Build Neural Network Indicator in MT4 using Neuroshell

arryex

Established member
593 6
Hi Gyzhen,

Please verify based on your collected data. I do not think we could collecting the future data using MT4. The close value of H1 time frame will be equal with close value at the last M15, even 1H is not completed.
The sample data is just picked up from the sample, we could change or remove this 1H data if not necessary. We may select any other data which could indicate the predicted output.

Cheers

Hi Arryex,

Thanks for this post. I got a question about the extracted training data using NeuralTrainingsetCreator.mq4.

In this file, the corresponding 1 hour data is extracted using the following code:
h1shift = iBarShift(NULL,PERIOD_H1,iTime(NULL,PERIOD_M15,4),true);
input[15] = gmThreshold((iMA(NULL,PERIOD_H1,5,0,MODE_EMA,PRICE_CLOSE,h1shift)-iMA(NULL,PERIOD_H1,5,0,MODE_EMA,PRICE_CLOSE,h1shift+1))/(Point*10));

As we know, each 1 hour bar span over 4 M15 bars. For a particular M15 bar, the corresponding 1 hour bar may have already contained future information. For example, if the open time of the current M15 bar is 12:00 and the close time is 12:14, then the corresponding H1 bar will open at 12:00 and close at 12:59. When we use the above code to collect the close price or EMA of the H1 bar, it already contained the future information (future trend) for the current M15 bar. Thus can we still use these H1 data as the training input?

Thank you very much.
 

Pacmuk

Newbie
1 0
Hi,

I do not found yet for Chaos Hunter.

Some people may get problem to install NS2 within Windows 7 x64 and x32, but I did.

There are two methods:
1. Install virtual machine, you can download it freely from microsoft then install windows XP. Afterward you can install NS2 setup.

2. You can copy directly extracted files from windows XP into your windows 7 (either x32 and x64)
neuroshell folder (c:\Neuroshell 2\) , copy also all dll and ocx files required into c:\neuroshell 2 folder. Register all of them using command.com, regsvr32
example: regsvr32 /s COMDLG32.ocx
or
regsvr32 /s asycfilt.dll

Here are the dll list you need:
asycfilt.dll
comcat.dll
comdlg32.dll
ctl3d32.dll
EZGA32.DLL
GAPI32.DLL
Gswag32.dll
GSWDLL32.DLL
hlinkprx.dll
Implode.dll
INETWH16.DLL
inetwh32.dll
inloader.dll
mfc40.dll
MFC42ENU.DLL
MFCANS32.DLL
MSFL651.DLL
MSSTKPRP.DLL
msvbvm50.dll
msvcrt40.dll
NS2-32.DLL
NSGA32.DLL
NSHELL2.DLL
NSTGA32.DLL
NSTOMG32.DLL
NSTRD-TS.DLL
NSTRDAUT.DLL
OC25.DLL
Oc30.dll
OLE2CONV.DLL
OLE2PROX.DLL
oleaut32.dll
RHMMPLAY.DLL
SCP.DLL
TPROP32.DLL
TPROP321.DLL
TRADES.DLL
VB40016.DLL
VB5DB.DLL
vb5stkit.dll
vbar332.dll
VCFIDL32.DLL
VCFIWZ32.DLL
_ISREG32.DLL

And here OCX files you need:
COMDLG32.ocx
Dblist32.ocx
GRAPH32.OCX
Mscomm32.ocx
MSFLXGRD.OCX
picclp32.ocx
SPIN32.OCX
ss32x25.ocx
ssa3d30.ocx
SSDOCK32.OCX
SSFORM32.OCX
tabctl32.ocx
THREED32.OCX
VCFI32.OCX
Vsocx32.ocx

You can also create a batch file and run in DOS to register all of them. See attached pictures to shown that NS2 run directly on my windows 7 x64.

Good luck
Hi. Can you put that files in archive and link here?
 

ARAM1001

Newbie
4 0
Здравствуйте можете предоставить мне пример какого нибудь индикатора(dll) как подключить к программе neuroshell?
 
Last edited:

jiacopel

Junior member
12 0
What is generally regarded as the ideal frequency of reoptimization in Neuroshell? Should I optimize on the previous 200 bars and trade 100 bars OOS? Unfortunately, NS does not allow me to set both a date range for optimization and a date range for OOS testing. It automatically chooses the remaining bars after the optimization period for OOS testing. In order to test, I need separate data sets for each date range, which is a bit of a hassle.
 

arryex

Established member
593 6
Hi Jiacopel,

I try to answer your questions:
- There is no defined rule for the frequency of retraining, ward suggest to retrain whenever the prediction result is started going wrong. If based on your fix PS/TS you have experience that your model started to decreasing in profit after minimum 1 week-2 weeks, then you shoud retaring your model afetr 1 week.
- NS has facility to set the training and OOS, you may change in Trading strategy parameters, Date tab then specify the starting date of training & OOS. Its better to learn properly your software..

Cheers

What is generally regarded as the ideal frequency of reoptimization in Neuroshell? Should I optimize on the previous 200 bars and trade 100 bars OOS? Unfortunately, NS does not allow me to set both a date range for optimization and a date range for OOS testing. It automatically chooses the remaining bars after the optimization period for OOS testing. In order to test, I need separate data sets for each date range, which is a bit of a hassle.
 

mimtek

Junior member
10 0
How to "defeat the playing indicators" in neural networks?
I decided to put this issue in a separate topic, because many have taken up the decision of this issue.
Somebody tell me, is it possible to "defeat" the redrawing turkeys when using them in neural networks
 

mimtek

Junior member
10 0
Please share
Neurosell Trader 6 .....
Neuroshell runs time server
Advanced Set Indicator 3
Ibfeed professional
Cybernetic analysis
Chaos Hunter
 

FX_boy

Newbie
1 0
Hello, I want to build kalman filter for neuroshell day trader, any idea how to do it?
 

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