Neural Network indicator - Any potential users?

[Flo_UniS]

I am a final year computer science student.

As my end of year project, I am creating a web-based charting software (very similar to the Yahoo Finance Charts with all the usual indicators i.e. Stochastics, Moving averages, RSI, etc...)
but with a major addition - the neural network based indicator.


As freely available neural network indicators seem rare, I would like to know:

- if anybody on these forums would consider using such a system? (my charting solution)
- do you have any knowledge about neural networks? (none required)
- any suggestions? or features you would like to see?


Note:
- The aNN (artificial neural network) indicator will be displayed using default setting values (number of hidden neurons, etc...) so that even users with NO knowledge of Neural Networks can use the indicator.
- The aNN indicator will also allow a user to change these default values (for advanced/experimenting users).
- Stock market feeds will be used at first. But FOREX currency pairs data can easily be added.

All comments welcome

 

[bdoucetfx]

Neural Indicator

Hi Flo_UniS,

Best wishes on your new project. Get the best education that you can. Markets can take away your money...but you will always keep your education.

I currently use FTLM, SATL, FATL and a couple of other neural indicators that I found on the internet. At least, I believe they are neural network indicators. They seem to be more intuitive than stochastics or any of the other indicators that I've used.

I don't use them in ways they were intended to be used but I found a way that works for me. I do a bit of programming and have used those to generate profitable EA's. I'm not getting rich but, I make a few bucks here and there.

I would be interested in testing any other neural indicators that you may have. Will this be able to be used on a Metatrader platform? I use only metatrader at this time as I have thought myself mq4. I wouldn't know what to do on any other platform with my programming.

I like the fact that you can change the values to find out the best parameters for your particular situation. All my neural indicators do not offer that option.

Can you give us any idea as to what kind of indicators you will be able to offer?

What time frame are you looking at before they are ready to try?

Regards,
Putz

 

[sachuc]

Can you give me code in visual basic for any neural indicator and if possible tell me how these workyou tell me
sach

 

[tnguyen111]

Artificial Int for Forex

I am a final year computer science student.

As my end of year project, I am creating a web-based charting software (very similar to the Yahoo Finance Charts with all the usual indicators i.e. Stochastics, Moving averages, RSI, etc...)
but with a major addition - the neural network based indicator.


As freely available neural network indicators seem rare, I would like to know:

- if anybody on these forums would consider using such a system? (my charting solution)
- do you have any knowledge about neural networks? (none required)
- any suggestions? or features you would like to see?


Note:
- The aNN (artificial neural network) indicator will be displayed using default setting values (number of hidden neurons, etc...) so that even users with NO knowledge of Neural Networks can use the indicator.
- The aNN indicator will also allow a user to change these default values (for advanced/experimenting users).
- Stock market feeds will be used at first. But FOREX currency pairs data can easily be added.

All comments welcome

I have used NeuralNet Trader for a while. I was not impressed. You simply don't have any real control of what is calculating in the complicated program. It's a blackbox in a way.
I'd given up.

 

[tnguyen111]

Artificial Int for Forex

I am a final year computer science student.

As my end of year project, I am creating a web-based charting software (very similar to the Yahoo Finance Charts with all the usual indicators i.e. Stochastics, Moving averages, RSI, etc...)
but with a major addition - the neural network based indicator.


As freely available neural network indicators seem rare, I would like to know:

- if anybody on these forums would consider using such a system? (my charting solution)
- do you have any knowledge about neural networks? (none required)
- any suggestions? or features you would like to see?


Note:
- The aNN (artificial neural network) indicator will be displayed using default setting values (number of hidden neurons, etc...) so that even users with NO knowledge of Neural Networks can use the indicator.
- The aNN indicator will also allow a user to change these default values (for advanced/experimenting users).
- Stock market feeds will be used at first. But FOREX currency pairs data can easily be added.

All comments welcome

I have used NeuralNet Trader for a while. I was not impressed. You simply don't have any real control of what is calculating in the complicated program. It's a blackbox in a way.
I'd given up.

 

[blackcab]

I am a final year computer science student.

As my end of year project, I am creating a web-based charting software (very similar to the Yahoo Finance Charts with all the usual indicators i.e. Stochastics, Moving averages, RSI, etc...)
but with a major addition - the neural network based indicator.

As freely available neural network indicators seem rare, I would like to know:

- if anybody on these forums would consider using such a system? (my charting solution)
- do you have any knowledge about neural networks? (none required)
- any suggestions? or features you would like to see?

Note:
- The aNN (artificial neural network) indicator will be displayed using default setting values (number of hidden neurons, etc...) so that even users with NO knowledge of Neural Networks can use the indicator.
- The aNN indicator will also allow a user to change these default values (for advanced/experimenting users).
- Stock market feeds will be used at first. But FOREX currency pairs data can easily be added.

All comments welcome

What is your project about fundamentally, i.e. what computer science skills are you required to demonstrate - general Java/Web programming, information analysis, user interface, computational finance, artificial intelligence, etc.? Lots of people get ambitious in final year projects and bolt on 'cool' things to the central idea, and get into a mess.

If you're doing hardcore comp sci or AI then do you need to write a charting program yourself or should you be using something off the shelf? If you're doing Java/Web/UI, do you need to get into NNs? Maybe you need to show skills in both areas.

NNs are disparaged because they're black boxes. Would you put your NN into the public domain - architecture, activation functions, weight values, etc. - so someone could step through it by hand and get the same result? If not, why would someone trust it with real money?

How could someone change the architecture on the fly e.g. no. of hidden neurons without needing to retrain? If it would retrain in real time as changes are made, that makes it more of a system development tool than a Web chart with indicators? How many things would you let the user change - input features, training dataset, broader architecture (no. of layers, choice of act. function), training methodology (backprop, Hebbian, etc.)?

How general or specific a pattern are you training against? Some people starting out make exemplar pairs from the last 'n' OHLC values and the most favourable excursion within the next 'm' bars, with disastrous results.

What anti-curve fitting/generalisation measures are you taking?

Could go on with tons more questions but you probably know what they are.

Overall it's a huge project to do right - do you have a strategy for balancing breadth & depth - what will you sacrifice to get it to fit into a standard final year project?

Anyway good luck, it sounds fun!