There are several methods to feed MT4 data to NSDT:
1. Manual exporting
2. Using EA in MT4 to export the data.
Here below the steps to do the manual exporting
a. In MT4 Terminal
- Open MT4 terminal
- Press F2 (history center), select the symbol and the timeframe (esxample EURUSD, 1H), Click Export, save to the NSDT folder (example C:\Neuroshell Trader 5\Data\Forex) you can create first this folder prior exporting. Put the data name (in csv extension, example EURUSD1H for 1H time frame).
b. Modify the data with MS-Excel.
Add in the first row:
Data, Time, Open, High, Low, Close, Volume
Note: check the date format shown on the saved data, it should be with yyyy.MM.dd format.
c. Ensure the date format in Windows
- Select Start, Control Panel, Regional & language option.
- On Regional Option tab, select customize.
- Select Date tab, modify the date format to become yyyy.MM.dd with dot separator (".") instead of slash ("/") or else.
- Click Ok to confirm the modification.
d. In Neuroshell
- Tools, Data Source, Autoscan, browse to the folder where your data saved (in our example C:\Neuroshell Trader 5\Data\Forex)
- You will see that your data in ASCII will be counted. Click OK to close
- To show your data, click File New, Basic chart, Price or Price with Volume. Select the file name for your data.
- Your data will be displayed on the chart.
I use latest version 5.4, but anyway it is not problem, you do not have basic chart template (price or price with volume) in your NSDT folder.
You can use any other template with your ASCII data, example Bollinger. On chart wizard select Bollinger Band Strategy, select periodicity (drop down right side of the intraday period), example 1 Hour if your csv data in 1H as well. Choose how far the data want to be displayed (should be later than the available data on your csv file), click next, select the data instrument folder (in our example C:\Neuroshell Trader 5\Data\Forex),click next, select the file name, then click Finished.
To be noted, you can display longer time periode with shorter period, example 1H chart data can be taken from 1m, 15m, 30m or 1H it self.
NSDT will show the Trading strategy wizard calculation then the chart.
I have used an NN for a while to simply predict whether the FTSE will close UP or DOWN tomorrow. Just a binary decision. I only trade binaries ('cause of the perfect risk control!) and have an 80% hit rate. On average, I "get in" at around 56. Some days I can't get in below 65 (which I hate). One day last week I got in at 15 (which I love!). So I make (on average) 24 points each day. This is fine. I don't trade huge amounts (normally just Ł10/point) so make about Ł1000/week. This seems to be below the radar of the SB companies who haven't kicked me out yet.....
Just a note. Don't every try to use an NN to preduct the future of a financial time series from its history. It can't. Prices histories contain no (useful) predictive information. (OK, the Shannon Mutual Information says that there IS information there, but you try getting at it!!!). I feed my network all the factors that seem to influence the FTSE.
It looks very nice story for your prediction with NN. Would you please kindly share with us what are the inputs for your NN, about your output is it just tomorrow close/open is higher or lower than current close?
Inputs are the usual suspects - US markets (Dow, S&P) plus the obvious stuff like the Oil price, and a few other critical commodities and FX.
Output is a 0 or a 1 (perversely for UP or DOWN resp).
But no list is definitive as these things change with time!! I have a dedicated machine that just checks X against Y to see what might be useful, what is coming in and what is going out, etc.
I cant get Neuroshell to work properly, i used to import GBPUSD 1 Minute data from alpari, and start some prediction for the next 10 hours but it doesnt predict it , it just cuts off the last 10 hours of the feed and shows it as predicted... I imported as described in this thread.
So how i actually predict in the future with the data??? Do i need the special neural indicator set?
Any help is appreciated,
Regards,
Kevin
Please lengthen your message to at least 1 characters.
PLEASE do NOT try to use an NN to predict a financial time series. The best you will do is 50/50 +/- 3%. Yesterday's price in no way "causes" todays price so there is no predictive value in the price history. You will do MUCH better with intermarket analysis.
Don't know what this NeuroShell thingy is but I suspect it is a black box package. You must understand what you are doing! Are you interested in Feedforward networks, Hopfield nertworks (with feedback) or Elman networks? Are you using Radial Basis Functions?
i must confess that this thread looks good. I was trying to test the FANN integration with MT4, and i keep having this error on my journal log "Cannot open file 'C:\Program Files\FxPro MetaTrader\experts\NN_Delta.ex4' on the EURUSD,M15". Could you help me with it?
I have seen that your data format need to be modified in order you can retrieve with NSDT.
On your original GBPUSDnewnew.csv the format data as follow:
"Date","Time","Open","High","Low","Close","Volume"
2008.03.06,03:29,1.9908,1.9908,1.9907,1.9907,2
2008.03.06,03:30,1.9906,1.9906,1.9905,1.9905,2
2008.03.06,03:31,1.9904,1.9905,1.9903,1.9904,8
You should changed to be come as follow:
Date,Open,High,Low,Close,Volume
2008.03.06 03:29,1.9908,1.9908,1.9907,1.9907,2
2008.03.06 03:30,1.9906,1.9906,1.9905,1.9905,2
2008.03.06 03:31,1.9904,1.9905,1.9903,1.9904,8
You can use Notepad (or other text editor) to change manually by deleting double quote (" "), Time. Then use Edit-Replace (Ctrl-H) as the data manner, example Replace All from- 06,03: -to become- 06 03: -, then- 06,04: -to become- 06 04: - (avoid - on your text input, it used to separate data input into replace dialog). You can save afterward, then retrieve with NSDT.
This problem appeared may be because your csv file is saved from MT4 via (File - Save As, then you put your file name), what I described in my previous posting is through export data history.
You should changed to be come as follow:
Date,Open,High,Low,Close,Volume
2008.03.06 03:29,1.9908,1.9908,1.9907,1.9907,2
2008.03.06 03:30,1.9906,1.9906,1.9905,1.9905,2
2008.03.06 03:31,1.9904,1.9905,1.9903,1.9904,8
Ignored
Unfortunately, when I delete the comma between the date and the time, NS doesn´t recognize this any more as a valid file. Also, in NS help they say, time can be in a separate column. So, I am afraid, this is not the solution, because I have the same problem, too: no prediction bars are displayed after calculation.
Could someone in the know please explain this??
Or maybe someone who speaks Russian could ask this question in the Russian Neuroshell - MT4 forum: http://209.85.135.104/translate_c?hl...hp%3Fforum%3D1
Unfortunately, when I delete the comma between the date and the time, NS doesn´t recognize this any more as a valid file. Also, in NS help they say, time can be in a separate column. So, I am afraid, this is not the solution, because I have the same problem, too: no prediction bars are displayed after calculation.
Could someone in the know please explain this??
Or maybe someone who speaks Russian could ask this question in the Russian Neuroshell - MT4 forum: http://209.85.135.104/translate_c?hl...hp%3Fforum%3D1
Hi Arry,
thanks for sending files and instructions.
I may not have made myself clear: the problem was not importing any files, both my EOD and your 15min data were imported and displayed instantly without any problems. But, just as the other posters stated as well, after performing the prediction calculation, the NS chart stays the same, no prediction bars (that is future bars) are displayed on the chart.
What could be the problem?
Neural Network Trading, Serious people only!
