, minute,daily,weekly) ?

11. Overall which one do you think overall better product ?

Thanks

 

[arryex]

Hi Eto,

Here are my answers:

Can neurosolution/tradingsolution provide the same to create formula like CH?
A: NO, for TS (similar as NST) all the trained nets configuration, weight and bias values are hidden from user. Neurosolutions only generate NN configuration (y = f(sum of (w*x + b)), y=output, w=weight, x=inputs, b=bias (in matrix or vector form), f=transfer function) in several NN topologies. Meanwhile you can have all any equation forms with CH (including NN).

It seems that neurosolution/tradingsolution offer full package but when you compare with package ward (neuroshell 2, CH, neuroshell trader) What is your opinion as a trader which product do you think :-
A: I have all products, so far I feel happy to have them but ward package more useful for me.

1. Fastest trading strategy implementation
A:If your trading strategy is limited with all indicator inputs available in TS or NST, you do not need any others. Other requirement such as creating your own dll indicators then you need its companion.
The processing speed will depend on your CPU speed and available memory, data amount, complexity of your model, and your knowledge to use it. For example, you will get sluggish processing if you choose all available NN configuration and using genetic optimization in TS (It takes 6 minutes for a model, can be more for more inputs). While in NST, it use turboprof2 power and best NN topologies, it takes about 10 seconds for similar inputs. See attached pictures and the equity produced by them.

2. Flexibility to move strategy to other platform
A: Depend in which platform you will trade. in TS you need to download Trader68 in order can trade with Interactivebrokers. With other platform like MT4... no chance. While NST can trade directly with interactive broker without any additional software, and you can connect your signal into other platform (including MT4).
Except if you use Neurosolutions with CSW (not free), you can build c code then compile it into dll for other platform, you need also SDK addon:-0. With Neuroshell2 you can get C, VB code easily (with no add cost to buy additional product)

3. Fastest finding the right formula and strategy
A: As I mention above both TS and NST are not finding known formula, for fastest finding strategy see answer 1.

4. Fastest computation
A: Neurosolutions developer offering you CUDA add on to get faster computing but not for TS. With TS you can not get multicomputer interconnected to create a trading strategy. Meanwhile, new NST network version has been released, it can integrate up to 25 computers in a network to build your trading strategy (for me to have 3 PC connected with add cost around $1000 is fair enough).

5. Intuitive or most user friendly interface
A:Both TS and NST has integrated help, video tutorial, only user can decide which one more friendly interface.

6. Better Customer service and support . FOC or paid ?
A:In TS you need to subscribe Platinum service, with NST you can get free support, but most of time if you do not ask detail, they may answer you shortly.

7.Ability to interface with any broker and data feed? if yes what is the level of difficulty ?
A: see no 2, you can download data from yahoo TS (integrated) and NST (free webdata downloader), both of them can read csv, if you are using MT4, you need to have data feed add on to integrate MT4 and NST.

8. Flexibility to interface with other trading platform ?
A: see no 2 and 7

9. Neuroshell 2 is old product. Still it can be used on windows 7 and 8.
A: You need to install windows XP as virtual machine on your windows 7/8 to run Neuroshell2. If you have version 4, the net can only recall from excel 1997 or older.

i. Is the technology still significant with technology nowadays?
A:You have 16 nets on it, if interest in newer technology better to learn and use Matlab. I am happy with current result, so many people searching new technique with open end question, are they making profit or not.

ii. I notice neurosolution has ability to generate dll with NN & GA learn and optimize in realtime (for unsupervised learning)
Can Neuroshell produce NN & GA dll to learn itself and optimize in real time ? if not what Ward product can do that ?
A: NS2 no but NST yes (example using turboprof addon or you set the train as you need), I think you can have also Neuroshell engine.

10. Where do you get all Forex data source for backtesting? how long (years) is the best for Daily and lower TF backtesting? Type of data (Tick, minute,daily,weekly) ?
A: All forex data I get from MT4, it is suggested to use your own real trading data, since all broker may have different data, spread, or adjustment for their benefit etc. You need datafeed add on to feed MT4 into NST.

11. Overall which one do you think overall better product ?
You can score by your self from above my answer 1 to 10, check out also about the pricing which one suitable for your need.

 

[arryex]

Hi Pat,

The following video showing how I use MT4 to analyze my stock (use VLC player to play it). I think using MT4 indicators (> thousands free indicators), NS2 dll indicators, excel add-in is the smart solution (and cheapest:cheesy for my swing trading.

Hi Arry,
I am interested in learning more about MT4 and have actually started a thread about it. Do look in.

http://www.trade2win.com/boards/trading-systems/167076-mt4-corner-starters-others-3.html#post2104888

You are well versed in MT4. Perhaps you would be kind enough to tell us how you learnt it. Are there worthwhile courses in MT4 to improve ?

Perhaps you would offer tips and advice ?

 

[eto]

Hi Eto,

Here are my answers:

Can neurosolution/tradingsolution provide the same to create formula like CH?
A: NO, for TS (similar as NST) all the trained nets configuration, weight and bias values are hidden from user. Neurosolutions only generate NN configuration (y = f(sum of (w*x + b)), y=output, w=weight, x=inputs, b=bias (in matrix or vector form), f=transfer function) in several NN topologies. Meanwhile you can have all any equation forms with CH (including NN).

It seems that neurosolution/tradingsolution offer full package but when you compare with package ward (neuroshell 2, CH, neuroshell trader) What is your opinion as a trader which product do you think :-
A: I have all products, so far I feel happy to have them but ward package more useful for me.

1. Fastest trading strategy implementation
A:If your trading strategy is limited with all indicator inputs available in TS or NST, you do not need any others. Other requirement such as creating your own dll indicators then you need its companion.
The processing speed will depend on your CPU speed and available memory, data amount, complexity of your model, and your knowledge to use it. For example, you will get sluggish processing if you choose all available NN configuration and using genetic optimization in TS (It takes 6 minutes for a model, can be more for more inputs). While in NST, it use turboprof2 power and best NN topologies, it takes about 10 seconds for similar inputs. See attached pictures and the equity produced by them.

2. Flexibility to move strategy to other platform
A: Depend in which platform you will trade. in TS you need to download Trader68 in order can trade with Interactivebrokers. With other platform like MT4... no chance. While NST can trade directly with interactive broker without any additional software, and you can connect your signal into other platform (including MT4).
Except if you use Neurosolutions with CSW (not free), you can build c code then compile it into dll for other platform, you need also SDK addon:-0. With Neuroshell2 you can get C, VB code easily (with no add cost to buy additional product)

3. Fastest finding the right formula and strategy
A: As I mention above both TS and NST are not finding known formula, for fastest finding strategy see answer 1.

4. Fastest computation
A: Neurosolutions developer offering you CUDA add on to get faster computing but not for TS. With TS you can not get multicomputer interconnected to create a trading strategy. Meanwhile, new NST network version has been released, it can integrate up to 25 computers in a network to build your trading strategy (for me to have 3 PC connected with add cost around $1000 is fair enough).

5. Intuitive or most user friendly interface
A:Both TS and NST has integrated help, video tutorial, only user can decide which one more friendly interface.

6. Better Customer service and support . FOC or paid ?
A:In TS you need to subscribe Platinum service, with NST you can get free support, but most of time if you do not ask detail, they may answer you shortly.

7.Ability to interface with any broker and data feed? if yes what is the level of difficulty ?
A: see no 2, you can download data from yahoo TS (integrated) and NST (free webdata downloader), both of them can read csv, if you are using MT4, you need to have data feed add on to integrate MT4 and NST.

8. Flexibility to interface with other trading platform ?
A: see no 2 and 7

9. Neuroshell 2 is old product. Still it can be used on windows 7 and 8.
A: You need to install windows XP as virtual machine on your windows 7/8 to run Neuroshell2. If you have version 4, the net can only recall from excel 1997 or older.

i. Is the technology still significant with technology nowadays?
A:You have 16 nets on it, if interest in newer technology better to learn and use Matlab. I am happy with current result, so many people searching new technique with open end question, are they making profit or not.

ii. I notice neurosolution has ability to generate dll with NN & GA learn and optimize in realtime (for unsupervised learning)
Can Neuroshell produce NN & GA dll to learn itself and optimize in real time ? if not what Ward product can do that ?
A: NS2 no but NST yes (example using turboprof addon or you set the train as you need), I think you can have also Neuroshell engine.

10. Where do you get all Forex data source for backtesting? how long (years) is the best for Daily and lower TF backtesting? Type of data (Tick, minute,daily,weekly) ?
A: All forex data I get from MT4, it is suggested to use your own real trading data, since all broker may have different data, spread, or adjustment for their benefit etc. You need datafeed add on to feed MT4 into NST.

11. Overall which one do you think overall better product ?
You can score by your self from above my answer 1 to 10, check out also about the pricing which one suitable for your need.

Thanks Arry for your superb answer :clap: ... Hope it can be useful too for other users who want to know the difference TS/NS and NST/CH :smart:

As conclusion from your answer i consider to purchase CS and NST power user and will send signal to my Multicharts

 

[at120]

Hi arryex!

Thanks a lot for your work and for all the great info!!

I have a question about NSDT and the data feed for MT4 you use.
Which data feed possibility do you use for MT4<-->NSDT
Do you use the NSDTSocket ("klot's" solution)? Since the old "MT4 datafeed pro" program doesn't work in NSDT(Power)6?

Thanks a lot and best regards, AT120

 

[arryex]

Hi AT,

You can use MT4NSDT-Datafeed working in NST Power user, since it map or transfer the hst data into NST. All others not work since using memory mapping which already changed on NST 6 form NST 5.

See the screenshot..

regards,
Arryex
iinvestsaham.blogspot.com (Indonesian only)

Hi arryex!

Thanks a lot for your work and for all the great info!!

I have a question about NSDT and the data feed for MT4 you use.
Which data feed possibility do you use for MT4<-->NSDT
Do you use the NSDTSocket ("klot's" solution)? Since the old "MT4 datafeed pro" program doesn't work in NSDT(Power)6?

Thanks a lot and best regards, AT120

 

[at120]

Hi arryex!

Thanks for your fast answer!
What a pity, they changed memory mapping...
Anyway I'm going to setup my NN... ;-)

BTW: You use kalman filter as Input normalizing... you "only" used the open C-source
from sourceforge? I also want to use this filter... ;-)

Byest regards, AT

 

[eto]

for realtime MT4 with NSDT you can use zagtrader.com bridge for $150 per month

 

[at120]

for realtime MT4 with NSDT you can use zagtrader.com bridge for $150 per month

Looks nice! but for the beginning... ;-)) (USD $150.-)
I'm going to try mt4nsdt-feed.
Thanks a lot eto for this info!

Best regards, AT

 

[eto]

Hi AT,

You can use MT4NSDT-Datafeed working in NST Power user, since it map or transfer the hst data into NST. All others not work since using memory mapping which already changed on NST 6 form NST 5.

See the screenshot..

regards,
Arryex
iinvestsaham.blogspot.com (Indonesian only)

Hi Arry,

Where can i download MT4NSDT ? is it can be used real time for trading and FOC ?


Thanks.

 

[at120]

Hi folks!

I'm trying to build NN ;-)

After reading "Using_Recurrent_Neural_Networks_To_Forecasting_of_Forex.pdf"
I tryed to "rebuild" it. Normalized price and used a MA(5) with this normalized price.
No good prediction so far. Does anybody tried to re-build this?
Problem of corse is, that I have not the same NN as used in this study, I tried different NN-types, but not any result is nearly those in this study...

@Arry: You use the Kalman filter with good results, I saw that "Jurik MA" also looks nice...
see: http://www.jurikres.com/down/why_jma.pdf
JMA
He state that his one is "better" than Kalman? (or is this "marketing")
Do you know JMA?


@ETO: I sent you a PM...

Bye, AT

 

[arryex]

Hi Eto,

Checkout in this link http://www.4shared.com/rar/Erpxq-kW/datafeedmt4.html , find TRADING folder.
I put a lot of stuff that you may found after download them. It worth rather than subscribe $150/month. I give you free.

Hi At,
Jurik is very good, the problem is its only working on XP.

Arryex

 

[eto]

Hi Eto,

Checkout in this link datafeedmt4 - Download - 4shared , find TRADING folder.
I put a lot of stuff that you may found after download them. It worth rather than subscribe $150/month. I give you free.

Hi At,
Jurik is very good, the problem is its only working on XP.

Arryex

Hi Arryex,

yes. $150 per month is really wasting of money :cheesy:

Can it be used with NSDT power user version 6 ?

Thanks.

 

[arryex]

Pak Cik Eto,

Yes, it works on version 6.

Arryex

 

[eto]

Pak Cik Eto,

Yes, it works on version 6.

Arryex

Terima kasih ya pak Arry,

So sorry so many questions you need to answer but i have no other people i think can answer except someone experience like u with NSDT

Do you bump to any tool/software that can leverage NSDT's backtest/WFA's statistical report or trade by trade report to have more performance details such as i.e what day and time is profitable and etc . I do see the report in NSDT is lacking this kind of details. Not such as like Multicharts/Tradestation backtest report quite details and have visual report whereby you can see and analyze more whether your strategy is robust enough or not.

TQVM

 

[arryex]

Hi Eto,

Sama-sama..

If you are a registered user, you can freely to ask ward support.

In NST you can set the optimization, paper trade and out of sample test by setting their range (check out the date on trading strategies dialog. You can check the trade-by trade, profit/loss, commission, optimized indicator, etc. By verifying the report than you can judge whether your strategy is robust or not. So many features you can verify especially in Power User version.

Most of the user made mistake, i.e. their lack of knowledge use the software (applicable not only for NST).

 

[eto]

Hi Eto,

Sama-sama..

If you are a registered user, you can freely to ask ward support.

In NST you can set the optimization, paper trade and out of sample test by setting their range (check out the date on trading strategies dialog. You can check the trade-by trade, profit/loss, commission, optimized indicator, etc. By verifying the report than you can judge whether your strategy is robust or not. So many features you can verify especially in Power User version.

Most of the user made mistake, i.e. their lack of knowledge use the software (applicable not only for NST).

Hi Arry,

Thanks for the tips.

1.What should i put for username and password in MT4NSDTDataFeedSetup. I try to put MT's id and pwd and still unable to go thru.

2. What timezone should i select. Local time or eastern time ?


Thanks.

 

[arryex]

Hi Eto,

Please verify the following:
- Ensure you put all files in respected MT5 and NST folder
- Check the correct MT4 folder on your MT4NSDTDataFeed.DAT as per your MT4 program
- You can put local time or eastern time, but it will not affect the data feed, it only adjust your NST chart time.

Hi Arry,

Thanks for the tips.

1.What should i put for username and password in MT4NSDTDataFeedSetup. I try to put MT's id and pwd and still unable to go thru.

2. What timezone should i select. Local time or eastern time ?


Thanks.

 

[neurohunter]

This is a very good thread I have ever seen to discuss about NN...