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  • #41
  • May 26, 2008 9:53am May 26, 2008 9:53am
I had a chance to work a few bugs out of a neural pattern classification indicator. I don't know how reliable it is or whether it even works correctly but it is in the metatrader forum: http://www.forexfactory.com/showthread.php?t=88170

The original poster tried to modify it to work with a non-lag ma. It will place a number on the screen indicating the pattern, you are supposed to then look back in time to see what the price is expected to do.

Again, I don't know how good the software is, I just fixed a few bugs to get it to work.
  • #42
  • May 26, 2008 5:42pm May 26, 2008 5:42pm
Hi Magnumfreak,


I have placed the #_lib_Neuro_Koh in the experts/libraries folder the other indicators in the indicators folder but Neuro NLMA indicator doesn't appear in the chart so can you help?Thanks in advance.
  • #43
  • May 26, 2008 8:32pm May 26, 2008 8:32pm
Quoting mystified
Hi Magnumfreak,


I have placed the #_lib_Neuro_Koh in the experts/libraries folder the other indicators in the indicators folder but Neuro NLMA indicator doesn't appear in the chart so can you help?Thanks in advance.
did you shut down and restart metatrader?
  • #44
  • May 27, 2008 4:43am May 27, 2008 4:43am
Quoting magnumfreak
Again, I don't know how good the software is, I just fixed a few bugs to get it to work.
You get the numbers on the price chart only after training with #_e_NeuroMTC EA, is that it?
  • #45
  • May 27, 2008 4:50am May 27, 2008 4:50am
Quoting amperi
You get the numbers on the price chart only after training with #_e_NeuroMTC EA, is that it?
no, the numbers came up after attaching the indicator to the chart.
  • #46
  • May 27, 2008 5:06am May 27, 2008 5:06am
Dear Friends, Your chart will be not updated since you use a manual download. In order you can import the data online from MT4 to NSDT, you need a DDE. Sometime I will posting in this thread how to integrate MT4 data into the NSDT chart online, I already reach this stage. More depth for me is how to send the Buy/Sell command from NSDT to MT4. Hope someone can share with me. Cheers, Arry
Quoting amperi
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?
  • #47
  • May 27, 2008 9:37am May 27, 2008 9:37am
Quoting magnumfreak
did you shut down and restart metatrader?

Yes I did and it still doesn't appear on the chart, thanks.
  • #48
  • May 27, 2008 3:47pm May 27, 2008 3:47pm
Quoting arryex
More depth for me is how to send the Buy/Sell command from NSDT to MT4. Hope someone can share with me. Cheers, Arry
You can download the datafeed modules including "Trade Put" (sending signals from NS to MT4) here:
http://www.forexfactory.com/showthre...44#post1976844
(itīs in post 11773)
The original download site is here:
http://www.fxreal.ru/forums/topic.php?forum=1&topic=1
Translation:
http://209.85.135.104/translate_c?hl...hp%3Fforum%3D1
and
http://209.85.135.104/translate_c?hl...D1%26topic%3D1
There it says the modules are only working for 5 days, then you have to buy a license. Donīt know if this is the case with the ones from post 11773. I enquired about purchasing this license (in English) but got kicked out of their forum twice without comment (registration deactivated twice after two days). Guess they donīt like when you only speak English.

Anyway Arry, for me it doesnīt quite make sense that my prediction bars donīt show because itīs not a live feed: what about EOD? With EOD the software doesnīt know if itīs live or not, does it?
  • #49
  • May 27, 2008 7:09pm May 27, 2008 7:09pm
Thank Amperi for the info about the sending buy/sell MT4-NSDT.

About your problem, if you don't mind, please posting your saved chart (which includes data and trading strategy/prediction are preferred), use File, Save Chart As, select the Save data in chart option. I will try to evaluate what is the problem(but without promising will be solved).

Cheers,
Arry

Quoting amperi

Anyway Arry, for me it doesnīt quite make sense that my prediction bars donīt show because itīs not a live feed: what about EOD? With EOD the software doesnīt know if itīs live or not, does it?
  • #50
  • May 27, 2008 7:58pm May 27, 2008 7:58pm
Dear Friends,

Here is my sample that I created by using available expert, the uploaded data still not stable (still on establishment).

Cheers,
Arry
Attached File(s)
File Type: pdf Using DDE for MT4-NSDT data feed.pdf   352 KB | 2,559 downloads
  • #51
  • May 28, 2008 5:04am May 28, 2008 5:04am
Quoting amperi
I enquired about purchasing this license (in English) but got kicked out of their forum twice without comment (registration deactivated twice after two days). Guess they donīt like when you only speak English.

Anyway Arry, for me it doesnīt quite make sense that my prediction bars donīt show because itīs not a live feed: what about EOD? With EOD the software doesnīt know if itīs live or not, does it?
I don't know if this will help in your your situation but here it is just in case:

http://www.google.com/search?hl=en&q...=Google+Search

http://www.google.com/search?hl=en&s...22&btnG=Search

Caveats: I haven't used it, I don't know any users, I haven't seen any user feedback on how well (or if) it works, I have no affiliation with the sellers, and the monthly fee may be a hurdle for some folks.

Just passing on something I noticed.

I hope it helps!
  • #52
  • May 28, 2008 8:39am May 28, 2008 8:39am
Quoting Technical
I don't know if this will help in your your situation but here it is just in case:
Thanks for the info.
The original author of the datafeed modules (KLOT) wanted USD 75, a onetime fee! One must be pretty desperate to pay 60 Euros a months subscription for this.
  • #53
  • May 28, 2008 8:53am May 28, 2008 8:53am
Quoting arryex
Here is my sample that I created by using available expert, the uploaded data still not stable (still on establishment).
Can you post this Neuroshell data exporter EA?
  • #54
  • Edited 8:45pm May 29, 2008 7:13pm | Edited 8:45pm
Guys,

I am building my NN and want to share my observations with you.

First, I don't think that price should be the only input....

What makes sense to me is use NFP, rollover premium, weekly COT reports, and weekly candlesticks as the input....

Inputs would be COT long and short contracts, NFP deltas, which is repeated 4/5 times depending on how many weeks are in the month, and whatever the rollover premium each week.

Therefore, your training data will be a set of 52 samples/year, and the output will be 12 monthly candlesticks.

In my mind, there should be 4 outputs, the OHLC for the following month's candlestick


PS) My reasoning is different than most other people's. I think that price is the result of bankers investing in currencies based on fundamentals. News comes out, and they react (NFP.) The COT shows how overbought/oversold the pair is w/ out regard to technical analysis. The rollover premium can make a pair more or less attractive (for instance, GBPJPY)

I am tempted to use the month as input as well, because I think bankers may know certain trends in NFP, etc that skew their thinking. That is simply theory.
  • #55
  • May 30, 2008 4:18am May 30, 2008 4:18am
hi all
here i attached all the needed stuffs for data feed problem.
cheers
Attached File(s)
File Type: pdf Neuroshell DDE install for MT4 (Translated to English) (Recovered).pdf   50 KB | 2,967 downloads
File Type: pdf Neuroshell DDE install for MT4 (Recovered).pdf   457 KB | 4,714 downloads
File Type: ex4 Currency_Loader_V2.3.ex4   46 KB | 1,466 downloads
  • #56
  • Jun 1, 2008 4:45am Jun 1, 2008 4:45am
[quote=tdion;2027337]
My reasoning is different than most other people's. I think that price is the result of bankers investing in currencies based on fundamentals. News comes out, and they react (NFP.) The COT shows how overbought/oversold the pair is w/ out regard to technical analysis. The rollover premium can make a pair more or less attractive (for instance, GBPJPY)
quote]

Would you care to share a template and the name of the NN youīre using it with?
  • #57
  • Jun 1, 2008 6:34am Jun 1, 2008 6:34am
Quoting tdion
Guys,

I am building my NN and want to share my observations with you.

First, I don't think that price should be the only input....

What makes sense to me is use NFP, rollover premium, weekly COT reports, and weekly candlesticks as the input....

Inputs would be COT long and short contracts, NFP deltas, which is repeated 4/5 times depending on how many weeks are in the month, and whatever the rollover premium each week.

Therefore, your training data will be a set of 52 samples/year, and the output will be 12 monthly candlesticks.

In my mind, there should be 4 outputs, the OHLC for the following month's candlestick


PS) My reasoning is different than most other people's. I think that price is the result of bankers investing in currencies based on fundamentals. News comes out, and they react (NFP.) The COT shows how overbought/oversold the pair is w/ out regard to technical analysis. The rollover premium can make a pair more or less attractive (for instance, GBPJPY)

I am tempted to use the month as input as well, because I think bankers may know certain trends in NFP, etc that skew their thinking. That is simply theory.
hi, tdion

may i know the size of your NN please,
if you are decided to use one block of NN or multi block
if multi block is selected , what is your approach to interconnect them,
and for your NN block:
(input nodes # , input parameters frames"weekly OHLC on GPBJPY CPair + NFP Change or absolute value + COT +... " for 52 weeks or less)
Layers # , Neuron # on each layer , hidden layer Neurons Activation Function, output Neurons Activation Function,
input data PreProcess for normalizing,

# of input paterns for learning "epoch"( each patern length = input parameters frame, it may considered FIFO of the First week IN will the First week out ,
then for 1.5 year it reaches to 26 epoch for your NN ( input: 52 IN Frame )

and other informations,

thx
  • #58
  • Jun 1, 2008 6:40am Jun 1, 2008 6:40am
Quoting kamyar
hi all
here i attached all the needed stuffs for data feed problem.
cheers
hi, kamyar

may you explain more on your NN please,
  • #59
  • Jun 1, 2008 6:55am Jun 1, 2008 6:55am
Quoting Codebreaker
Guys,

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?

CB
hi CB ,
why you recommand to "do NOT try to use an NN to predict financial time series." , may you please explain your experiments ,
I think Initially ,if we can assume the prices are affected by Fundanentals and economics nonlinearly , then it may providing some multi varibles function to appoximate those dependencies ,
the more measureable variables will lead to more better approximate,
such as wheather reports based on thosands of measurements and
satellite observations,

then i think this is no prediction, but it is funtion approximation

thx
  • #60
  • Edited 7:52am Jun 1, 2008 6:57am | Edited 7:52am
hi, to new guests
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